k <- sigma^2 * exp( -1/(2*l^2) * outer( v,v,FUN=function(x,y){(x-y)^2}))
but perhaps you should look at the e1071 package instead? --------------------------------------------------------------------------- Jeff Newmiller The ..... ..... Go Live... DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/Batteries O.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --------------------------------------------------------------------------- Sent from my phone. Please excuse my brevity. On November 2, 2014 4:19:56 PM PST, C W <tmrs...@gmail.com> wrote: >Thanks, Jeff. I had some misunderstanding. > >So, I want to calculate the squared exponential of vector v > >v = c(700, 800, 1029) > >formula is: >k(x_i, x_j)=sigma^2 * exp(-1/(2*l^2) * (x_i - x_j) ^2) > >where, >sigma=7, l=100 > > >I used, >> v <- c(700, 800, 1029) >> corr.matrix(cbind(v),scales=0.5) > [,1] [,2] [,3] >[1,] 1 0 0 >[2,] 0 1 0 >[3,] 0 0 1 > >the output should be covariance matrix = [49, 29.7, 0.02; 29.7, 49, >3.6; >0.2, 3.6, 49] > > > >On Sun, Nov 2, 2014 at 7:04 PM, Jeff Newmiller ><jdnew...@dcn.davis.ca.us> >wrote: > >> What is your question? The matrix form is probably what you are >looking >> for, but you put the same vector in three times so if course it is >all >> ones. I don't know what you expected to happen when you entered >cor(v) >> since there is nothing to correlate if you only have one vector. >> >> Please post in plain text as the footer and Posting Guide request. >> >--------------------------------------------------------------------------- >> Jeff Newmiller The ..... ..... Go >Live... >> DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live >> Go... >> Live: OO#.. Dead: OO#.. >Playing >> Research Engineer (Solar/Batteries O.O#. #.O#. with >> /Software/Embedded Controllers) .OO#. .OO#. >rocks...1k >> >--------------------------------------------------------------------------- >> Sent from my phone. Please excuse my brevity. >> >> On November 2, 2014 3:30:14 PM PST, C W <tmrs...@gmail.com> wrote: >> >Hi list, >> >I have trying to calculate the covariance/correlation of three >> >elements. I >> >have vector say, >> > >> >v <- c(700, 800, 1000) >> > >> >I want to have a 3 by 3 correlation matrix, meaning cor(v1, c2), >> >cor(v1, >> >c3), cor(v2, v3), etc... >> > >> >So far I get, >> >> cor(v) >> >Error in cor(v) : supply both 'x' and 'y' or a matrix-like 'x' >> > >> >> vvv <- cbind(v, v, v) >> >> cor(vvv) >> > v v v >> >v 1 1 1 >> >v 1 1 1 >> >v 1 1 1 >> > >> > >> >I am calculating squared exponential kernel as seen here. >> >http://mlg.eng.cam.ac.uk/duvenaud/cookbook/index.html >> > >> >Thanks a bunch, >> > >> >Mike >> > >> > [[alternative HTML version deleted]] >> > >> >______________________________________________ >> >R-help@r-project.org mailing list >> >https://stat.ethz.ch/mailman/listinfo/r-help >> >PLEASE do read the posting guide >> >http://www.R-project.org/posting-guide.html >> >and provide commented, minimal, self-contained, reproducible code. >> >> ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.