adjust.sigma2: Adjustment factor for the variance of the convolution of...

Description Usage Arguments Details Value Author(s) See Also

View source: R/foo.R

Description

This function computes the multiplicative constant used to adjust the value of sigma2 in the low-rank approximation of a Gaussian process.

Usage

1
adjust.sigma2(knots.dist, phi, kappa)

Arguments

knots.dist

a matrix of the distances between the observed coordinates and the spatial knots.

phi

scale parameter of the Matern covariance function.

kappa

shape parameter of the Matern covariance function.

Details

Let U denote the n by m matrix of the distances between the n observed coordinates and m pre-defined spatial knots. This function computes the following quantity

\frac{1}{n}∑_{i=1}^n ∑_{j=1}^m K(u_{ij}; φ, κ)^2,

where K(.; φ, κ) is the Matern kernel (see matern.kernel) and u_{ij} is the distance between the i-th sampled location and the j-th spatial knot.

Value

A value corresponding to the adjustment factor for sigma2.

Author(s)

Emanuele Giorgi e.giorgi@lancaster.ac.uk

Peter J. Diggle p.diggle@lancaster.ac.uk

See Also

matern.kernel, pdist.


PrevMap documentation built on Oct. 7, 2021, 5:07 p.m.