diagonal_band: Estimate the Entry-wise Variance

In TMasak/surfcov: Random Surfaces' Covariance Estimation beyond Separability

Estimate the Entry-wise Variance

Description

Estimates the variance of heteroscedastic white noise after the separable part of the model has already been estimated.

Usage

diagonal_band(X, A1, A2)

Arguments

X	data array of size N x K1 x K2
A1	temporal kernel of the separable part
A2	spatial kernel of the separable part

Value

matrix of size K1 x K2 providing the entry-wise variance

Examples

X <- array(runif(20*3*4),c(20,3,4))
A1 <- matrix(runif(3^2),3)
A2 <- matrix(runif(4^2),4)
diagonal_band(X,A1,A2)

TMasak/surfcov documentation built on April 25, 2022, 12:15 a.m.