exponential_nonstat_var {GpGp} | R Documentation |
Isotropic exponential covariance function, nonstationary variances
Description
From a matrix of locations and covariance parameters of the form (variance, range, nugget, <nonstat variance parameters>), return the square matrix of all pairwise covariances.
Usage
exponential_nonstat_var(covparms, Z)
d_exponential_nonstat_var(covparms, Z)
Arguments
covparms |
A vector with covariance parameters
in the form (variance, range, nugget, <nonstat variance parameters>).
The number of nonstationary variance parameters should equal |
Z |
A matrix with |
Value
A matrix with n
rows and n
columns, with the i,j entry
containing the covariance between observations at locs[i,]
and
locs[j,]
.
Functions
-
d_exponential_nonstat_var()
: Derivatives with respect to parameters
Parameterization
This covariance function multiplies the isotropic exponential covariance by a nonstationary variance function. The form of the covariance is
where M(x,y) is the isotropic exponential covariance, and
where are the spatial basis functions
contained in the last
p
columns of Z
, and
are the nonstationary variance parameters.