Description Usage Arguments Details Value Author(s) See Also
This function computes the multiplicative constant used to adjust the value of sigma2
in the low-rank approximation of a Gaussian process.
1 | adjust.sigma2(knots.dist, phi, kappa)
|
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. |
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.
A value corresponding to the adjustment factor for sigma2
.
Emanuele Giorgi e.giorgi@lancaster.ac.uk
Peter J. Diggle p.diggle@lancaster.ac.uk
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