R: Covariance matrix

covMatrix {DiceKriging} | R Documentation

## Covariance matrix

### Description

Computes the covariance matrix at a set of locations for a spatial random process with a given covariance structure.

### Usage

    covMatrix(object, X, noise.var = NULL)

### Arguments

`object` | an object specifying the covariance structure.
`X` | a matrix whose columns represent locations.
`noise.var` | for noisy observations : an optional vector containing the noise variance at each observation

### Value

a list with the following items :

`C` | a matrix representing the covariance matrix for the locations specified in the X argument, including a possible nugget effect or observation noise.
`vn` | a vector of length `n` (`X` size) containing a replication of the nugget effet or the observation noise (so that `C-diag(vn)` contains the covariance matrix when there is no nugget effect nor observation noise)

### Author(s)

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

### See Also

`covMatrixDerivative`

[Package DiceKriging version 1.6.0 Index]