covMatrixDerivative {DiceKriging} | R Documentation |
Covariance matrix derivatives
Description
Computes a partial derivative of the covariance matrix C
in function covMatrix
.
Usage
covMatrixDerivative(object, X, C0, k, ...)
Arguments
object |
an object specifying the covariance structure. |
X |
a matrix whose columns represent locations. |
C0 |
a matrix corresponding to the covariance matrix for the locations specified in the X argument, when there is no nugget effet nor observation noise. |
k |
an integer representing the partial derivative index. |
... |
additional parameters, typically an environment used for storage |
Value
A matrix representing the partial derivative of C
Author(s)
Olivier Roustant, David Ginsbourger, Ecole des Mines de St-Etienne.
See Also
[Package DiceKriging version 1.6.0 Index]