materncov1 {nimblewomble} | R Documentation |
Matern Covariance kernel with \nu = 3/2
Description
Computes the Matern covariance matrix with fractal parameter \nu = 3/2
.
Has the option to compute \Sigma_{d\times d} + \tau^2 I_d
.
Usage
materncov1(dists, phi, sigma2, tau2)
Arguments
dists |
distance matrix |
phi |
spatial range |
sigma2 |
spatial variance |
tau2 |
nugget variance |
Value
A matrix of covariance terms. For internal use only.
Author(s)
Aritra Halder <aritra.halder@drexel.edu>,
Sudipto Banerjee <sudipto@ucla.edu>
Examples
#####################
# Internal use only #
#####################
# Used across multiple functions
# Example usage
require(nimble)
require(nimblewomble)
set.seed(1)
# Generated Simulated Data
N = 1e2
tau = 1
coords = matrix(runif(2 * N, -10, 10), ncol = 2)
colnames(coords) = c("x", "y")
dists = as.matrix(dist(coords))
cMaterncov1 = compileNimble(materncov1)
cMaterncov1(dists = dists[1:N, 1:N], phi = 1, sigma2 = 1, tau2 = 0)
[Package nimblewomble version 0.1.0 Index]