model.covmat.inchol {RGeostats}

R Documentation

Establish the Incomplete Cholsky Decomposition of the covariance matrix

Description

Establish the Incomplete Cholsky Decomposition of the covariance matrix

Usage

model.covmat.inchol(db, model = model.input(), eta = 0.05,
      npivot.max=0, ranks1=NA, flag.sort = TRUE, center=NA, verbose = FALSE)

Arguments

db	Name of the db-class which contains the first Db
model	Name of the model-class which contains the model. For more information check check.model.
eta	Tolerance part of the variance which is not reproduced.
npivot.max	Maximum number of pivots (if positive).
ranks1	The array of sample ranks already selected as pivots (numbered starting from 1).
flag.sort	When TRUE, the output array G(nech,np) has the order of its lines ordered as the order of the initial samples. When FALSE, the pivots are listed in the first rows of G, followed by the standard samples (possibly shuffled).
center	When defined, this gives the coordinates of a centering sample used in order to establish the covariance matrix of increments.
verbose	Verbose flag

Details

The algorithm stops as soon as one of the following criteria is met:

• The part of the variance is reached (when 'eta' is specified)

• The maximum number of pivot is reached (when 'niter.max' is speicified)

Value

A list which contains:

• nech The number of data

• npivot The number of selected pivots

• p The list of ranks of the pivots (starting from 1)

• g The matrix of Covariance decomposition

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