covMatrix {DiceKriging}R Documentation

Covariance matrix

Description

Computes the covariance matrix at a set of locations for a spatial random process with a given covariance structure.

Usage

covMatrix(X, covStruct, noise.var = NULL)

Arguments

X a matrix whose columns represent locations.
covStruct an object of class covTensorProduct-class, specifying the covariance structure.
noise.var for noisy observations : an optional vector containing the noise variance at each observation

Value

a list with the following items :

C0 a matrix representing the covariance matrix for the locations specified in the X argument, when there is no nugget effect nor observation noise.
C a matrix equal to the covariance matrix (including a possible nugget or observation noise).

Author(s)

Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.

See Also

covMatrixDerivative


[Package DiceKriging version 1.0 Index]