rlibkriging (version 0.9-1)

covMat.Kriging: Compute Covariance Matrix of Kriging Model

Description

Compute Covariance Matrix of Kriging Model

Usage

# S3 method for Kriging
covMat(object, x1, x2, ...)

Value

A matrix of the covariance matrix of the Kriging model.

Arguments

object

An S3 Kriging object.

x1

Numeric matrix of input points.

x2

Numeric matrix of input points.

...

Not used.

Author

Yann Richet

Examples

f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X)

k <- Kriging(y, X, kernel = "gauss")

x1 = runif(10)
x2 = runif(10)

covMat(k, x1, x2)