covMatrixDerivative {DiceKriging}R Documentation

Covariance matrix derivatives

Description

Computes a partial derivative of the covariance matrix C0 in function covMatrix.

Usage

covMatrixDerivative(X, covStruct, C, k)

Arguments

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.

Value

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.

Author(s)

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

See Also

covMatrix


[Package DiceKriging version 1.0 Index]