Lambda2cov: Transform variogram matrix to covariance of conditional...

In mev: Modelling of Extreme Values

Transform variogram matrix to covariance of conditional random field

Description

The matrix Lambda is half the semivariogram matrix. The function returns the conditional covariance with respect to entries in co, restricted to the subA rows and the subB columns.

Usage

Lambda2cov(Lambda, co, subA, subB)

Arguments

Lambda	Negative definite matrix for the Huesler–Reiss model
co	vector of integer with conditioning sites
subA	vector of integers with sub-entries (not in co) for rows
subB	vector of integers with sub-entries (not in co) for columns. If missing, default to subA.

mev documentation built on Sept. 11, 2024, 8:14 p.m.