Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

covMatrix

Covariance matrix


Description

Computes the covariance matrix at a set of locations for a spatial random process with a given covariance structure.

Usage

covMatrix(object, X, noise.var = NULL)

Arguments

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

Value

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 n (X size) containing a replication of the nugget effet or the observation noise (so that C-diag(vn) contains the covariance matrix when there is no nugget effect nor observation noise)

Author(s)

Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.

See Also


DiceKriging

Kriging Methods for Computer Experiments

v1.6.0
GPL-2 | GPL-3
Authors
Olivier Roustant, David Ginsbourger, Yves Deville. Contributors: Clement Chevalier, Yann Richet.
Initial release
2021-02-23

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.