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Variancefor Whittle-Matérn fields

Source: R/spde_covariance.R
spde_variance.Rd

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,
  include_vertices = FALSE,
  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

include_vertices

Should the variance at the vertices locations be included in the returned vector?

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.