matern.rational.cov {rSPDE} | R Documentation |
Rational approximation of the Matern covariance
Description
Computes a rational approximation of the Matern covariance function on intervals.
Usage
matern.rational.cov(
h,
order,
kappa,
nu,
sigma,
type_rational = "brasil",
type_interp = "linear"
)
Arguments
h |
Distances to compute the covariance for |
order |
The order of the approximation |
kappa |
Range parameter |
nu |
Smoothness parameter |
sigma |
Standard deviation |
type_rational |
Method used to compute the coefficients of the rational approximation. |
type_interp |
Interpolation method for the rational coefficients. |
Value
The covariance matrix of the approximation
Examples
h <- seq(from = 0, to = 1, length.out = 100)
cov.true <- matern.covariance(h, kappa = 10, sigma = 1, nu = 0.8)
cov.approx <- matern.rational.cov(h, kappa = 10, sigma = 1, nu = 0.8, order = 2)
plot(h, cov.true)
lines(h, cov.approx, col = 2)
[Package rSPDE version 2.5.1 Index]