covMat-methods {kergp} | R Documentation |
Covariance Matrix for a Covariance Kernel Object
Description
Covariance matrix for a covariance kernel object.
Usage
## S4 method for signature 'covMan'
covMat(object, X, Xnew, compGrad = hasGrad(object),
checkNames = NULL, index = 1L, ...)
## S4 method for signature 'covTS'
covMat(object, X, Xnew, compGrad = FALSE,
checkNames = TRUE, index = 1L, ...)
Arguments
object |
An object with S4 class corresponding to a covariance kernel. |
X |
The matrix (or data.frame) of design points, with |
Xnew |
An optional new matrix of spatial design points. If missing, the
same matrix is used: |
compGrad |
Logical. If |
checkNames |
Logical. If |
index |
Integer giving the index of the derivation parameter in the official
order. Ignored if |
... |
not used yet. |
Details
The covariance matrix is computed in a C program using the
.Call
interface. The R kernel function is evaluated within the
C code using eval
.
Value
A matrix with general element
where
is the covariance kernel function.
Note
The value of the parameter can be
extracted from the object with the
coef
method.
Author(s)
Y. Deville, O. Roustant, D. Ginsbourger, N. Durrande.
See Also
coef
method
Examples
myCov <- covTS(inputs = c("Temp", "Humid", "Press"),
kernel = "k1PowExp",
dep = c(range = "cst", shape = "cst"),
value = c(shape = 1.8, range = 1.1))
n <- 100; X <- matrix(runif(n*3), nrow = n, ncol = 3)
try(C1 <- covMat(myCov, X)) ## bad colnames
colnames(X) <- inputNames(myCov)
C2 <- covMat(myCov, X)
Xnew <- matrix(runif(n * 3), nrow = n, ncol = 3)
colnames(Xnew) <- inputNames(myCov)
C2 <- covMat(myCov, X, Xnew)
## check with the same matrix in 'X' and 'Xnew'
CMM <- covMat(myCov, X, X)
CM <- covMat(myCov, X)
max(abs(CM - CMM))