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Function to get the precision matrix of a spacetimeobj object

Usage

# S3 method for class 'spacetimeobj'
precision(object, kappa = NULL, sigma = NULL, gamma = NULL, rho = NULL, ...)

Arguments

object

The model object computed using spacetime.operators()

kappa

If non-null, update the range parameter of the covariance function.

sigma

If non-null, update the standard deviation of the covariance function.

gamma

If non-null, update the temporal range parameter of the covariance function.

rho

If non-null, update the drift parameter of the covariance function.

...

Currently not used.

Value

The precision matrix.

Examples

s <- seq(from = 0, to = 20, length.out = 101)
t <- seq(from = 0, to = 20, length.out = 31)

op_cov <- spacetime.operators(space_loc = s, time_loc = t,
                             kappa = 5, sigma = 10, alpha = 1,
                             beta = 2, rho = 1, gamma = 0.05)
prec_matrix <- precision(op_cov)