covMatrixDerivative {DiceKriging} | R Documentation |
Computes a partial derivative of the covariance matrix C0
in function covMatrix
.
covMatrixDerivative(X, covStruct, C, k)
X |
a matrix whose columns represent locations. |
covStruct |
an object of class covTensorProduct-class , specifying the covariance structure. |
C |
a matrix corresponding to the covariance matrix for the locations specified in the X argument, when there is no nugget effet nor observation noise. |
k |
an integer representing the partial derivative index. |
a list with the following items :
dC |
a matrix representing the partial derivative of C . |
dlogR |
a matrix representing the partial derivative of logarithm of R = C/sigma2, where sigma2 is the variance of the stationary part of the stochastic process. |
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.