Usage
ffbs.spectral(w=NULL,wFT=NULL,spec=NULL,Gvec=NULL,tau2=NULL,par=NULL,n,T,lglk=FALSE, BwSp=TRUE,NF=n*n,indCos=(1:((n*n-4)/2)*2+3),ns=4,nu=1,dt=1)
Arguments
w
Observed data or latent process w (depending on which data
model is used) in an T x n*n matrix with columns and rows (points on a
grid stacked into a vector) corresponding to time and space, respectively.
wFT
Vector of length T*n*n containing the real Fourier transform of 'w'.
spec
Spectrum of the innovations $\hat{\epsilon}$ in a vector of length
n*n. If 'spec' is not given, it is constructed based on 'par'.
Gvec
The propagator matrix G in vector format obtained from 'get.G.vec'. If 'Gvec' is not given, it is constructed based on 'par'.
tau2
Measurement error variance tau2. If 'NULL'; tau2=par[9].
par
Vector of parameters for the SPDE in the following order: rho_0, sigma^2, zeta,
rho_1, gamma, alpha, mu_x, mu_y, tau^2. If 'spec' and 'Gvec' are
given, 'par' will not be used.
n
Number of grid points on each axis. n*n is the total number of spatial points.
T
Number of points in time.
lglk
Logical; if 'TRUE' the value of the log-likelihood is returned as well.
BwSp
Logical; if 'TRUE' a sample from the full conditional of $\alpha$ is returned.
NF
Number of Fourier functions used.
indCos
Vector of integers indicating the position cosine terms in
the 1:NF real Fourier functions. The first 'ns' cosine wavenumbers in 'wave' are not included in 'indCos'.
ns
Number of real Fourier functions that have only a cosine and no sine
term. 'ns' is maximal 4.
nu
Smoothness parameter of the Matern covariance function for the innovations. By
default this equals 1 corresponding to the Whittle covariance function.
dt
Temporal lag between two time points. By default, this equals 1.