R: Covariance function for Whittle-Matérn fields

spde_covariance {MetricGraph}

R Documentation

Covariance function for Whittle-Matérn fields

Computes the covariance function for a Whittle-Matérn field.

spde_covariance(P, kappa, tau, range, sigma, alpha, graph)

`P`	Location (edge number and normalized location on the edge) for the location to evaluate the covariance function at.
`kappa`	Parameter kappa from the SPDE.
`tau`	Parameter tau from the SPDE.
`range`	Range parameter.
`sigma`	Standard deviation parameter.
`alpha`	Smoothness parameter (1 or 2).
`graph`	A `metric_graph` object.

Compute the covariance function \rho(P,s_i) where P is the provided location and s_i are all locations in the mesh of the graph.

Vector with the covariance function evaluate at the mesh locations.

[Package MetricGraph version 1.3.0 Index]