Covariance matrix
Computes the covariance matrix at a set of locations for a spatial random process with a given covariance structure.
covMatrix(object, X, noise.var = NULL)
object |
an object specifying the covariance structure. |
X |
a matrix whose columns represent locations. |
noise.var |
for noisy observations : an optional vector containing the noise variance at each observation |
a list with the following items :
C |
a matrix representing the covariance matrix for the locations specified in the X argument, including a possible nugget effect or observation noise. |
vn |
a vector of length |
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
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