getSigma.VZ | R Documentation |
Takes vector of times T and parameters nu, tau, v0, and returns either complete V-Z covariance matrix (if getSigma.VZ
) or Z-Z portion of the covariance matrix (if getSigma.ZZ
).
getSigma.VZ(T, nu, tau, t0 = 0) getSigma.ZZ(T, nu, tau, t0 = 0)
T |
vector of times (length n). |
nu |
mean speed. |
tau |
characteristic time scale. |
t0 |
initial time defaults to 0 |
either a 2n x 2n VV-VZ-ZZ matrix or n x n ZZ matrix.
if (requireNamespace('gridExtra',quietly = TRUE)){ T <- cumsum(rexp(10)) # separated into Sigma_vv, Sigma_vz (assymetric), and Sigma_zz Sigma <- Matrix::Matrix(getSigma.VZ(T, nu=2, tau=5, t0=2)) # Fix this # i1 <- image(Sigma[1:10,1:10], main="V-V", colorkey=TRUE, useRaster=TRUE) # i2 <- image(Sigma[11:20,1:10], main="V-Z", colorkey=TRUE, useRaster=TRUE) # i3 <- image(Sigma[11:20,11:20], main="Z-Z", colorkey=TRUE, useRaster=TRUE) # grid.arrange(i1,i2,i3,ncol=3) # And the complete matrix (log transformed): # image(log(Sigma), colorkey=TRUE, main="log(Sigma)") }
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