RandomFields (version 3.0.5)

RMtbm: Turning Bands Method

Description

RMtbm is a univariate stationary isotropic covariance model in dimension reduceddim which depends on a univariate stationary isotropic covariance $\phi$ in a bigger dimension fulldim. For formulas for the covariance function see details.

Usage

RMtbm(phi, fulldim, reduceddim, layers, var, scale, Aniso, proj)

Arguments

phi, fulldim, reduceddim, layers

see RPtbm.

var,scale,Aniso,proj

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

Value

• RMtbm returns an object of class RMmodel

Details

The turning bands method stems from the 1:1 correspondence between the isotropic covariance functions of different dimensions. See Gneiting (1999).

The standard case reduceddim=1 and fulldim=3. If only one of the parameters are given, then the difference of two parameters equals 2. For d == n + 2, where n=reduceddim and d==fulldim the original dimension, we have

$$C(r) = \phi(r) + r \phi'(r) / n$$ which, for n=1 reduced to the standard TBM operator $$C(r) =\frac {d}{d r} r \phi(r)$$ For d == 2 && n == 1 we have $$C(r) = \frac{d}{dr}\int_0^r \frac{u\phi(u)}{\sqrt{r^2 - u^2}} d u$$

References

• Gneiting, T. (1999) On the derivatives of radial positive definite function.J. Math. Anal. Appl,236, 86-99
• Matheron, G. (1973). The intrinsic random functions and their applications.Adv . Appl. Probab.,5, 439-468.

See Also

RPtbm, RFsimulate.

Examples

set.seed(0)
x <- seq(0,25, if (interactive()) 0.02 else 5)
model <- RPtbm(RMspheric())
z <- RFsimulate(model, x, x)
plot(z)