Description Usage Arguments Value Functions Parameterization
From a matrix of locations and covariance parameters of the form (variance, range, nugget), return the square matrix of all pairwise covariances.
1 2 3 4 5 | matern35_isotropic(covparms, locs)
d_matern35_isotropic(covparms, locs)
d_matern45_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,]
.
d_matern35_isotropic
: Derivatives of isotropic
matern covariance function with smoothness 3.5
d_matern45_isotropic
: Derivatives of isotropic
matern covariance function with smoothness 3.5
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 ( ∑_{j=0}^3 c_j || x - y ||^j/ α^j ) exp( - || x - y ||/ α )
where c_0 = 1, c_1 = 1, c_2 = 2/5, c_3 = 1/15. 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 .
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