MAT: Definition of a Matérn Process

In simts: Time Series Analysis Tools

Definition of a Matérn Process

Description

Definition of a Matérn Process

Usage

MAT(sigma2 = 1, lambda = 0.35, alpha = 0.9)

Arguments

sigma2	A double.
lambda	A double.
alpha	A double.

Value

An S3 object containing the specified ts.model with the following structure:

process.desc

Used in summary: "SIGMA2","LAMBDA""ALPHA"

theta

Parameter vector including \sigma^2, \lambda,\alpha

plength

Number of parameters

print

String containing simplified model

desc

"MAT"

obj.desc

Depth of Parameters e.g. list(1,1,1)

starting

Find starting values? TRUE or FALSE (e.g. specified value)

Author(s)

Lionel Voirol, Davide Cucci

Examples

MAT()
MAT(sigma2 = 1, lambda = 0.35, alpha = 0.9)

simts documentation built on Aug. 31, 2023, 5:07 p.m.