Description Usage Arguments Value Author(s) See Also Examples
Computes the quadratic form between a sparse matrix F
containing the
temporal trends and the covariance matrix for the residual fields (Sigma_nu)
See the examples for details.
1 2 |
F |
A (number of obs.) - by - (number of temporal trends) matrix
containing the temporal trends. Usually |
mat |
A block diagonal, square matrix. |
loc.ind |
A vector indicating which location each row in |
n.blocks |
Number of diagonal blocks in |
block.sizes |
A vector of length |
n.loc |
Number of locations. |
Returns a square matrix with side dim(F)[2]*n.loc
Johan Lindstrom and Adam Szpiro
Other block matrix functions: blockMult
,
calc.FXtF2
, calc.FX
,
calc.mu.B
, calc.tFX
,
makeCholBlock
, makeSigmaB
,
makeSigmaNu
Other temporal trend functions: calc.FXtF2
,
calc.FX
, calc.tFX
,
expandF
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ##create a trend
trend <- cbind(1:5,sin(1:5))
##an index of locations
idx <- c(rep(1:3,3),1:2,2:3)
##a list of time points for each location/observation
T <- c(rep(1:3,each=3),4,4,5,5)
##expand the F matrix to match the locations/times in idx/T.
F <- trend[T,]
##create a covariance matrix for locations and each of
C <- makeSigmaNu(c(1,1), as.matrix(dist(1:max(idx))),
blocks1=c(3,3,3,2,2), ind1=idx)
##compute F' %*% C %*% F
tFmatF <- calc.tFXF(F, C, idx, block.sizes = c(3,3,3,2,2),
n.blocks = 5)
##which is equivalent of
tFmatF.alt <- calc.tFX(F, t(calc.tFX(F, C, idx)), idx)
range(tFmatF-tFmatF.alt)
|
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