covMatrixDerivative: Covariance matrix derivatives

In DiceKriging: Kriging Methods for Computer Experiments

Description

Computes a partial derivative of the covariance matrix C in function covMatrix.

Usage

covMatrixDerivative(object, X, C0, k, ...)

Arguments

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

Value

A matrix representing the partial derivative of C

Author(s)

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

See Also

covMatrix

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