maternEffectiveRange {telefit}

Compute effective range for Matern correlation to drop to a specified level

Description

The effective range for an isotropic spatial correlation function is commonly defined to be the distance beyond which the correlation becomes small, typically below .05. Given range and smoothness parameters for a Matern covariance function, this function numerically searches for this distance. Note that the scale is not important for this calculation.

Usage

maternEffectiveRange(cor = 0.05, range = 1, smoothness = 0.5)

Arguments

cor

Effective correlation to check for

range

Matern range parameter. Controls the decay of pointwise correlations as a function of distance.

smoothness

Matern smoothness parameter. Controls the number of process derivatives.

Examples

# effective range for exponential covariance function with range = 1,
# which is theoretically known to equal -ln(.05)
maternEffectiveRange(cor = .05, range = 1, smoothness = .5)