Description Usage Arguments Value Functions Parameterization
From a matrix of locations and covariance parameters of the form (variance, range, nugget, <nonstat variance parameters>), return the square matrix of all pairwise covariances.
1 2 3 | exponential_nonstat_var(covparms, Z)
d_exponential_nonstat_var(covparms, Z)
|
covparms |
A vector with covariance parameters
in the form (variance, range, nugget, <nonstat variance parameters>).
The number of nonstationary variance parameters should equal |
Z |
A matrix with |
A matrix with n
rows and n
columns, with the i,j entry
containing the covariance between observations at locs[i,]
and
locs[j,]
.
d_exponential_nonstat_var
: Derivatives with respect to parameters
This covariance function multiplies the isotropic exponential covariance by a nonstationary variance function. The form of the covariance is
C(x,y) = exp( φ(x) + φ(y) ) M(x,y)
where M(x,y) is the isotropic exponential covariance, and
φ(x) = c_1 φ_1(x) + ... + c_p φ_p(x)
where φ_1,...,φ_p are the spatial basis functions
contained in the last p
columns of Z
, and
c_1,...,c_p are the nonstationary variance parameters.
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