var_Delta_T: Variance function of difference process

Description Usage Arguments Value Author(s)

View source: R/bound_functions.R

Description

The function var_Delta_T computes the gradient for the variance function of the difference process Z_x - \widetilde{Z}_x at x.

Usage

1
var_Delta_T(x, kmModel, simupoints, T.mat, F.mat)

Arguments

x

a matrix r x d containing the r points where the function is to be computed.

kmModel

the km model of the Gaussian process Z.

simupoints

the matrix l x d containing the pilot points G.

T.mat

the upper triangular factor of the Choleski decomposition of the covariance matrix of rbind(kmModel@X,simupoints)

F.mat

the evaluation of the trend function at rbind(kmModel@X,simupoints), see model.matrix.

Value

the value of the variance function at x for the difference process Z^Δ = Z_x - \widetilde{Z}_x.

Author(s)

Dario Azzimonti


profExtrema documentation built on March 22, 2020, 1:07 a.m.