Sum of Kernels

Builds kernel matrices from a list of distances matrices and computes their sum.

Usage

kernel_sum(D2_list, length_scales, variances, kernels)

Arguments

D2_list

A list of matrices with squared pairwise distances.

length_scales

A vector of length-scale parameters.

variances

A vector of kernel variance parameters.

kernels

A vector of kernels (rbf, matern05, matern15, matern25).

Value

A kernel matrix with the same dimensions as the matrices in D_list.

Examples

M1 <- rbind(c(0, 2, 1),
            c(2, 0, 2.5),
            c(1, 2.5, 0))
M2 <- rbind(c(0, 1, 4),
            c(1, 0, 3),
            c(4, 3, 0))
M_list <- list(M1^2, M2^2)
kernel_sum(M_list, length_scales = c(1, 2), variances = c(2, 1/2),
  kernels = c("rbf", "matern15"))
#>           [,1]      [,2]      [,3]
#> [1,] 2.5000000 0.6631144 1.2829270
#> [2,] 0.6631144 2.5000000 0.2217522
#> [3,] 1.2829270 0.2217522 2.5000000