pars_kappa | R Documentation |
sqrt(8) / rho
.The SPDE construction uses parameters kappa and tau, while the usual Matern parameters are sigma and rho. These functions allow converting between the parameterizations.
pars_kappa(rho) pars_tau(sig, rho) pars_rho(kappa) pars_sig(tau, kappa)
rho |
Correlation range parameter |
sig |
Marginal standard deviation |
kappa |
Correlation decay parameter |
tau |
Ratio of precision and correlation range |
The tau parameter rescales the precision matrix to a given marginal standard
deviation, while kappa
controls the correlation decay rate. In particular,
tau = 2 * sqrt(pi) * sig * kappa
,
kappa = sqrt(8) / rho
,
sig = tau / (2 * sqrt(pi) * kappa)
, and
rho = sqrt(8) / kappa
.
All assume that the Matern smoothness parameter is 1 and the domain is two-dimensional
Parameter value
pars_kappa
: Calculate kappa from rho
pars_rho
: Calculate the correlation range
pars_sig
: Calculate the marginal standard deviation
John Best
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