Description Usage Arguments Value Parameterization
From a matrix of locations and covariance parameters of the form (variance, B11, B12, B13, B22, B23, B33, smoothness, nugget), return the square matrix of all pairwise covariances.
1 | matern_anisotropic3D_alt(covparms, locs)
|
covparms |
A vector with covariance parameters in the form (variance, B11, B12, B13, B22, B23, B33, smoothness, 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, B11, B12, B13, B22, B23, B33, smoothness, nugget) where B11, B12, B13, B22, B23, B33, transform the three coordinates as
u_1 = B11[ x_1 + B12 x_2 + (B13 + B12 B23) x_3]
u_2 = B22[ x_2 + B23 x_3]
u_3 = B33[ x_3 ]
NOTE: the u_1 transformation is different from previous versions of this function. NOTE: now (B13,B23) can be interpreted as a drift vector in space over time. Assuming x is transformed to u and y transformed to v, the covariances are
M(x,y) = σ^2 2^{1-ν}/Γ(ν) (|| u - v || )^ν K_ν(|| u - v ||)
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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