folded.matern.covariance.2d {rSPDE} | R Documentation |
The 2d folded Matern covariance function
Description
folded.matern.covariance.2d
evaluates the 2d
folded Matern covariance function over an interval
[0,L]×[0,L]
.
Usage
folded.matern.covariance.2d(
h,
m,
kappa,
nu,
sigma,
L = 1,
N = 10,
boundary = c("neumann", "dirichlet", "periodic", "R2")
)
Arguments
h , m |
Vectors with two coordinates.
|
kappa |
Range parameter.
|
nu |
Shape parameter.
|
sigma |
Standard deviation.
|
L |
The upper bound of the square [0,L]×[0,L] .
By default, L=1 .
|
N |
The truncation parameter.
|
boundary |
The boundary condition. The possible conditions
are "neumann" (default), "dirichlet" ,
"periodic" or "R2" .
|
Details
folded.matern.covariance.2d
evaluates the 1d folded
Matern covariance function over an interval
[0,L]×[0,L]
under different boundary conditions.
For periodic boundary conditions
CP((h1,h2),(m1,m2))=∑k2=−∞∞∑k1=−∞∞(C(∥(h1−m1+2k1L,h2−m2+2k2L)∥),
for Neumann boundary conditions
CN((h1,h2),(m1,m2))=∑k2=−∞∞∑k1=−∞∞(C(∥(h1−m1+2k1L,h2−m2+2k2L)∥)+C(∥(h1−m1+2k1L,h2+m2+2k2L)∥)+C(∥(h1+m1+2k1L,h2−m2+2k2L)∥)+C(∥(h1+m1+2k1L,h2+m2+2k2L)∥)),
and for Dirichlet boundary conditions:
CD((h1,h2),(m1,m2))=∑k2=−∞∞∑k1=−∞∞(C(∥(h1−m1+2k1L,h2−m2+2k2L)∥)−C(∥(h1−m1+2k1L,h2+m2+2k2L)∥)−C(∥(h1+m1+2k1L,h2−m2+2k2L)∥)+C(∥(h1+m1+2k1L,h2+m2+2k2L)∥)),
where C(⋅)
is the Matern covariance function:
C(h)=2ν−1Γ(ν)σ2(κh)νKν(κh).
We consider the truncation for k1,k2
from −N
to N
.
Value
The correspoding covariance.
Examples
h <- c(0.5, 0.5)
m <- c(0.5, 0.5)
folded.matern.covariance.2d(h, m, kappa = 10, nu = 1 / 5, sigma = 1)
[Package
rSPDE version 2.3.3
Index]