| matern_cor {RiskMap} | R Documentation |
Matern Correlation Function
Description
Computes the Matern correlation function.
Usage
matern_cor(u, phi, kappa, return_sym_matrix = FALSE)
Arguments
u |
A vector of distances between pairs of data locations. |
phi |
The scale parameter |
kappa |
The smoothness parameter |
return_sym_matrix |
A logical value indicating whether to return a symmetric correlation matrix. Defaults to |
Details
The Matern correlation function is defined as
Value
A vector of the same length as u with the values of the Matern correlation function for the given distances, if return_sym_matrix=FALSE. If return_sym_matrix=TRUE, a symmetric correlation matrix is returned.
Author(s)
Emanuele Giorgi e.giorgi@lancaster.ac.uk
Claudio Fronterre c.fronterr@lancaster.ac.uk
\rho(u; \phi; \kappa) = (2^{\kappa-1})^{-1}(u/\phi)^\kappa K_{\kappa}(u/\phi)
where \phi and \kappa are the scale and smoothness parameters, and K_{\kappa}(\cdot) denotes the modified Bessel function of the third kind of order \kappa. The parameters \phi and \kappa must be positive.