DiceKriging (version 1.5.6)

covMat1Mat2: Cross covariance matrix

Description

Computes the cross covariance matrix between two sets of locations for a spatial random process with a given covariance structure. Typically the two sets are a learning set and a test set.

Usage

covMat1Mat2(object, X1, X2, nugget.flag=FALSE)

Arguments

object

an object specifying the covariance structure.

X1

a matrix whose rows represent the locations of a first set (for instance a set of learning points).

X2

a matrix whose rows represent the locations of a second set (for instance a set of test points).

nugget.flag

an optional boolean. If TRUE, the covariance between 2 equal locations takes into account the nugget effect (if any). Locations are considered equal if their euclidian distance is inferior to 1e-15. Default is FALSE.

Value

a matrix of size (nb of rows of X1 * nb of rows of X2) whose element (i1,i2) is equal to the covariance between the locations specified by row i1 of X1 and row i2 of X2.

See Also

covMatrix