matern_categorical {GpGp} | R Documentation |
Isotropic Matern covariance function with random effects for categories
Description
From a matrix of locations and covariance parameters of the form (variance, range, smoothness, category variance, nugget), return the square matrix of all pairwise covariances.
Usage
matern_categorical(covparms, locs)
d_matern_categorical(covparms, locs)
Arguments
covparms |
A vector with covariance parameters in the form (variance, range, smoothness, category variance, 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,]
.
Functions
-
d_matern_categorical()
: Derivatives of isotropic Matern covariance
Parameterization
The covariance parameter vector is (variance, range, smoothness, category variance, nugget)
= , and the covariance function is parameterized
as
The nugget value is added to the diagonal of the covariance matrix.
The category variance
is added if two observation from same category
NOTE: the nugget is
, not
.