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RMbessel

Bessel Family Covariance Model


Description

RMbessel is a stationary isotropic covariance model belonging to the Bessel family. The corresponding covariance function only depends on the distance r ≥ 0 between two points and is given by

C(r) = 2^ν Γ(ν+1) r^{-ν} J_ν(r)

where ν ≥ (d-2)/2, Γ denotes the gamma function and J_ν is a Bessel function of first kind.

Usage

RMbessel(nu, var, scale, Aniso, proj)

Arguments

nu

a numerical value; should be equal to or greater than (d-2)/2 to provide a valid covariance function for a random field of dimension d.

var,scale,Aniso,proj

optional arguments; same meaning for any RMmodel. If not passed, the above covariance function remains unmodified.

Details

This covariance models a hole effect (cf. Chiles, J.-P. and Delfiner, P. (1999), p. 92, cf. Gelfand et al. (2010), p. 26).

An important case is ν=-0.5 which gives the covariance function

C(r)=cos(r)

and which is only valid for d=1. This equals RMdampedcos for λ = 0, there.

A second important case is ν=0.5 with covariance function

C(r)=sin(r)/r

which is valid for d ≤ 3. This coincides with RMwave.

Note that all valid continuous stationary isotropic covariance functions for d-dimensional random fields can be written as scale mixtures of a Bessel type covariance function with ν=(d-2)/2 (cf. Gelfand et al., 2010, pp. 21–22).

Value

RMbessel returns an object of class RMmodel.

Author(s)

References

See Also

Examples

RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again

model <- RMbessel(nu=1, scale=0.1)
x <- seq(0, 10, 0.02)
plot(model)
plot(RFsimulate(model, x=x))

RandomFields

Simulation and Analysis of Random Fields

v3.3.10
GPL (>= 3)
Authors
Martin Schlather [aut, cre], Alexander Malinowski [aut], Marco Oesting [aut], Daphne Boecker [aut], Kirstin Strokorb [aut], Sebastian Engelke [aut], Johannes Martini [aut], Felix Ballani [aut], Olga Moreva [aut], Jonas Auel[ctr], Peter Menck [ctr], Sebastian Gross [ctr], Ulrike Ober [ctb], Paulo Ribeiro [ctb], Brian D. Ripley [ctb], Richard Singleton [ctb], Ben Pfaff [ctb], R Core Team [ctb]
Initial release

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