covMatrix: Covariance matrix

In DiceKriging: Kriging Methods for Computer Experiments

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

covMatrixDerivative

DiceKriging documentation built on Feb. 24, 2021, 1:07 a.m.