gaussian <- function(xx, u=rep(0.5, 1, length(xx)), a=rep(5, 1, length(xx)))
{
##########################################################################
#
# GAUSSIAN PEAK INTEGRAND FAMILY
#
# Authors: Sonja Surjanovic, Simon Fraser University
# Derek Bingham, Simon Fraser University
# Questions/Comments: Please email Derek Bingham at dbingham@stat.sfu.ca.
#
# Copyright 2013. Derek Bingham, Simon Fraser University.
#
# THERE IS NO WARRANTY, EXPRESS OR IMPLIED. WE DO NOT ASSUME ANY LIABILITY
# FOR THE USE OF THIS SOFTWARE. If software is modified to produce
# derivative works, such modified software should be clearly marked.
# Additionally, this program is free software; you can redistribute it
# and/or modify it under the terms of the GNU General Public License as
# published by the Free Software Foundation; version 2.0 of the License.
# Accordingly, this program is distributed in the hope that it will be
# useful, but WITHOUT ANY WARRANTY; without even the implied warranty
# of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# General Public License for more details.
#
# For function details and reference information, see:
# http://www.sfu.ca/~ssurjano/
#
##########################################################################
#
# INPUTS:
#
# xx = c(x1, x2, ..., xd)
# u = c(u1, u2, ..., ud) (optional), with default value
# c(0.5, 0.5, ..., 0.5)
# a = c(a1, a2, ..., ad) (optional), with default value c(5, 5, ..., 5)
#
##########################################################################
sum <- sum(a^2 * (xx-u)^2)
y <- exp(-sum)
return(y)
}