This function returns the variance matrix of observations of the real
process \(z\) at points
\(D_2=\left\{x_1,\ldots,x_n\right\}\).
It appears in the lower right corner of the variance matrix on the
bottom of page 1 of the supplement, calculated by function
Vd()
.
It is also used in functions Cov.eqn9.supp()
and
V.fun()
.