Gaussian correlation

Usage

corr_gauss_matrix(x, x2 = NULL, theta)

Arguments

x: First data matrix
x2: Second data matrix
theta: Correlation parameter

Value

Correlation matrix

Examples

corr_gauss_matrix(matrix(1:10,ncol=1), matrix(6:15,ncol=1), 1e-2)
#>            [,1]      [,2]      [,3]      [,4]      [,5]      [,6]      [,7]
#>  [1,] 0.7788008 0.6976763 0.6126264 0.5272924 0.4448581 0.3678794 0.2981973
#>  [2,] 0.8521438 0.7788008 0.6976763 0.6126264 0.5272924 0.4448581 0.3678794
#>  [3,] 0.9139312 0.8521438 0.7788008 0.6976763 0.6126264 0.5272924 0.4448581
#>  [4,] 0.9607894 0.9139312 0.8521438 0.7788008 0.6976763 0.6126264 0.5272924
#>  [5,] 0.9900498 0.9607894 0.9139312 0.8521438 0.7788008 0.6976763 0.6126264
#>  [6,] 1.0000000 0.9900498 0.9607894 0.9139312 0.8521438 0.7788008 0.6976763
#>  [7,] 0.9900498 1.0000000 0.9900498 0.9607894 0.9139312 0.8521438 0.7788008
#>  [8,] 0.9607894 0.9900498 1.0000000 0.9900498 0.9607894 0.9139312 0.8521438
#>  [9,] 0.9139312 0.9607894 0.9900498 1.0000000 0.9900498 0.9607894 0.9139312
#> [10,] 0.8521438 0.9139312 0.9607894 0.9900498 1.0000000 0.9900498 0.9607894
#>            [,8]      [,9]     [,10]
#>  [1,] 0.2369278 0.1845195 0.1408584
#>  [2,] 0.2981973 0.2369278 0.1845195
#>  [3,] 0.3678794 0.2981973 0.2369278
#>  [4,] 0.4448581 0.3678794 0.2981973
#>  [5,] 0.5272924 0.4448581 0.3678794
#>  [6,] 0.6126264 0.5272924 0.4448581
#>  [7,] 0.6976763 0.6126264 0.5272924
#>  [8,] 0.7788008 0.6976763 0.6126264
#>  [9,] 0.8521438 0.7788008 0.6976763
#> [10,] 0.9139312 0.8521438 0.7788008