matern.covariance evaluates the Matern covariance function
$$C(h) = \frac{\sigma^2}{2^{\nu-1}\Gamma(\nu)}(\kappa h)^\nu
K_\nu(\kappa h).$$
Usage
matern.covariance(h, kappa, nu, sigma)
Arguments
- h
Distances to evaluate the covariance function at.
- kappa
Range parameter.
- nu
Shape parameter.
- sigma
Standard deviation.
Value
A vector with the values C(h).
Examples
x <- seq(from = 0, to = 1, length.out = 101)
plot(x, matern.covariance(abs(x - 0.5), kappa = 10, nu = 1 / 5, sigma = 1),
type = "l", ylab = "C(h)", xlab = "h"
)
