View source: R/covariance_matrix.R
theta | R Documentation |
Function of the form
θ(g,h)_{p} = a_p^{-2} \int_{\R^2} |xy|^{-1-p}U_{g,h}(x,y) dxdy
theta(p, alpha, sigma, g, h)
p |
power, real number from (-1,1) |
alpha |
self-similarity parameter of alpha stable random motion. |
sigma |
Scale parameter of lfsm |
g, h |
functions g,h: \R \to \R with finite alpha-norm (see |
MOP18rlfsm
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