compute.covariance {SSM}R Documentation

Compute the unscaled covariance matrix.

Description

Computes the unscaled covariance matrix for an SSM object for a given length parameter.

Usage

compute.covariance(ssm, r)

Arguments

ssm

An SSM object.

r

A number. The length parameter used by the correlation function.

Details

The covariance matrix uses the correlation function specified by the SSM slot type. "matern32" uses a Matern 3/2 correlation while "exp" uses a squared exponential.

Value

The unscaled covariance matrix.


[Package SSM version 1.0.1 Index]