| matern25_isotropic {GpGp} | R Documentation |
Isotropic Matern covariance function, smoothness = 2.5
Description
From a matrix of locations and covariance parameters of the form (variance, range, nugget), return the square matrix of all pairwise covariances.
Usage
matern25_isotropic(covparms, locs)
Arguments
covparms |
A vector with covariance parameters in the form (variance, range, nugget) |
locs |
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,].
Parameterization
The covariance parameter vector is (variance, range, nugget)
= (\sigma^2,\alpha,\tau^2), and the covariance function is parameterized
as
M(x,y) = \sigma^2 (1 + || x - y ||/ \alpha + || x - y ||^2/3\alpha^2 ) exp( - || x - y ||/ \alpha )
The nugget value \sigma^2 \tau^2 is added to the diagonal of the covariance matrix.
NOTE: the nugget is \sigma^2 \tau^2 , not \tau^2 .