mvMatern | R Documentation |
Multivariate Matern covariance
mvMatern(t, range = 1, smooth = 2, noise = 1, sig)
t |
time points |
range, smooth |
range and smoothness parameters |
sig |
Marginal covariance. K x K matrix |
noise. |
noise for different coordinates. Must be a vector of length K. |
noise and sig should fit in dimension
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