Nothing
# LatticeKrig is a package for analysis of spatial data written for
# the R software environment .
# Copyright (C) 2024
# University Corporation for Atmospheric Research (UCAR)
# Contact: Douglas Nychka, nychka@ucar.edu,
# National Center for Atmospheric Research, PO Box 3000, Boulder, CO 80307-3000
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with the R software environment if not, write to the Free Software
# Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
# or see http://www.r-project.org/Licenses/GPL-2
LKrig.sim <- function(x1, LKinfo, M = 1, just.coefficients = FALSE) {
Q <- LKrig.precision(LKinfo)
#
# Q is precision matrix of the coefficients -- not of the field
# last step does the multiplication to go from coefficients to evaluating
# values at the field
# Q = t(H)%*%H = inv((Sigma)
# So Sigma= Hi%*% t(Hi)
# find u= t(Hi) %*% N(0,1) then cov(u) = t(Hi)%*%Hi
# Hi is upper triangular
#
# snippet of code to test the algebra ...
# x<-seq( 0,1,,20); Sigma<- exp(-rdist( x,x)/2.5); Q<- solve( Sigma)
# Mc <- chol(Q); H<- Mc ; Hi<- solve(H);
# test.for.zero( Q, t(H)%*%H); test.for.zero(Sigma, Hi%*%t(Hi))
# E<- rnorm(20); u1<- Hi%*% E ; u2<-backsolve(Mc,E)
# test.for.zero(u1,u2)
#
Qc <- chol(Q, memory = LKinfo$choleskyMemory)
m <- LKinfo$latticeInfo$m
E <- matrix(rnorm(M * m), nrow = m, ncol = M)
randomC <- backsolve(Qc, E)
if (just.coefficients) {
return(randomC)
}
else {
PHI1 <- LKrig.basis(x1, LKinfo)
return(PHI1 %*% randomC)
}
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.