covMat

Generic function returning a covariance or a cross-covariance matrix
 between two sets of locations.

Gaussian process regression with an emphasis on kernels.
Quantitative and qualitative inputs are accepted. Some pre-defined
kernels are available, such as radial or tensor-sum for
quantitative inputs, and compound symmetry, low rank, group kernel
for qualitative inputs. The user can define new kernels and
composite kernels through a formula mechanism. Useful methods
include parameter estimation by maximum likelihood, simulation,
prediction and leave-one-out validation.

Olivier Roustant

kergp

Gaussian Process Laboratory

covMat function

<dl> <dt>object</dt>
<dd>
 
Covariance kernel object.
</dd> <dt>X</dt>
<dd></dd>A matrix with <code>d</code> columns, where <code>d</code> is the number of inputs
 of the covariance kernel. The \(n_1\) rows define a first set of sites or
 locations, typically used for learning.
 <dt>Xnew</dt>
<dd></dd>A matrix with <code>d</code> columns, where <code>d</code> is the number of inputs
 of the covariance kernel. The \(n_2\) rows define a second set of
 sites or locations, typically used for testing or prediction.
 If <code>Xnew = NULL</code> the same locations are used: <code>Xnew = X</code>.
 <dt>...</dt>
<dd>
 
Other arguments for methods.
</dd></dl>

Arguments

Generic function returning a covariance or a cross-covariance matrix
 between two sets of locations.

Generic Function: Covariance or Cross-Covariance
  Matrix Between two Sets of Locations — covMat

<dl>

 <dt>object</dt>
<dd>
 
Covariance kernel object.
</dd>

 <dt>X</dt>
<dd>

A matrix with <code>d</code> columns, where <code>d</code> is the number of inputs
 of the covariance kernel. The \(n_1\) rows define a first set of sites or
 locations, typically used for learning.
</dd>

 <dt>Xnew</dt>
<dd>

A matrix with <code>d</code> columns, where <code>d</code> is the number of inputs
 of the covariance kernel. The \(n_2\) rows define a second set of
 sites or locations, typically used for testing or prediction.
 If <code>Xnew = NULL</code> the same locations are used: <code>Xnew = X</code>.
</dd>

 <dt>...</dt>
<dd>
 
Other arguments for methods.
</dd>

</dl>

covMat: Generic Function: Covariance or Cross-Covariance Matrix Between two Sets of Locations

Description

Usage

Value

Arguments