make_Q_euler: Space-time precision operator Euler discretization
In MetricGraph: Random Fields on Metric Graphs

make_Q_euler

R Documentation

Space-time precision operator Euler discretization

The precision matrix for all vertices for space-time field

make_Q_euler(graph, t, kappa, rho, gamma, alpha, beta, sigma, theta = 1)

`graph`	A `metric_graph` object.
`t`	Vector of time points.
`kappa`	Spatial range parameter.
`rho`	Drift parameter.
`gamma`	Temporal range parameter.
`alpha`	Smoothness parameter (integer) for spatial operator.
`beta`	Smoothness parameter (integer) for Q-Wiener process.
`sigma`	Variance parameter.
`theta`	Parameter theta for the Euler scheme.