Correlation Gaussian matrix in C using Rcpp
Usage
corr_gauss_matrixC(x, y, theta)
Arguments
- x
Matrix x
- y
Matrix y, must have same number of columns as x
- theta
Theta vector
Examples
corr_gauss_matrixC(matrix(c(1,0,0,1),2,2), matrix(c(1,0,1,1),2,2), c(1,1))
#> [,1] [,2]
#> [1,] 0.3678794 0.1353353
#> [2,] 0.3678794 1.0000000