matern.covariance {rSPDE}

The Matern covariance function

Description

matern.covariance evaluates the Matern covariance function

C(h) = \frac{\sigma^2}{2^{\nu-1}\Gamma(\nu)}(\kappa h)^\nu K_\nu(\kappa h).

Usage

matern.covariance(h, kappa, nu, sigma)

Arguments

h

Distances to evaluate the covariance function at.

kappa

Range parameter.

nu

Shape parameter.

sigma

Standard deviation.

Value

A vector with the values C(h).

Examples

x <- seq(from = 0, to = 1, length.out = 101)
plot(x, matern.covariance(abs(x - 0.5), kappa = 10, nu = 1 / 5, sigma = 1),
  type = "l", ylab = "C(h)", xlab = "h"
)