nonstwm: nonstwm

In RandomFieldsUtils: Utilities for the Simulation and Analysis of Random Fields and Genetic Data

nonstwm

Description

The non-stationary Whittle-Matern model C is given by

C(x, y)=Γ(μ) Γ(ν(x))^{-1/2} Γ(ν(y))^{-1/2} W_{μ} (f(μ) |x-y|)

where μ = [ν(x) + ν(y)]/2, and ν must a positive function.

W_{μ} is the covariance function whittle.

The function f takes the following values

scaling = "whittle" :

f(μ) = 1

scaling = "matern" :

f(μ) = √{2ν}

scaling = "handcockwallis" :

f(μ) = 2√{ν}

scaling = s, numerical :

f(μ) = s * √{nu}

Usage

nonstwm(x, y, nu, log=FALSE,
        scaling=c("whittle", "matern", "handcockwallis")) 

Arguments

x, y	numerical vectors of the same length
nu	positive value or a function with positive values and x as argument
log	logical. If TRUE the logirithm of the covariance function is returned.
scaling	positive value or character; see Details.

Value

A single value is returned.

References

• Stein, M. (2005) Nonstationary Spatial Covariance Functions. Tech. Rep., 2005

See Also

matern.

Examples

nonstwm(2, 1, sin)

RandomFieldsUtils documentation built on April 19, 2022, 5:09 p.m.