matern25_isotropic | R Documentation |
From a matrix of locations and covariance parameters of the form (variance, range, nugget), return the square matrix of all pairwise covariances.
matern25_isotropic(covparms, locs)
covparms |
A vector with covariance parameters in the form (variance, range, nugget) |
locs |
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,]
.
The covariance parameter vector is (variance, range, nugget)
= (\sigma^2,\alpha,\tau^2)
, and the covariance function is parameterized
as
M(x,y) = \sigma^2 (1 + || x - y ||/ \alpha + || x - y ||^2/3\alpha^2 ) exp( - || x - y ||/ \alpha )
The nugget value \sigma^2 \tau^2
is added to the diagonal of the covariance matrix.
NOTE: the nugget is \sigma^2 \tau^2
, not \tau^2
.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.