Description Usage Arguments Details Value References See Also Examples
RMintrinsic
is a univariate stationary isotropic covariance
model which depends on a univariate stationary isotropic covariance model.
The corresponding covariance function C of the model only depends on the distance r ≥ 0 between two points and is given by
C(r)=a_0 + a_2 r^2 + φ(r), 0≤ r ≤ diameter
C(r)=b_0 (rawR D - r)^3/(r), diameter ≤ r ≤ rawR * diameter
C(r) = 0, rawR * diameter ≤ r
1 | RMintrinsic(phi, diameter, rawR, var, scale, Aniso, proj)
|
phi |
an |
diameter |
a numerical value; positive; should be the diameter of the domain on which simulation is done |
rawR |
a numerical value; greater or equal to 1 |
var,scale,Aniso,proj |
optional arguments; same meaning for any
|
The parameters a_0, a_2 and b_0
are chosen internally such that C becomes a smooth function.
See formulas (3.8)-(3.10) in Gneiting et alii (2006).
This model corresponds to the method Intrinsic Embedding.
See also RPintrinsic
.
NOTE: The algorithm that checks the given parameters knows only about some few necessary conditions. Hence it is not ensured that the Stein-model is a valid covariance function for any choice of φ and the parameters.
For certain models phi, i.e. stable
,
whittle
, gencauchy
, and the variogram
model fractalB
some sufficient conditions are known.
RMintrinsic
returns an object of class RMmodel
.
Gneiting, T., Sevecikova, H, Percival, D.B., Schlather M., Jiang Y. (2006) Fast and Exact Simulation of Large Gaussian Lattice Systems in $R^2$: Exploring the Limits. J. Comput. Graph. Stat. 15, 483–501.
Stein, M.L. (2002) Fast and exact simulation of fractional Brownian surfaces. J. Comput. Graph. Statist. 11, 587–599
RPintrinsic
,
RMmodel
,
RFsimulate
,
RFfit
.
1 2 3 4 5 6 7 8 | RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
## RFoptions(seed=NA) to make them all random again
x.max <- 10
model <- RMintrinsic(RMfbm(alpha=1), diameter=x.max)
x <- seq(0, x.max, 0.02)
plot(model)
plot(RFsimulate(model, x=x))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.