covMatrix

0th

Percentile

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 :

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

Aliases
  • covMatrix
Documentation reproduced from package DiceKriging, version 1.5.6, License: GPL-2 | GPL-3

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