matern.acf: Matern autocorrelation function.

Description Usage Arguments Details Value Examples

View source: R/matern-acf.R

Description

Matern autocorrelation function.

Usage

1
matern.acf(tseq, lambda, nu)

Arguments

tseq

Vector of time points at which the autocorrelation is to be calculated.

lambda

Timescale parameter.

nu

Smoothness parameter.

Details

The Matern autocorrelation is given by

acf(t) = 2^(1-ν)/Γ(ν) * (√{2ν} * t/λ)^ν * K_ν(√{2ν} * t/λ),

where K_ν(x) is the modified Bessel function of second kind.

Value

An autocorrelation vector of length N.

Examples

1
matern.acf(tseq = 1:10, lambda = 1, nu = 3/2)

SuperGauss documentation built on May 1, 2019, 7:58 p.m.