matern_spacetime_categorical {GpGp} | R Documentation |
Space-Time Matern covariance function with random effects for categories
Description
From a matrix of locations and covariance parameters of the form (variance, spatial range, temporal range, smoothness, category, nugget), return the square matrix of all pairwise covariances.
Usage
matern_spacetime_categorical(covparms, locs)
d_matern_spacetime_categorical(covparms, locs)
Arguments
covparms |
A vector with covariance parameters in the form (variance, spatial range, temporal range, smoothness, category, 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_spacetime_categorical()
: Derivatives of isotropic Matern covariance
Parameterization
The covariance parameter vector is (variance, range, smoothness, category, nugget)
= , and the covariance function is parameterized
as
(x,s) and (y,t) are the space-time locations of a pair of observations.
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
.