buildCovMat: Building a Covariance Matrix for the LMC method

In OakleyJ/MUCM: Gaussian process emulator methods based on the MUCM toolkit

Description

This function is used to build a covariance matrix for multivariate outputs.

Usage

buildCovMat(phi, sigma, inputs, inputs2, cor.function, ...)

Arguments

phi	Estimate of the roughness parameter for each input and output.
sigma	Estimate of the between outputs variance covariance matrix.
inputs	A data frame, matrix or vector containing the input values of the data.
inputs2	A data frame, matrix or vector containing additional input values. (Used when predicting the model at new points)
cor.function	Specifies a correlation function used as part of the prior information for the emulator.
...	Additional arguments to be passed on to cor.function.

Value

The function returns a covariance matrix, eqnV.

Author(s)

Sajni Malde

OakleyJ/MUCM documentation built on May 7, 2019, 9:01 p.m.