exponential_isotropic: Isotropic exponential covariance function

Description Usage Arguments Value Functions Parameterization

View source: R/RcppExports.R

Description

From a matrix of locations and covariance parameters of the form (variance, range, nugget), return the square matrix of all pairwise covariances.

Usage

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exponential_isotropic(covparms, locs)

d_exponential_isotropic(covparms, locs)

Arguments

covparms

A vector with covariance parameters in the form (variance, range, nugget)

locs

A matrix with n rows and d columns. Each row of locs is a point in R^d.

Value

A matrix with n rows and n columns, with the i,j entry containing the covariance between observations at locs[i,] and locs[j,].

Functions

Parameterization

The covariance parameter vector is (variance, range, nugget) = (σ^2,α,τ^2), and the covariance function is parameterized as

M(x,y) = σ^2 exp( - || x - y ||/ α )

The nugget value σ^2 τ^2 is added to the diagonal of the covariance matrix. NOTE: the nugget is σ^2 τ^2 , not τ^2 .


GpGp documentation built on July 9, 2019, 5:02 p.m.