RMmodelsSpaceTime: Space-time Covariance Models
In RandomFields: Simulation and Analysis of Random Fields

Description Details Author(s) References See Also Examples

Here, a collection of implemented space-time models is given.

Stationary space-time models

Here, most of the models are composed models (operators). Note that in space-time modelling the argument proj may also take the values "space" for the projection on the space and "time" for the projection onto the time axis.

separable models	are easily constructed using `+`, `*`, and proj, see also the example below
`RMave`	space-time moving average model
`RMcoxisham`	Cox-Isham model
`RMcurlfree`	curlfree (spatial) field (stationary and anisotropic)
`RMdivfree`	divergence free (spatial) vector-valued field (stationary and anisotropic)
`RMgennsst`	generalization of Gneiting's non-separable space-time model
`RMiaco`	non-separable space-time model
`RMmastein`	Ma-Stein model
`RMnsst`	Gneiting's non-separable space-time model
`RMstein`	Stein's non-separable space-time model
`RMstp`	Single temporal process
`RMtbm`	Turning bands operator

Alexander Malinowski; \martin

Schlather, M. (2011) Construction of covariance functions and unconditional simulation of random fields. In Porcu, E., Montero, J.M. and Schlather, M., Space-Time Processes and Challenges Related to Environmental Problems. New York: Springer.

RFformula, RM, RMmodels, RMmodelsAdvanced.

RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again

## multiplicative separable model with exponential model in space
## and Gaussian in time
model <- RMexp(proj = "space") * RMgauss(proj = "time")
x <- T <- seq(0, 10, 0.1)
z <- RFsimulate(model, x=x, T=T)
plot(z)

## additive separable model with exponential model in space
## and Gaussian in time. The structure is getting rather simple,
## see the function stopifnot below
model <- RMexp(proj = "space") + RMgauss(proj = "time")
x <- T <- seq(0, 10, 0.1)
z <- RFsimulate(model, x=x, T=T)
stopifnot(sum(abs(apply(apply(z, 1, diff), 1, diff))) < 1e-14)
plot(z)