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.mspe.uk(w, V, Vp, Vop)
mspe
, a matrix of size $n \times 1$ containing the mean-square prediction error of the predicted responses.data(toydata)
X <- toydata$X
V <- toydata$V
Xp <- toydata$Xp
Vp <- toydata$Vp
Vop <- toydata$Vop
w <- pweights.uk(X, V, Xp, Vp, Vop)
mspe.uk(w, V, Vp, Vop)
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