getMatCov: extract the required elements from the covariance matrix

In GPvecchia: Scalable Gaussian-Process Approximations

extract the required elements from the covariance matrix

Description

This function takes the entire covariance matrix and creates a matrix of covariances based on the vecchia approximatino object

Usage

getMatCov(V, covariances, factor = FALSE)

Arguments

V	the object returned by vecchia_specify
covariances	The full covariance matrix or a covariance function
factor	True if we are passing a factor of a matrix

Value

matrix of size n x (m+1) with only those elements that are used by the incomplete Cholesky decomposition

GPvecchia documentation built on June 22, 2024, 11:13 a.m.