kergp (version 0.5.7)

q1Symm: Qualitative Correlation or Covariance Kernel with one Input and General Symmetric Correlation

Description

Qualitative correlation or covariance kernel with one input and general symmetric correlation.

Usage

q1Symm(factor, input = "x", cov = c("corr", "homo", "hete"), intAsChar = TRUE)

Value

An object with class "covQual" with d = 1 qualitative input.

Arguments

factor

A factor with the wanted levels for the covariance kernel object.

input

Name of (qualitative) input for the kernel.

cov

Character telling if the result is a correlation kernel, an homoscedastic covariance kernel or an heteroscedastic covariance kernel with an arbitrary variance vector.

intAsChar

Logical. If TRUE (default), an integer-valued input will be coerced into a character. Otherwise, it will be coerced into a factor.

See Also

The corLevSymm function used to compute the correlation matrix and its gradients w.r.t. the correlation parameters.

Examples

School <- factor(1L:3L, labels = c("Bad", "Mean" , "Good"))
myCor <- q1Symm(School, input = "School")
coef(myCor) <- c(theta_2_1 = pi / 3, theta_3_1 = pi / 4, theta_3_2 = pi / 8)
plot(myCor, type = "cor")

## Use a data.frame with a factor
set.seed(246)
newSchool <- factor(sample(1L:3L, size = 20, replace = TRUE),
                    labels = c("Bad", "Mean" , "Good"))
C1 <- covMat(myCor, X = data.frame(School = newSchool),
             compGrad = FALSE, lowerSQRT = FALSE)