.cor_exp {mcgf} | R Documentation |
Calculate exponential correlation
Description
Calculate exponential correlation
Usage
.cor_exp(x, c, gamma = 1/2, nugget = 0)
Arguments
x |
A numeric vector, matrix, or array. |
c |
Smooth parameter, |
gamma |
Scale parameter, |
nugget |
The nugget effect |
Details
The exponential correlation function with scale parameter c
and smooth parameter \gamma
has the form
C(x)=(1-\text{nugget})\exp(-c|x|^{2\gamma})+\text{nugget}\cdot
\delta_{x=0},
where \delta_{x=0}
is 1 when x=0
and 0 otherwise.
Value
Correlations of the same dimension as x
.
References
Diggle, P. J., Tawn, J. A., & Moyeed, R. A. (1998). Model-Based Geostatistics. Journal of the Royal Statistical Society. Series C (Applied Statistics), 47(3), 299–350.
[Package mcgf version 1.1.1 Index]