make_Q_spacetime {MetricGraph}

Space-time precision operator discretization

Description

The precision matrix for all vertices for space-time field.

Usage

make_Q_spacetime(graph, t, kappa, rho, gamma, alpha, beta, sigma)

Arguments

graph

A metric_graph object.

t

Vector of time points.

kappa

Spatial range parameter.

rho

Drift parameter.

gamma

Temporal range parameter.

alpha

Smoothness parameter (integer) for spatial operator.

beta

Smoothness parameter (integer) for Q-Wiener process.

sigma

Variance parameter.

Value

Precision matrix.