createU: create the sparse triangular U matrix for specific parameters

In GPvecchia: Scalable Gaussian-Process Approximations

create the sparse triangular U matrix for specific parameters

Description

create the sparse triangular U matrix for specific parameters

Usage

createU(vecchia.approx, covparms, nuggets, covmodel = "matern")

Arguments

vecchia.approx	object returned by vecchia_specify
covparms	vector of covariance parameters
nuggets	nugget variances – if a scalar is provided, variance is assumed constant
covmodel	covariance model. currently implemented:

Value

list containing the sparse upper triangular U, plus additional objects required for other functions

Examples

z=rnorm(9); locs=matrix(1:9,ncol=1); vecchia.approx=vecchia_specify(locs,m=5)
U.obj=createU(vecchia.approx,covparms=c(1,2,.5),nuggets=.2)

GPvecchia documentation built on June 22, 2024, 11:13 a.m.