matern {GPBayes} | R Documentation |
The Matérn correlation function proposed by Matérn (1960)
Description
This function computes the Matérn correlation function given a distance matrix. The Matérn correlation function is given by
where is the range parameter.
is the smoothness parameter.
is the modified Bessel function of the second kind of order
.
The form of covariance includes the following special cases by specifying
to be 0.5, 1.5, 2.5.
corresponds to the exponential correlation function (exp) of the form
corresponds to the Matérn correlation function with smoothness parameter 1.5 (matern_3_2) of the form
corresponds to the Matérn correlation function with smoothness parameter 2.5 (matern_5_2) of the form
Usage
matern(d, range, nu)
Arguments
d |
a matrix of distances |
range |
a numerical value containing the range parameter |
nu |
a numerical value containing the smoothness parameter |
Value
a numerical matrix
Author(s)
Pulong Ma mpulong@gmail.com
See Also
GPBayes-package, GaSP
, gp, CH
, kernel
, ikernel