R: Cross covariance matrix

covMat1Mat2 {DiceKriging} | R Documentation

## Cross covariance matrix

### Description

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.

### Usage

    covMat1Mat2(object, X1, X2, nugget.flag=FALSE)

### Arguments

`object` | an object specifying the covariance structure.
`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).
`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`.

### Value

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`.

### Author(s)

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

### See Also

`covMatrix`

[Package DiceKriging version 1.5.8 Index]