spde_covariance: Covariance function for Whittle-Matérn fields

In MetricGraph: Random Fields on Metric Graphs

Covariance function for Whittle-Matérn fields

Description

Computes the covariance function for a Whittle-Matérn field.

Usage

spde_covariance(P, kappa, tau, range, sigma, alpha, graph, directional = F)

Arguments

P	Location (edge number and normalized location on the edge) for the location to evaluate the covariance function at.
kappa	Parameter kappa from the SPDE.
tau	Parameter tau from the SPDE.
range	Range parameter.
sigma	Standard deviation parameter.
alpha	Smoothness parameter (1 or 2).
graph	A metric_graph object.
directional	bool is the model a directional or not. directional only works for alpha=1

Details

Compute the covariance function \rho(P,s_i) where P is the provided location and s_i are all locations in the mesh of the graph.

Value

Vector with the covariance function evaluate at the mesh locations.

MetricGraph documentation built on June 8, 2025, 1:55 p.m.