covMatrix {DiceKriging} | R Documentation |
Computes the covariance matrix at a set of locations for a spatial random process with a given covariance structure.
covMatrix(X, covStruct, noise.var = NULL)
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 |
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). |
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.