matern: The Matern covariance function

Description Usage Arguments Details Value

View source: R/processes.R

Description

The Matern covariance function

Usage

1
matern(x, y = NULL, nu = 1, rho = 1, sig = 1)

Arguments

x

a vector

y

If NULL, then y=x.

nu

positive number specifying smoothness of the function.

rho

scale parameter

sig

magnitude parameter

Details

The precise definition of Matern covariance function can be found in see https://en.wikipedia.org/wiki/Matern_covariance_function.

Value

matrix of dimension length(x)*length(y), where the (i,j) entry of the matrix is the Matern covariance evaluated at the point (X(i),Y(j)).


synfd documentation built on July 1, 2020, 6:04 p.m.