# Compute the covariance-based rational approximation of a
# Gaussian process with a Matern covariance function on R
kappa <- 10
sigma <- 1
nu <- 0.8
range <- sqrt(8 * nu) / kappa
# create mass and stiffness matrices for a FEM discretization
x <- seq(from = 0, to = 1, length.out = 101)
fem <- rSPDE.fem1d(x)
# compute rational approximation of covariance function at 0.5
tau <- sqrt(gamma(nu) / (sigma^2 * kappa^(2 * nu) *
(4 * pi)^(1 / 2) * gamma(nu + 1 / 2)))
op_cov <- matern.operators(
loc_mesh = x, nu = nu,
range = range, sigma = sigma, d = 1, m = 2,
parameterization = "matern"
)
op_cov
Run the code above in your browser using DataLab