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MetricGraph (version 1.4.1)

spde_variance: Variancefor Whittle-Matérn fields

Description

Computes the variance function for a Whittle-Matérn field. Warning is not feasible for large graph due to matrix inversion

Usage

spde_variance(
  kappa,
  tau,
  range,
  sigma,
  alpha,
  graph,
  BC = 1,
  include_vertices = FALSE,
  directional = F
)

Value

Vector with the variance function evaluate at the mesh locations.

Arguments

kappa

Parameter kappa from the SPDE.

tau

Parameter tau from the SPDE.

range

Range parameter.

sigma

Standard deviation parameter.

alpha

Smoothness parameter (1 or 2).

graph

A metric_graph object.

BC

boundary conditions

include_vertices

Should the variance at the vertices locations be included in the returned vector?

directional

bool is the model a directional or not. directional only works for alpha=1

Details

Compute the variance \(\rho(s_i,s_i)\) where \(s_i\) are all locations in the mesh of the graph.