Derivative of Matern 5/2 kernel covariance matrix in C

Derivative of Matern 5/2 kernel covariance matrix in C

Usage

kernel_exponential_dC(
  x,
  theta,
  C_nonug,
  s2_est,
  beta_est,
  lenparams_D,
  s2_nug,
  s2
)

Arguments

x

Matrix x

theta

Theta vector

C_nonug

cov mat without nugget

s2_est

whether s2 is being estimated

beta_est

Whether theta/beta is being estimated

lenparams_D

Number of parameters the derivative is being calculated for

s2_nug

s2 times the nug

s2

s2 parameter

Value

Correlation matrix