R: Covariance matrix derivatives

covMatrixDerivative {DiceKriging} | R Documentation

## Covariance matrix derivatives

### Description

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

### Usage

    covMatrixDerivative(object, X, C0, k, ...)

### Arguments

`object` | an object specifying the covariance structure.
`X` | a matrix whose columns represent locations.
`C0` | 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.
`...` | additional parameters, typically an environment used for storage

### Value

A matrix representing the partial derivative of `C`

### Author(s)

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

### See Also

`covMatrix`

[Package DiceKriging version 1.5.8 Index]