calcQF: Calculate the Gaussian quadratic form for the NNGP...

In BayesNSGP: Bayesian Analysis of Non-Stationary Gaussian Process Models

Calculate the Gaussian quadratic form for the NNGP approximation

Description

calcQF calculates the quadratic form in the multivariate Gaussian based on the NNGP approximation, for a specific parameter combination. The quadratic form is t(u)C^{-1}v.

Usage

calcQF(u, v, AD, nID)

Arguments

u	Vector; left product.
v	Vector; right product
AD	N x (k+1) matrix; the first k columns are the 'A' matrix, and the last column is the 'D' vector. Represents the Cholesky of C^{-1}.
nID	N x k matrix of neighbor indices.

Value

A list with two components: (1) an N x 2 array containing the same spatial coordinates, ordered by MMD, and (2) the same thing, but with any NA values removed.

BayesNSGP documentation built on Dec. 11, 2025, 5:08 p.m.