Space-time precision operator Euler discretization

The precision matrix for all vertices for space-time field

Usage

make_Q_euler(graph, t, kappa, rho, gamma, alpha, beta, sigma, theta = 1)

Arguments

graph

A metric_graph object.

t

Vector of time points.

kappa

Spatial range parameter.

rho

Drift parameter.

gamma

Temporal range parameter.

alpha

Smoothness parameter (integer) for spatial operator.

beta

Smoothness parameter (integer) for Q-Wiener process.

sigma

Variance parameter.

theta

Parameter theta for the Euler scheme.

Value

Precision matrix.