createL {GPvecchia}R Documentation

create the sparse triangular L matrix for specific parameters

Description

create the sparse triangular L matrix for specific parameters

Usage

createL(vecchia.approx, covmodel, covparms = NULL)

Arguments

vecchia.approx

object returned by vecchia_specify

covmodel

covariance model. currently implemented: matern: with covparms (var,range,smoothness) esqe: exponential + squared exp with covparms (var1,range1,var2,range2) If covmodel is a function it has to be able to take a distance matrix and return a vector with distances which is of length k.

covparms

vector of covariance parameters

Value

list containing the sparse lower triangular L,

Examples

z=rnorm(9); locs=matrix(1:9,ncol=1); vecchia.approx=vecchia_specify(locs,m=5)
L = createL(vecchia.approx, covparms=c(1,2,.5), 'matern')

[Package GPvecchia version 0.1.7 Index]