getcov.zz: Obtain 1D complete S.zz matrix

In EliGurarie/smoove: Simulation and Estimation of Correlated Velocity Movement (CVM) Models

Obtain 1D complete S.zz matrix

Description

Takes vector of times T and parameters nu, tau, v0, and returns the zz portion of the covariance matrix.

Usage

getcov.zz(t1, t2, tau, t0 = 0)

getS.zz(T, tau, t0 = 0)

Arguments

t1	first time
t2	second time
tau	characteristic time scale.
t0	initial time
T	time vector of length n

Value

either a 2n x 2n VV-VZ-ZZ matrix or n x n ZZ matrix.

Examples

if (requireNamespace('gridExtra',quietly = TRUE))
 warning("please install \"gridExtra\" first to run this example")
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))
#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)
#gridExra::grid.arrange(i1,i2,i3,ncol=3)
# And the complete matrix (log transformed):
#image(log(Sigma), colorkey=TRUE, main="log(Sigma)")

EliGurarie/smoove documentation built on June 2, 2025, 1:45 p.m.