Computes a partial derivative of the covariance matrix C
in function covMatrix
.
covMatrixDerivative(object, X, C0, k, ...)
A matrix representing the partial derivative of C
an object specifying the covariance structure.
a matrix whose columns represent locations.
a matrix corresponding to the covariance matrix for the locations specified in the X argument, when there is no nugget effet nor observation noise.
an integer representing the partial derivative index.
additional parameters, typically an environment used for storage
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
covMatrix