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RMmodelsMultivariate

Multivariate models


Description

Here, multivariate and vector-valued covariance models are presented.

Details

Bivariate covariance models

RMbicauchy a bivariate Cauchy model
RMbiwm full bivariate Whittle-Matern model (stationary and isotropic)
RMbigneiting bivariate Gneiting model (stationary and isotropic)
RMbistable a bivariate stable model

Physically motivated, vector valued covariance and variogram models

RMcurlfree curlfree (spatial) vector-valued field (stationary and anisotropic)
RMdivfree divergence free (spatial) vector-valued field (stationary and anisotropic)
RMkolmogorov Kolmogorov's model of turbulence
RMvector vector-valued field (combining RMcurlfree and RMdivfree)

Multivariate covariance models

RMdelay delay effect model (stationary)
RMderiv field and its gradient
RMmatrix linear model of coregionalization
RMparswm multivariate Whittle-Matern model (stationary and isotropic)

Operators

RMcov covariance structure given by a multivariate variogram
RMexponential functional returning exp(C)
RMmatrix linear model of coregionalization
RMmqam multivariate quasi-arithmetic mean (stationary)
RMschur element-wise product with a positive definite matrix
RMtbm turning bands operator

Trend models

RMtrend for explicit trend modelling
R.models for implicit trend modelling
R.c binding univariate trend models into a vector

Author(s)

References

  • Chiles, J.-P. and Delfiner, P. (1999) Geostatistics. Modeling Spatial Uncertainty. New York: Wiley.

  • Schlather, M. (2011) Construction of covariance functions and unconditional simulation of random fields. In Porcu, E., Montero, J.M. and Schlather, M., Space-Time Processes and Challenges Related to Environmental Problems. New York: Springer.

  • Schlather, M., Malinowski, A., Menck, P.J., Oesting, M. and Strokorb, K. (2015) Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software, 63 (8), 1-25, url = ‘http://www.jstatsoft.org/v63/i08/’

  • Wackernagel, H. (2003) Multivariate Geostatistics. Berlin: Springer, 3rd edition.

See Also

multivariate’, a vignette for multivariate geostatistics

Examples

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

n <- 100
x <- runif(n=n, min=1, max=50)
y <- runif(n=n, min=1, max=50)

rho <- matrix(nc=2, c(1, -0.8, -0.8, 1))
model <- RMparswmX(nudiag=c(0.5, 0.5), rho=rho)

## generation of artifical data
dta <- RFsimulate(model = model, x=x, y=y, grid=FALSE)

## introducing some NAs ...
dta@data$variable1[1:10] <- NA
if (interactive()) dta@data$variable2[90:100] <- NA

plot(dta)


## co-kriging
x <- y <- seq(0, 50, 1)

k <- RFinterpolate(model, x=x, y=y, data= dta)
plot(k, dta)

## conditional simulation
z <- RFsimulate(model, x=x, y=y, data= dta) ## takes a while
plot(z, dta)

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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