Description Usage Arguments Value Functions Parameterization
From a matrix of locations and covariance parameters of the form (variance, range_1, ..., range_d, nugget), return the square matrix of all pairwise covariances.
1 2 3 4 5 | matern35_scaledim(covparms, locs)
d_matern35_scaledim(covparms, locs)
d_matern45_scaledim(covparms, locs)
|
covparms |
A vector with covariance parameters in the form (variance, range_1, ..., range_d, 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_scaledim
: Derivatives with respect to parameters
d_matern45_scaledim
: Derivatives with respect to parameters
The covariance parameter vector is (variance, range_1, ..., range_d, nugget). The covariance function is parameterized as
M(x,y) = σ^2 ( ∑_{j=0}^3 c_j || D^{-1}(x - y) ||^j ) exp( - || D^{-1}(x - y) || )
where c_0 = 1, c_1 = 1, c_2 = 2/5, c_3 = 1/15. where D is a diagonal matrix with (range_1, ..., range_d) on the diagonals. 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 .
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.