The precision matrix for all vertices for space-time field.
Usage
make_Q_spacetime(graph, t, kappa, rho, gamma, alpha, beta, sigma)
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.