Non-stationary Whittle-Matern Covariance Model
The non-stationary Whittle-Matern model C is given by
C(x, y)=Γ(μ) Γ(ν(x))^{-1/2} Γ(ν(y))^{-1/2} W_{μ} (|x-y|)
where μ = [ν(x) + ν(y)]/2, and ν must be a positive function.
The non-stationary Whittle-Matern models are obtained by
the respective stationary model, replacing the
real-valued argument for nu by a non-negative function.
It cannot be checked whether nu only takes positive values. So
the responsibility is completely left to the user.
Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/
Stein, M. (2005) Nonstationary Spatial Covariance Functions. Tech. Rep., 2005
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set ## RFoptions(seed=NA) to make them all random again x <- seq(-1.2, 1.2, len=50) model <- RMwhittle(nu=RMgauss()) z <- RFsimulate(model=model, x, x, n=4) plot(z)
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