make_Q_spacetime: Space-time precision operator discretization

In MetricGraph: Random Fields on Metric Graphs

Space-time precision operator discretization

Description

The precision matrix for all vertices for space-time field.

Usage

make_Q_spacetime(graph, t, kappa, rho, gamma, alpha, beta, sigma)

Arguments

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.

Value

Precision matrix.

MetricGraph documentation built on April 3, 2025, 10:34 p.m.