- Kyy &lt;- K2[-x_index, -x_index] --&gt;</span>
<span class="co"># </span>
<span class="co"># &lt;!-- S &lt;- Kyy - Kyx %*% inv(Kxx) %*% Kxy --&gt;</span>
<span class="co"># &lt;!-- Si &lt;- inv(S) --&gt;</span>
<span class="co"># &lt;!-- ``` --&gt;</span>
<span class="co"># </span>
<span class="co"># &lt;!-- $$ --&gt;</span>
<span class="co"># &lt;!--  S^{-1} = `r tex(Si)` --&gt;</span>
<span class="co"># &lt;!-- $$ --&gt;</span>
<span class="co">#    </span>
<span class="co">#    </span>
<span class="co"