Calculates the maximum correlations possible consistent with the roughness parameters
1 2 3 |
A,B |
Positive-definite matrices (roughness parameters) |
Ainv,Binv |
The inverses of |
hp |
An object of class |
useM |
Boolean, with default |
Function ss()
calculates the maximum possible correlation
between observations of two Gaussian processes at the same point
(equation 24 of the vignette):
equation 24 of the vignette
Functions ss_matrix()
and ss_matrix_simple()
calculate
the maximum covariances among the types of object specified in the
hp
argument, an object of class mhp
. Function
ss_matrix()
is the preferred form; function
ss_matrix_simple()
is a less efficient, but more transparent,
version. The two functions should return identical output.
Function ss()
returns a scalar, ss_matrix()
a matrix
of covariances.
Thanks to Stephen Stretton for a crucial insight here
Robin K. S. Hankin
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