Covariance function for Whittle-Matérn fields — spde_covariance • MetricGraph

Computes the covariance function for a Whittle-Matérn field.

Usage

spde_covariance(P, kappa, tau, range, sigma, alpha, graph, directional = F)

Arguments

P: Location (edge number and normalized location on the edge) for the location to evaluate the covariance function at.
kappa: Parameter kappa from the SPDE.
tau: Parameter tau from the SPDE.
range: Range parameter.
sigma: Standard deviation parameter.
alpha: Smoothness parameter (1 or 2).
graph: A metric_graph object.
directional: bool is the model a directional or not. directional only works for alpha=1

Value

Vector with the covariance function evaluate at the mesh locations.

Details

Compute the covariance function \(\rho(P,s_i)\) where P is the provided location and \(s_i\) are all locations in the mesh of the graph.