[R] Change the argument function inside R function in GPfit package

C W tmrsg11 at gmail.com
Mon Mar 9 19:14:40 CET 2015

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.


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