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RMhyperbolic
is a stationary isotropic covariance model
called “generalized hyperbolic”.
The corresponding covariance function only depends on the distance
$r \ge 0$ between two points and is given by
RMhyperbolic(nu, lambda, delta, var, scale, Aniso, proj)
RMmodel
. If not passed, the above
covariance function remains unmodified.RMhyperbolic
returns an object of class RMmodel
Each generalized hyperbolic covariance function is a normal scale mixture.
The model contains some other classes as special cases;
for $\lambda = 0$ we get Cauchy covariance function
(see RMcauchy
) with $\gamma = -\nu/2$ and scale=$\delta$;
the choice $\delta = 0$ yields a covariance model of type
RMwhittle
with smoothness parameter $\nu$
and scale parameter $1/\lambda$.
RMcauchy
,
RMwhittle
,
RMmodel
,
RFsimulate
,
RFfit
.RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
## RFoptions(seed=NA) to make them all random again
model <- RMhyperbolic(nu=1, lambda=2, delta=0.2)
x <- seq(0, 10, 0.02)
plot(model)
plot(RFsimulate(model, x=x))
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