mvMatern: Multivariate Matern covariance

View source: R/Kovarianser.R

mvMaternR Documentation

Multivariate Matern covariance

Description

Multivariate Matern covariance

Usage

mvMatern(t, range = 1, smooth = 2, noise = 1, sig)

Arguments

t

time points

range, smooth

range and smoothness parameters

sig

Marginal covariance. K x K matrix

noise.

noise for different coordinates. Must be a vector of length K.

Details

noise and sig should fit in dimension


naolsen/simm.fda documentation built on June 28, 2022, 2:41 a.m.