# covMatrix

From DiceKriging v1.5.6
by Olivier Roustant

##### Covariance matrix

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

- Keywords
- models

##### 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 :

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

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

*Documentation reproduced from package DiceKriging, version 1.5.6, License: GPL-2 | GPL-3*

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