exp_cov_function {roahd} | R Documentation |
Exponential covariance function over a grid
Description
This function computes the discretization of an exponential covariance function of the form:
C( s, t ) = \alpha e^{ - \beta | s - t | }
over a 1D grid [t_0, t_1, \ldots, t_{P-1}]
, thus obtaining the
P \times P
matrix
of values:
C_{i,j} = C( t_i, t_j ) = \alpha e^{ - \beta | t_i - t_j | } .
Usage
exp_cov_function(grid, alpha, beta)
Arguments
grid |
a vector of time points. |
alpha |
the alpha parameter in the exponential covariance formula. |
beta |
the beta parameter in the exponential covariance formula. |
See Also
generate_gauss_fdata
,
generate_gauss_mfdata
Examples
grid = seq( 0, 1, length.out = 5e2 )
alpha = 0.2
beta = 0.3
dev.new()
image( exp_cov_function( grid, alpha, beta ),
main = 'Exponential covariance function',
xlab = 'grid', ylab = 'grid')
[Package roahd version 1.4.3 Index]