mspe.uk: Calculates mean-square prediction error of Universal Kriging predictions
Description
Calculates mean-square prediction error of Universal Kriging
predictions using w,
the $n \times np$
matrix of kriging weights,
V, the (positive definite) covariance matrix of the
observed responses, Vp, the (positive definite)
covariance matrix of the
predicted responses,and Vop,
the $n x np$ matrix of covariances between the observed
responses and the responses to be predicted. Uses Armadillo C++ template via RcppArmadillo to perform most of the operations.
Usage
mspe.uk(w, V, Vp, Vop)
Arguments
w
The matrix of kriging weights for the predicted
responses. The size is $n \times np$
V
The covariance matrix of the observed responses.
The size is $n times n$.
Vp
The covariance matrix of the responses to be
predicted. The size is $np times np$.
Vop
The cross-covariance between the observed responses
and the responses to be predicted. The size is
$n \times np$
Value
The function returns a list containing mspe, a matrix of size $n \times 1$ containing the mean-square prediction error of the predicted responses.