adjust.sigma2: Adjustment factor for the variance of the convolution of...

Description Usage Arguments Details Value Author(s) See Also Examples

Description

This function computes the multiplicative constant used to adjust the value of sigma2 in the low-rank approximation of a Gaussian process.

Usage

1
adjust.sigma2(knots.dist, phi, kappa)

Arguments

knots.dist

a matrix of the distances between the observed coordinates and the spatial knots.

phi

scale parameter of the Matern covariance function.

kappa

shape parameter of the Matern covariance function.

Details

Let U denote the n by m matrix of the distances between the n observed coordinates and m pre-defined spatial knots. This function computes the following quantity

\frac{1}{n}∑_{i=1}^n ∑_{j=1}^m K(u_{ij}; φ, κ)^2,

where K(.; φ, κ) is the Matern kernel (see matern.kernel) and u_{ij} is the distance between the i-th sampled location and the j-th spatial knot.

Value

A value corresponding to the adjustment factor for sigma2.

Author(s)

Emanuele Giorgi e.giorgi@lancaster.ac.uk

Peter J. Diggle p.diggle@lancaster.ac.uk

See Also

matern.kernel, pdist.

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
set.seed(1234)
# Observed coordinates
n <- 100
coords <- cbind(runif(n),runif(n))

# Spatial knots
knots <- expand.grid(seq(-0.2,1.2,length=5),seq(-0.2,1.2,length=5))

# Distance matrix
knots.dist <- as.matrix(pdist(coords,knots))

adjust.sigma2(knots.dist,0.1,2)

barryrowlingson/PrevMap documentation built on May 11, 2019, 6:24 p.m.