Description Usage Arguments Value Author(s) See Also Examples
Function that creates a block covariance matrix with unequally sized blocks. Used to construct the Sigma_nu matrix.
1 2 3 4 |
pars |
Vector of parameters, as suggested by
|
dist |
Distance matrix. |
type |
Name of the covariance function to use, see
|
nugget |
A value of the nugget or a vector of length
|
random.effect |
A constant variance to add to the covariance matrix,
can be interpereted as either and partial sill with infinite
range or as a random effect with variance given by |
symmetry |
|
blocks1, blocks2 |
Vectors with the size(s) of each of the
diagonal blocks, usually |
ind1, ind2 |
Vectors indicating the location of each element in the
covariance matrix, used to index the |
ind2.to.1 |
Vectors, that for each index along the second dimension,
|
sparse |
If |
diff |
Vector with two components indicating with respect to which
parameter(s) that first and/or second derivatives should be
computed. E.g. |
Block covariance matrix of size
length(ind1)
-by-length(ind2)
.
Johan Lindstrom
Other block matrix functions: blockMult
,
calc.FXtF2
, calc.FX
,
calc.mu.B
, calc.tFXF
,
calc.tFX
, makeCholBlock
,
makeSigmaB
Other covariance functions: crossDist
,
evalCovFuns
, makeSigmaB
,
namesCovFuns
, parsCovFuns
,
updateCovf
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | ##First create some random locations
x <- rnorm(5)
y <- rnorm(5)
##compute distance matrix
D <- crossDist( cbind(x,y) )
#a vector of locations
I <- c(1,2,3,1,4,4,3,2,1,1)
T <- c(1,1,1,2,2,3,3,3,3,4)
##create a block diagonal matrix consisting of four parts with
##exponential covariance.
sigma.nu <- makeSigmaNu(c(.4,2), D, "exp", nugget=0.1,
blocks1 = c(3,2,4,1), ind1 = I)
##and cross covariance
sigma.nu.c <- makeSigmaNu(c(.4,2), D, "exp", nugget=0.1,
blocks1 = c(3,2,4,1), ind1 = I,
blocks2 = c(0,0,3,1), ind2 = I[7:10])
##compare the cross-covariance with the relevant part of sigma.nu
range(sigma.nu.c-sigma.nu[,7:10])
##an alternative showing the use of loc.ind2.to.1
sigma.nu.c <- makeSigmaNu(c(.4,2), D[,4:3], "exp", nugget=0.1,
blocks1 = c(3,2,4,1), ind1 = I,
blocks2 = c(0,0,2,0), ind2 = 1:2,
ind2.to.1=4:3)
##compare the cross-covariance with the relevant part of sigma.nu
range(sigma.nu.c-sigma.nu[,6:7])
|
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