STK_MAKE_MATCOV computes a covariance matrix (and a design matrix) CALL: [K, P] = stk_make_matcov (MODEL, X0) computes the covariance matrix K and the design matrix P for the model MODEL at the set of points X0, which is expected to be an N x DIM array. As a result, a matrix K of size N x N and a matrix P of size N x L are obtained, where L is the number of regression functions in the linear part of the model. CALL: K = stk_make_matcov (MODEL, X0, X1) computes the covariance matrix K for the model MODEL between the sets of points X0 and X1. The resulting K matrix is of size N0 x N1, where N0 is the number of rows of XO and N1 the number of rows of X1. BE CAREFUL: stk_make_matcov (MODEL, X0) and stk_makematcov (MODEL, X0, X0) are NOT equivalent if model.lognoisevariance > - inf (in the first case, the noise variance is added on the diagonal of the covariance matrix).
Package: stk