.mcgf_rs_sim: Simulate regime-switching Markov chain Gaussian field

Description

Simulate regime-switching Markov chain Gaussian field

Usage

.mcgf_rs_sim(
  N,
  label,
  base_ls,
  lagrangian_ls,
  par_base_ls,
  par_lagr_ls,
  lambda_ls,
  dists_ls,
  sd_ls,
  lag_ls,
  scale_time = 1,
  init = 0,
  mu_c_ls,
  mu_p_ls,
  return_all = FALSE
)

Value

Simulated regime-switching Markov chain Gaussian field with user-specified covariance structures. The simulation is done by kriging. The output data is in space-wide format. Each element in dists_ls must contain h for symmetric models, and h1 and h2 for general stationary models. init can be a scalar or a vector of appropriate size. List elements in sd_ls, mu_c_ls, and mu_p_ls must be vectors of appropriate sizes.

Arguments

N: Sample size.
label: Vector of regime labels of the same length as N.
base_ls: List of base model, sep or fs for now.
lagrangian_ls: List of Lagrangian model, "none" or lagr_tri for now.
par_base_ls: List of parameters for the base model.
par_lagr_ls: List of parameters for the Lagrangian model.
lambda_ls: List of weight of the Lagrangian term, \(\lambda\in[0, 1]\).
dists_ls: List of distance matrices or arrays.
sd_ls: List of standard deviation for each location.
lag_ls: List of time lags.
scale_time: Scale of time unit, default is 1. Elements in lag_ls are divided by scale_time.
init: Initial samples, default is 0.
mu_c_ls, mu_p_ls: List of means of current and past.
return_all: Logical; if TRUE the joint covariance matrix, arrays of distances and time lag are returned.