Derivative of Matern 5/2 kernel covariance matrix in C

Derivative of Matern 5/2 kernel covariance matrix in C

Usage

kernel_matern52_dC(x, theta, C_nonug, s2_est, beta_est, lenparams_D, s2_nug)

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

Value

Correlation matrix