RMstein: Stein's non-separable space-time model

Description Usage Arguments Details Value References See Also Examples

View source: R/RMmodels.R

Description

RMstein is a univariate stationary covariance model whose corresponding covariance function only depends on the difference h between two points and is given by

C(h, t) = W_ν(y) - < h, z > t W_{ν-1}(y) / [ (ν-1) (2ν + d + 1) ]

Here, W_ν is the covariance of the RMwhittle model with smoothness parameter ν; y = ||(h,t)|| is the norm of the vector (h,t), d is the dimension of the space on which the random field is considered.

Usage

1
RMstein(nu, z, var, scale, Aniso, proj)

Arguments

nu

numerical value; greater than 1; smoothness parameter of the RMwhittle model

z

a vector; the norm of z must be less or equal to 1.

var,scale,Aniso,proj

optional arguments; same meaning for any RMmodel. If not passed, the above covariance function remains unmodified.

Details

See Stein (2005).

Value

RMstein returns an object of class RMmodel.

References

See Also

RMmodel, RFsimulate, RFfit.

Examples

1
2
3
4
5
6
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again

model <- RMstein(nu=1.5, z=0.9)
x <- seq(0, 10, 0.05)
plot(RFsimulate(model, x=x, y=x))

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