Prec_from_SPDE_wrapper: Precision matrix from SPDE

In shazhe/mvst0: Multi-variate ST modelling on globe

Description

This function returns the precision matrix for a GMRF over a triangulation such that it is an approximation to a Gaussian field with a Matern kernel with pre-specified parameters.

Usage

Prec_from_SPDE_wrapper(M, K, nu, desired_prec, l)

Arguments

M	the mass matrix of the finite element basis
K	the stiffness matrix of the finite element basis
nu	the smoothness parameter of the Matern kernel
desired_prec	a constant or a vector of length n where each element contains the precision (1 over the marginal standard deviation squared) at each vertex.
l	a constant or a vector of length n where each element contains the practical range (distance at which correlation is 0.1) at each vertex. This should be spatially smooth. Informally, this should vary slower than the field itself, otherwise a good local approximation to the Matern representation is not guaranteed.

Value

Object of class "dgCMatrix"

Examples

require(Matrix)
data(surf_fe)
mu <- matrix(0,nrow(surf_fe$p),1)
Q <- Prec_from_SPDE_wrapper(surf_fe$M,
                            surf_fe$K,
                            nu = 2,
                            desired_prec = 1,
                            l = 100)
my_GMRF <- GMRF(mu=mu, Q=Q,name="my_first_GMRF")

shazhe/mvst0 documentation built on May 29, 2019, 9:20 p.m.