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fields (version 3.5)

Exponential: Covariance functions

Description

Functional form of covariance function assuming the argument is a distance between locations.

Usage

Exponential(d, range = 1, alpha = 1/range, phi = 1)
Matern (d , scale = 1, range = 1,alpha=1/range,
     smoothness = 0.5, nu= smoothness, phi=scale)

Arguments

Value

A vector of covariances.

Details

Exponential:

phi* exp( -d/range)

Matern:

phi*con*(d^nu) * besselK(d , nu )

Matern covariance function transcribed from Stein's book page 31 nu==smoothness, alpha == 1/range

GeoR parameters map to kappa==smoothness and phi == range check for negative distances

con is a constant that normalizes the expression to be 1.0 when phi=1.0 and d=0.

References

Stein's book

See Also

stationary.cov, stationary.image.cov