frobenius_spb_nonstat: Frobenius Norm of a Separable-plus-banded Covariance with...

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

Frobenius Norm of a Separable-plus-banded Covariance with Non-stationary Banded Part

Description

Frobenius Norm of a Separable-plus-banded Covariance with Non-stationary Banded Part

Usage

frobenius_spb_nonstat(A1, A2, B)

Arguments

A1	matrix, the temporal kernel
A2	matrix, the spatial kernel
B	3-dimensional array specifying the banded part in the form of an output of banded_nonstat_est

Value

the value of the Frobenius norm

Examples

N <- 20
K1 <- 10
K2 <- 10
delta <- 2
X <- array(runif(N*K1*K2),c(N,K1,K2))
Est <- spt(X,delta)
B <- banded_nonstat_est(X,delta,Est$A1,Est$A2)
frobenius_spb_nonstat(Est$A1,Est$A2,B)

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