dgeoaniso: Distance matrix with geometric anisotropy

In lbelzile/mev: Modelling of Extreme Values

Distance matrix with geometric anisotropy

Description

The function computes the distance between locations, with geometric anisotropy. Consider real parameters \theta_1 and theta_2, and the transformation \psi=\arctan(\theta_1/\theta_2)/2 and r=1 +\theta_1^2 + \theta_2^2. The dilation and rotation matrix is

\left(\begin{matrix} \sqrt{r}\cos(\rho) & -\sqrt{r}\sin(\rho) \\ \sin(\rho)/\sqrt{r} & \cos(\rho)/\sqrt{r} \end{matrix} \right).

Usage

dgeoaniso(loc, theta)

Arguments

loc	a d by 2 matrix of locations giving the coordinates of a site per row.
theta	numeric vector of length 2, real parameters

Value

a d by d square matrix of pairwise distance

References

Rai, K. and Brown, P.E. (2025), A parameter transformation of the anisotropic Matérn covariance function. Canadian Journal of Statistics e11839. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/cjs.11839")}

lbelzile/mev documentation built on June 14, 2025, 6:40 p.m.