Estimate the covariance given a matrix

This function estimates the covariance matrix on a vector of sampling points. The covariance matrix parameter has to be larger than the vector of sampling points.

predict_covariance(t, covariance)

Arguments

t

Vector of sampling points.

covariance

Matrix of covariance.

Value

A matrix of covariance estimated on a vector of sampling points.

Examples

if (FALSE) {
if(interactive()){
 attach(powerconsumption)
 covariance <- learn_covariance(powerconsumption, 'lm')
 cov <- predict_covariance(t = seq(0, 1, length.out = 101),
                           covariance = covariance)
 }
}