cov.askey | R Documentation |
A covariance function of the form
\rho_{\beta,\kappa,\mu} = \begin{cases} \sigma + \theta \quad 0 \leq r < \epsilon \\ (1-r)^{\mu} \quad \epsilon \leq r < 1 \\ 0 \quad 1 \leq r \end{cases}
where r=h/\beta
. This is equivalent to the generalized Wendland covariance with \kappa=0
, but much more computationally efficient.
cov.askey(h, theta, ..., cov.args = list())
h |
A numeric vector, matrix, or spam object storing distances. |
theta |
Numeric vector |
... |
Other arguments. |
cov.args |
Named list of arguments. See Details. |
Using the list cov.args, users can provide the following arguments:
.Machine$double.eps^0.5
)The threshold distance \epsilon
below which the function will return \sigma + \theta
.
Returns an object of the same type as input object h which stores the computed covariance values, i.e. a spam object if input h was also a spam object.
Thomas Caspar Fischer
Moreno Bevilacqua and Tarik Faouzi and Reinhard Furrer and Emilio Porcu (2019) Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics, Annals of Statistics, 47(2), 828–856.
cov.wendland
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