dot-.cor_sep: Calculate correlation for separable model

In mcgf: Markov Chain Gaussian Fields Simulation and Parameter Estimation

Calculate correlation for separable model

Description

Calculate correlation for separable model

Usage

..cor_sep(nugget, c, gamma = 1/2, a, alpha, h, u)

Arguments

nugget	The nugget effect \in[0, 1].
c	Scale parameter of cor_exp, c>0.
gamma	Smooth parameter of cor_exp, \gamma\in(0, 1/2].
a	Scale parameter of cor_cauchy, a>0.
alpha	Smooth parameter of cor_cauchy, \alpha\in(0, 1].
h	Euclidean distance matrix or array.
u	Time lag, same dimension as h.

Details

This function is a special case of .cor_fs(). It is used inside fit_base().

Value

Correlations for separable model.

mcgf documentation built on June 29, 2024, 9:09 a.m.