profExtrema (version 0.2.1)

var_Delta_T: Variance function of difference process

Description

The function var_Delta_T computes the gradient for the variance function of the difference process \(Z_x - \widetilde{Z}_x\) at x.

Usage

var_Delta_T(x, kmModel, simupoints, T.mat, F.mat)

Arguments

x

a matrix \(r x d\) containing the \(r\) points where the function is to be computed.

kmModel

the km model of the Gaussian process \(Z\).

simupoints

the matrix \(l x d\) containing the pilot points \(G\).

T.mat

the upper triangular factor of the Choleski decomposition of the covariance matrix of rbind(kmModel@X,simupoints)

F.mat

the evaluation of the trend function at rbind(kmModel@X,simupoints), see model.matrix.

Value

the value of the variance function at x for the difference process \(Z^\Delta = Z_x - \widetilde{Z}_x\).