Variancefor Whittle-Matérn fields — spde_variance • MetricGraph

Computes the variance function for a Whittle-Matérn field. Warning is not feasible for large graph due to matrix inversion

Usage

spde_variance(kappa, tau, range, sigma, alpha, graph, BC = 1, directional = F)

Arguments

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.
BC: boundary conditions
directional: bool is the model a directional or not. directional only works for alpha=1

Value

Vector with the variance function evaluate at the mesh locations.

Details

Compute the variance \(\rho(s_i,s_i)\) where \(s_i\) are all locations in the mesh of the graph.