matern_corr

<code>matern_corr</code> calculates a stationary Matern correlation matrix for a
fixed set of locations, based on a range and smoothness parameter. This
function is primarily used for the "npGP" and "approxGP" models. The
function is coded as a <code>nimbleFunction</code> (see the <code>nimble</code> package)
but can also be used as a regular R function.

Enables off-the-shelf functionality for fully Bayesian, nonstationary Gaussian process modeling. The approach to nonstationary modeling involves a closed-form, convolution-based covariance function with spatially-varying parameters; these parameter processes can be specified either deterministically (using covariates or basis functions) or stochastically (using approximate Gaussian processes). Stationary Gaussian processes are a special case of our methodology, and we furthermore implement approximate Gaussian process inference to account for very large spatial data sets (Finley, et al (2017) <doi:10.48550/arXiv.1702.00434>). Bayesian inference is carried out using Markov chain Monte Carlo methods via the "nimble" package, and posterior prediction for the Gaussian process at unobserved locations is provided as a post-processing step.

Daniel Turek

BayesNSGP

Bayesian Analysis of Non-Stationary Gaussian Process Models

Mark Risser

matern_corr function

<dl><dt>dist</dt>
<dd>N x N matrix; contains values of pairwise Euclidean distances in
the x-y plane.</dd>
<dt>rho</dt>
<dd>Scalar; "range" parameter used to rescale distances</dd>
<dt>nu</dt>
<dd>Scalar; Matern smoothness parameter. <code>nu = 0.5</code> corresponds
to the Exponential correlation; <code>nu = Inf</code> corresponds to the Gaussian
correlation function.</dd></dl>

Arguments

Calculate a stationary Matern correlation matrix — matern_corr

<dl>

<dt>dist</dt>
<dd>N x N matrix; contains values of pairwise Euclidean distances in
the x-y plane.</dd>


<dt>rho</dt>
<dd>Scalar; "range" parameter used to rescale distances</dd>


<dt>nu</dt>
<dd>Scalar; Matern smoothness parameter. <code>nu = 0.5</code> corresponds
to the Exponential correlation; <code>nu = Inf</code> corresponds to the Gaussian
correlation function.</dd>

</dl>

matern_corr: Calculate a stationary Matern correlation matrix

Description

Usage

Value

Arguments

Examples