compute.covariance: Compute the unscaled covariance matrix.

Description Usage Arguments Details Value

Description

Computes the unscaled covariance matrix for an SSM object for a given length parameter.

Usage

1

Arguments

ssm

An SSM object.

r

A number. The length parameter used by the correlation function.

Details

The covariance matrix uses the correlation function specified by the SSM slot type. "matern32" uses a Matern 3/2 correlation while "exp" uses a squared exponential.

Value

The unscaled covariance matrix.


peterrobertcurtis/SSM documentation built on May 25, 2019, 2:10 a.m.