stmra_cov_separable_exp: Separable exp / exp spatiotemporal covariance function

In appelmar/stmra: Spatiotemporal Multiresolution Apprxomations for Gaussian Processes

Separable exp / exp spatiotemporal covariance function

Description

Compute pairwise covariances between two sets of locations using a separable exponential spatiotemporal model with two exponential functions.

Usage

stmra_cov_separable_exp(locs1, locs2, theta)

Arguments

locs1	matrix with rows representing points and columns representing coordinates
locs2	matrix with rows representing points and columns representing coordinates
theta	vector of parameters (see Details)

Details

Parameter vector theta includes joint sill, spatial range, temporal range, spatial nugget, temporal nugget (in this order).

appelmar/stmra documentation built on April 12, 2022, 7:22 p.m.