R/LKrigCovWeightedObs.R

In LatticeKrig: Multi-Resolution Kriging Based on Markov Random Fields

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#
# LatticeKrig is a package for analysis of spatial data written for
# the R software environment.
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# Contact: Douglas Nychka,  douglasnychka@gmail.com,
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LKrigCovWeightedObs <- function(x1, wX, LKinfo) {
# this is a utility routine to find the covariance between the 
# weighted observation vector and the process at the locations x1. 
#  i.e.  wy = wUd + wXc + error   g= PHI1%*%c
# and  c has covariance matrix   inverse (Q)	
# covariance of (g,y)  is PHI1 %*% inverse(Q) %*% t(wX)
#
	PHI1 <- LKrig.basis(x1, LKinfo)
# sparse precision matrix for the basis coeficients	
	Q <- LKrig.precision(LKinfo)
	Qc <- chol(Q, memory = LKinfo$choleskyMemory)
# note: construction of lattice basis depends on alpha and a.wght
# and normalizes the basis 
			A <- forwardsolve(Qc, transpose = TRUE, t(PHI1), upper.tri = TRUE)
			A <- backsolve(Qc, A)
			return(wX %*% A)
	}