spde_variance: Variancefor Whittle-Matérn fields

In MetricGraph: Random Fields on Metric Graphs

Variancefor Whittle-Matérn fields

Description

Computes the variance function for a Whittle-Matérn field. Warning is not feasible for large graph due to matrix inversion

Usage

spde_variance(
  kappa,
  tau,
  range,
  sigma,
  alpha,
  graph,
  BC = 1,
  include_vertices = FALSE,
  directional = F
)

Arguments

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.
BC	boundary conditions
include_vertices	Should the variance at the vertices locations be included in the returned vector?
directional	bool is the model a directional or not. directional only works for alpha=1

Details

Compute the variance \rho(s_i,s_i) where s_i are all locations in the mesh of the graph.

Value

Vector with the variance function evaluate at the mesh locations.

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