matern.rational.cov: Rational approximation of the Matern covariance

In rSPDE: Rational Approximations of Fractional Stochastic Partial Differential Equations

Rational approximation of the Matern covariance

Description

Computes a rational approximation of the Matern covariance function on intervals.

Usage

matern.rational.cov(
  h,
  order,
  kappa,
  nu,
  sigma,
  type_rational = "brasil",
  type_interp = "linear"
)

Arguments

h	Distances to compute the covariance for
order	The order of the approximation
kappa	Range parameter
nu	Smoothness parameter
sigma	Standard deviation
type_rational	Method used to compute the coefficients of the rational approximation.
type_interp	Interpolation method for the rational coefficients.

Value

The covariance matrix of the approximation

Examples

h <- seq(from = 0, to = 1, length.out = 100)
cov.true <- matern.covariance(h, kappa = 10, sigma = 1, nu = 0.8)
cov.approx <- matern.rational.cov(h, kappa = 10, sigma = 1, nu = 0.8, order = 2)

plot(h, cov.true)
lines(h, cov.approx, col = 2)
 

rSPDE documentation built on Jan. 26, 2026, 9:06 a.m.