rspde.matern.precision.integer.opt {rSPDE} | R Documentation |
Optimized precision matrix of stationary Gaussian Matern random fields with integer covariance exponent
Description
rspde.matern.precision.integer.opt
is used
for computing the optimized version of the precision matrix of
stationary Gaussian random fields on R^d
with a Matern
covariance function
C(h) = \frac{\sigma^2}{2^{\nu-1}\Gamma(\nu)}(\kappa h)^\nu
K_\nu(\kappa h),
where \alpha = \nu + d/2
is a natural number.
Usage
rspde.matern.precision.integer.opt(
kappa,
nu,
tau,
d,
fem_matrices,
graph = NULL
)
Arguments
kappa |
Range parameter of the covariance function. |
nu |
Shape parameter of the covariance function. |
tau |
Scale parameter of the covariance function. |
d |
The dimension of the domain |
fem_matrices |
A list containing the FEM-related matrices. The list should contain elements C, G, G_2, G_3, etc. |
graph |
The sparsity graph of the matrices. If NULL, only a vector of the elements will be returned, if non-NULL, a sparse matrix will be returned. |
Value
The precision matrix
[Package rSPDE version 2.3.3 Index]