nonstwm
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} (f(μ) |x-y|)
where μ = [ν(x) + ν(y)]/2, and ν must a positive function.
W_{μ} is the
covariance function whittle
.
The function f takes the following values
scaling = "whittle"
:f(μ) = 1
scaling = "matern"
:f(μ) = √{2ν}
scaling = "handcockwallis"
:f(μ) = 2√{ν}
scaling
= s, numerical :f(μ) = s * √{nu}
nonstwm(x, y, nu, log=FALSE, scaling=c("whittle", "matern", "handcockwallis"))
x, y |
numerical vectors of the same length |
nu |
positive value or a function with positive values and
|
log |
logical. If |
scaling |
positive value or character; see Details. |
A single value is returned.
Martin Schlather, schlather@math.uni-mannheim.de, http://ms.math.uni-mannheim.de
Stein, M. (2005) Nonstationary Spatial Covariance Functions. Tech. Rep., 2005
For more details see RMnonstwm
.
nonstwm(2, 1, sin)
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