RMgennsst: Non-Separable Space-Time model

In RandomFields: Simulation and Analysis of Random Fields

Description

RMgennsst is a univariate stationary spaceisotropic covariance model on R^d whose corresponding covariance is given by

C(h,u)= φ( sqrt(h^\top ψ^{-1}(u) h)) / √(det(psi))

Usage

RMgennsst(phi, psi, dim_u, var, scale, Aniso, proj)

Arguments

phi	is a normal mixture RMmodel, cf. RFgetModelNames(monotone="normal mixture").
psi	is a d-variate variogram model RMmodel.
dim_u	the dimension of the component u
var,scale,Aniso,proj	optional arguments; same meaning for any RMmodel. If not passed, the above covariance function remains unmodified.

Details

This model is used for space-time modelling where the spatial component is isotropic.

Value

RMgennsst returns an object of class RMmodel.

References

• Schlather, M. (2010) On some covariance models based on normal scale mixtures. Bernoulli, 16, 780-797.

See Also

RMnsst, RMmodel, RFsimulate, RFfit.

Examples

RandomFields documentation built on Jan. 19, 2022, 1:06 a.m.