covMat1Mat2 {DiceKriging} | R Documentation |
Computes the cross covariance matrix between two sets of locations for a spatial random process with a given covariance structure. Typically the two sets are a learning set and a test set.
covMat1Mat2(X1, X2, covStruct, nugget.flag=FALSE)
X1 |
a matrix whose rows represent the locations of a first set (for instance a set of learning points). |
X2 |
a matrix whose rows represent the locations of a second set (for instance a set of test points). |
covStruct |
a list specifying the covariance structure. |
nugget.flag |
an optional boolean. If TRUE , the covariance between 2 equal locations takes into account the nugget effect (if any). Locations are considered equal if their euclidian distance is inferior to 1e-15 . Default is FALSE . |
a matrix of size (nb of rows of X1 * nb of rows of X2)
whose element (i1,i2)
is equal to the covariance between the locations specified by row i1
of X1
and row i2
of X2
.
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.