covMat.NoiseKriging: Compute Covariance Matrix of NoiseKriging Model

In rlibkriging: Kriging Models using the 'libKriging' Library

Compute Covariance Matrix of NoiseKriging Model

Description

Compute Covariance Matrix of NoiseKriging Model

Usage

## S3 method for class 'NoiseKriging'
covMat(object, x1, x2, ...)

Arguments

object	An S3 NoiseKriging object.
x1	Numeric matrix of input points.
x2	Numeric matrix of input points.
...	Not used.

Value

A matrix of the covariance matrix of the NoiseKriging model.

Author(s)

Yann Richet [e-mail]

Examples

f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X) + X/10 * rnorm(nrow(X))

k <- NoiseKriging(y, (X/10)^2, X, "matern3_2")

x1 = runif(10)
x2 = runif(10)

covMat(k, x1, x2)

rlibkriging documentation built on Oct. 3, 2024, 1:06 a.m.