DiceKriging (version 1.5.6)

covMatrix: Covariance matrix

Description

Computes the covariance matrix at a set of locations for a spatial random process with a given covariance structure.

Usage

covMatrix(object, X, noise.var = NULL)

Arguments

object

an object specifying the covariance structure.

X

a matrix whose columns represent locations.

noise.var

for noisy observations : an optional vector containing the noise variance at each observation

Value

a list with the following items :

C

a matrix representing the covariance matrix for the locations specified in the X argument, including a possible nugget effect or observation noise.

vn

a vector of length n (X size) containing a replication of the nugget effet or the observation noise (so that C-diag(vn) contains the covariance matrix when there is no nugget effect nor observation noise)

See Also

covMatrixDerivative