Computes the Matern correlation at lags <code>x</code> for smoothness <code>alpha</code>.
This is used internally to build the full autocovariance vector.

internal

Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Voirol, L., Xu, H., Zhang, Y., Insolia, L., Molinari, R. and Guerrier, S. (2024) <doi:10.48550/arXiv.2409.05160>.
The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals in presence of missing data.
The 'gmwmx2' package provides functions to load and plot Global Navigation Satellite System (GNSS) data from the Nevada Geodetic Laboratory and functions to estimate linear model model with correlated residuals in presence of missing data.

Lionel Voirol

gmwmx2

Estimate Functional and Stochastic Parameters of Linear Models
with Correlated Residuals and Missing Data

Haotian Xu

Yuming Zhang

Luca Insolia

Roberto Molinari

Stéphane Guerrier

Ma function

<dl><dt>x</dt>
<dd>Numeric vector of lags (non-negative).</dd>
<dt>alpha</dt>
<dd>Smoothness parameter in (1/2, 10).</dd></dl>

Arguments

Matern autocovariance — Ma

<dl>

<dt>x</dt>
<dd>Numeric vector of lags (non-negative).</dd>


<dt>alpha</dt>
<dd>Smoothness parameter in (1/2, 10).</dd>

</dl>

Ma: Matern autocovariance

Description

Usage

Value

Arguments