distg: Distance matrix with geometric anisotropy

In mev: Modelling of Extreme Values

Distance matrix with geometric anisotropy

Description

The function computes the distance between locations, with geometric anisotropy. The parametrization assumes there is a scale parameter, say \sigma, so that scale is the distortion for the second component only. The angle rho must lie in [-\pi/2, \pi/2]. The dilation and rotation matrix is

\left(\begin{matrix} \cos(\rho) & \sin(\rho) \\ - \sigma\sin(\rho) & \sigma\cos(\rho) \end{matrix} \right)

Usage

distg(loc, scale, rho)

Arguments

loc	a d by 2 matrix of locations giving the coordinates of a site per row.
scale	numeric vector of length 1, greater than 1.
rho	angle for the anisotropy, must be larger than \pi/2 in modulus.

Value

a d by d square matrix of pairwise distance

mev documentation built on April 20, 2023, 5:10 p.m.