computeAuxVariables_noChol: Auxiliary variables for kriging

Description

Computes or updates some auxiliary variables used for kriging (see below). This function is a copy of the computeAuxVariables function from the DiceKriging package, except that the calculation of the Cholesky decomposition is not performed, for cpu time savings.

Usage

computeAuxVariables_noChol(model)

Arguments

model

An object of class km with missing or non updated fields.

Value

An updated km objet, where the changes concern the following field:

Vector equal to t(T)^(-1)*(y - F*beta), where y, F and Beta are respectively the vector of response, the experimental matrix and the trend coefficients specified in model.

References

J.-S. Park and J. Baek (2001), Efficient computation of maximum likelihood estimators in a spatial linear model with power exponential covariogram, Computer Geosciences, 27 no. 1, 1-7.

Examples

Run this code

# NOT RUN {
#computeAuxVariables_noChol
set.seed(8)
N <- 9 #number of observations
testfun <- branin

#a 9 points initial design
design <- data.frame( matrix(runif(2*N),ncol=2) )
response <- testfun(design)

#km object with matern3_2 covariance
#params estimated by ML from the observations
model <- km(formula=~., design = design, 
	response = response,covtype="matern3_2")

model2 <- computeAuxVariables_noChol(model)
#in this example model2 and model are the same!
# }