RMgneitingdiff: Gneiting Covariance Model Used as Tapering Function

Description

RMgneitingdiff is a stationary isotropic covariance model which is only valid up to dimension 3. The corresponding covariance function only depends on the distance $r \ge 0$ between two points and is given by

C (h) = C_{0} (h / t) W_{ν} (h / s)

where $C_0$ is Gneiting's model RMgneiting and $W_\nu$ is the Whittle modelRMwhittle.

Usage

RMgneitingdiff(nu, taper.scale, scale, var, Aniso, proj)

Arguments

see RMwhittle

taper.scale

is the paramter $t$ in the above formula

scale

is the paramter $s$ in the above formula

var,Aniso,proj

optional arguments; same meaning for any RMmodel. If not passed, the above covariance function remains unmodified.

Value

RMgneitingdiff returns an object of class RMmodel.

Details

The model allows to a certain degree the smooth modelling of the differentiability of a covariance function with compact support.

References

Gneiting, T. (1999) Correlation functions for atmospherical data analysis.Q. J. Roy. Meteor. SocPart A125, 2449-2464.

Examples

Run this code

RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again
model <- RMgneitingdiff(nu=2, taper.scale=1, scale=0.2)
x <- seq(0, 10, if (interactive()) 0.02 else 1) 
plot(model)
plot(RFsimulate(model, x=x))
FinalizeExample()

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