Hi R list, I am using the GPfit package to fit Gaussian Process model.
The kernel in the package is, K(x, x') = sigma^2 * exp(x-x')^2 My kernel have an extra term, K((x, z), (x', z')) = sigma^2 * exp(x-x')^2 * exp(z-z')^2 The function corr_matrix() is, corr_matrix(X, beta, corr=list(type="exponential",power=1.95)) github source: https://github.com/cran/GPfit/blob/master/R/corr_matrix.R I am changing the corr argument, so it looks like mine. How should I do it? Also, what package do you guys recommend for GP modeling? I know GPstuff or GPML but that's Matlab. Thanks very much. Mike [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
