vecchia_prediction {GPvecchia}

Vecchia prediction

Description

Vecchia prediction

Usage

vecchia_prediction(
  z,
  vecchia.approx,
  covparms,
  nuggets,
  var.exact,
  covmodel = "matern",
  return.values = "all"
)

Arguments

z

observed data

vecchia.approx

a vecchia object as generated by vecchia_specify()

covparms

covariance parameters as a vector

nuggets

nugget

var.exact

should prediction variances be computed exactly, or is a (faster) approximation acceptable

covmodel

covariance model, 'matern' by default.

return.values

either 'mean' only, 'meanvar', 'meanmat', or 'all'

Value

posterior mean and variances at observed and unobserved locations; V matrix

Examples

z=rnorm(5); locs=matrix(1:5,ncol=1); vecchia.approx=vecchia_specify(locs,m=3,locs.pred=locs+.5)
vecchia_prediction(z,vecchia.approx,covparms=c(1,2,.5),nuggets=.2)