Schoenberg's representation for the classes psi_d and psi_{∞} in d=2
RMchoquet
is an isotropic covariance model. The
corresponding covariance function only depends on the angle
0 ≤ θ ≤ π
between two points on the sphere and is given for d=2 by
ψ(θ) = ∑_{n=0}^{∞} b_{n,2}/(n+1)*P_n(cos(θ)),
where
∑_{n=0}^{∞} b_{n,d}=1
and P_n is the Legendre Polynomial of integer order n >= 0.
RMchoquet(b)
b |
a numerical vector of weights in (0,1), such that sum(b)=1. |
By the results (cf. Gneiting, T. (2013), p.1333) of Schoenberg and others like Menegatto, Chen, Sun, Oliveira and Peron, the class psi_d of all real valued funcions on [0,π], with ψ(0)=1 and such that the associated isotropic function
h(x,y)=ψ(theta) with cos(θ)=<x,y>
for x,y in {x in R^d: ||x|| = 1}
is (strictly) positive definite is represented by this covariance model. The model can be interpreted as Choquet representation in terms of extremal members, which are non-strictly positive definite.
Special cases are the multiquadric family (see
RMmultiquad
) and the model of the sine power function (see
RMsinepower
).
Christoph Berreth; Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/
Gneiting, T. (2013) Strictly and non-strictly positive definite functions on spheres. Bernoulli, 19(4), 1327-1349.
Schoenberg, I.J. (1942) Positive definite functions on spheres. Duke Math.J.,9, 96-108.
Menegatto, V.A. (1994) Strictly positive definite kernels on the Hilbert sphere. Appl. Anal., 55, 91-101.
Chen, D., Menegatto, V.A., and Sun, X. (2003) A necessary and sufficient condition for strictly positive definite functions on spheres. Proc. Amer. Math. Soc.,131, 2733-2740.
Menegatto, V.A., Oliveira, C.P. and Peron, A.P. (2006) Strictly positive definite kernels on subsets of the complex plane. Comput. Math. Appl., 51, 1233-1250.
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