# 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`

.