MaternFun

Calculate Matern covariance function

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) <arXiv:1708.06302>. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) <arXiv:1706.02205> and MaxMin ordering proposed in Guinness (2018) <arXiv:1609.05372>.

Marcin Jurek

GPvecchia

Scalable Gaussian-Process Approximations

Matthias Katzfuss

Daniel Zilber

Wenlong Gong

Joe Guinness

Jingjie Zhang

Florian Schaefer

MaternFun function

<dl><dt>distmat</dt>
<dd>A matrix with distances between points</dd>
<dt>covparms</dt>
<dd>A vector with parameters (marg. variance, range, smoothness)</dd></dl>

Arguments

Calculate Matern covariance function — MaternFun

<dl>

<dt>distmat</dt>
<dd>A matrix with distances between points</dd>


<dt>covparms</dt>
<dd>A vector with parameters (marg. variance, range, smoothness)</dd>

</dl>

MaternFun: Calculate Matern covariance function

Description

Usage

Value

Arguments