getMatCov {GPvecchia}

extract the required elements from the covariance matrix

Description

This function takes the entire covariance matrix and creates a matrix of covariances based on the vecchia approximatino object

Usage

getMatCov(V, covariances, factor = FALSE)

Arguments

V

the object returned by vecchia_specify

covariances

The full covariance matrix or a covariance function

factor

True if we are passing a factor of a matrix

Value

matrix of size n x (m+1) with only those elements that are used by the incomplete Cholesky decomposition