Covariance matrix derivatives
Computes a partial derivative of the covariance matrix C in function covMatrix.
covMatrixDerivative(object, X, C0, k, ...)
object |
an object specifying the covariance structure. |
X |
a matrix whose columns represent locations. |
C0 |
a matrix corresponding to the covariance matrix for the locations specified in the X argument, when there is no nugget effet nor observation noise. |
k |
an integer representing the partial derivative index. |
... |
additional parameters, typically an environment used for storage |
A matrix representing the partial derivative of C
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
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