matern_corr: Calculate a stationary Matern correlation matrix

In BayesNSGP: Bayesian Analysis of Non-Stationary Gaussian Process Models

Description

matern_corr calculates a stationary Matern correlation matrix for a fixed set of locations, based on a range and smoothness parameter. This function is primarily used for the "npGP" and "approxGP" models. The function is coded as a nimbleFunction (see the nimble package) but can also be used as a regular R function.

Usage

matern_corr(dist, rho, nu)

Arguments

dist	N x N matrix; contains values of pairwise Euclidean distances in the x-y plane.
rho	Scalar; "range" parameter used to rescale distances
nu	Scalar; Matern smoothness parameter. nu = 0.5 corresponds to the Exponential correlation; nu = Inf corresponds to the Gaussian correlation function.

Value

A correlation matrix for a fixed set of stations and fixed parameter values.

Examples

# Generate some coordinates
coords <- cbind(runif(100),runif(100))
nu <- 2
# Calculate distances -- can use nsDist to calculate Euclidean distances
dist_list <- nsDist(coords, isotropic = TRUE)
# Calculate the correlation matrix
corMat <- matern_corr(sqrt(dist_list$dist1_sq), 1, nu)

BayesNSGP documentation built on Jan. 9, 2022, 9:07 a.m.