Cross covariance matrix
Computes the cross covariance matrix between two sets of locations for a spatial random process with a given covariance structure. Typically the two sets are a learning set and a test set.
covMat1Mat2(object, X1, X2, nugget.flag=FALSE)
object |
an object specifying the covariance structure. |
X1 |
a matrix whose rows represent the locations of a first set (for instance a set of learning points). |
X2 |
a matrix whose rows represent the locations of a second set (for instance a set of test points). |
nugget.flag |
an optional boolean. If |
a matrix of size (nb of rows of X1 * nb of rows of X2) whose element (i1,i2) is equal to the covariance between the locations specified by row i1 of X1 and row i2 of X2.
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
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