Description Usage Arguments Details Value Note Author(s) See Also Examples
Covariance matrix for a covariance kernel object.
1 2 3 4 5 6 7 |
object |
An object with S4 class corresponding to a covariance kernel. |
X |
The matrix (or data.frame) of design points, with n rows and d cols where n is the number of spatial points and d is the 'spatial' dimension. |
Xnew |
An optional new matrix of spatial design points. If missing, the
same matrix is used: |
compGrad |
Logical. If |
checkNames |
Logical. If |
index |
Integer giving the index of the derivation parameter in the official
order. Ignored if |
... |
not used yet. |
The covariance matrix is computed in a C program using the
.Call
interface. The R kernel function is evaluated within the
C code using eval
.
A (n_1, n_2) matrix with general element C[i, j] = K(X1[i, ], X2[j, ], θ) where K(x1, x2, θ) is the covariance kernel function.
The value of the parameter θ can be
extracted from the object with the coef
method.
Y. Deville, O. Roustant, D. Ginsbourger, N. Durrande.
coef
method
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | myCov <- covTS(inputs = c("Temp", "Humid", "Press"),
kernel = "k1PowExp",
dep = c(range = "cst", shape = "cst"),
value = c(shape = 1.8, range = 1.1))
n <- 100; X <- matrix(runif(n*3), nrow = n, ncol = 3)
try(C1 <- covMat(myCov, X)) ## bad colnames
colnames(X) <- inputNames(myCov)
C2 <- covMat(myCov, X)
Xnew <- matrix(runif(n * 3), nrow = n, ncol = 3)
colnames(Xnew) <- inputNames(myCov)
C2 <- covMat(myCov, X, Xnew)
## check with the same matrix in 'X' and 'Xnew'
CMM <- covMat(myCov, X, X)
CM <- covMat(myCov, X)
max(abs(CM - CMM))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.