Computes the gradient of the covariance vector c(x)
computed by covMat1Mat2
with respect to x
, for a given covariance structure.
covVector.dx(object, x, X, c)
A matrix of real numbers equal to the gradient of c
as a function of x
.
an object specifying the covariance structure.
a vector representing the specific location.
a matrix whose columns represent locations.
a matrix containing the covariances between the location x
and the set of locations specified in X
(see covMat1Mat2
).
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
covMat1Mat2