rlibkriging (version 0.9-1)

covMat.NoiseKriging: Compute Covariance Matrix of NoiseKriging Model

Description

Compute Covariance Matrix of NoiseKriging Model

Usage

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

Value

A matrix of the covariance matrix of the NoiseKriging model.

Arguments

object

An S3 NoiseKriging 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) + X/10 * rnorm(nrow(X))

k <- NoiseKriging(y, (X/10)^2, X, "matern3_2")

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

covMat(k, x1, x2)