gp_simulate: Simulate a correlated Gaussian random field

In robertsy/assimilr: Local Ensemble Kalman Particle Filters

Description

Simulate a correlated Gaussian random field. The covariance function is the GC (Gaspari-Cohn) with half length determined by l Observations are made at every location with independent errors and variance Rsig2

Usage

gp_simulate(q = 100, l = 5, Rsig2 = 1)

Arguments

q	dimension
l	half correlation length for the covariance matrix
Rsig2	variance of the observation

Value

list with x the field, y the observations and various informations about the processes used for assimilation

Examples

gp_data <- gp_simulate(q=100)
xb <- gp_ens0(20, gp_data)
gp_plot(gp_data, xb,  'Background')

robertsy/assimilr documentation built on May 27, 2019, 10:33 a.m.