Calculates covariance and correlation functions for Matern models and related oscillating SPDE models, on \(R^d\) and on the sphere, \(S^2\).

inla.matern.cov(nu, kappa, x,
                d = 1,
                corr = FALSE,
                norm.corr = FALSE,
                theta,
                epsilon = 1e-08)

inla.matern.cov.s2(nu, kappa, x,
                   norm.corr = FALSE,
                   theta = 0)

Arguments

nu

The Matern smoothness parameter.

kappa

The spatial scale parameter.

x

Distance values.

d

Space dimension; the domain is \(R^d\).

corr

If TRUE, calculate correlations, otherwise calculate covariances. Only used for pure Matern models (i.e. with \(\theta=0\)).

norm.corr

If TRUE, normalise by the estimated variance, giving approximate correlations.

theta

Oscillation strength parameter.

epsilon

Tolerance for detecting points close to distance zero.

Details

On \(R^d\), the models are defined by the spectral density given by $$S(w) = \frac{1}{(2\pi)^d (\kappa^4 + 2 \kappa^2 \cos(\pi \theta) |w|^2 + |w|^4)^{(\nu + d/2)/2}} $$

On \(S^2\), the models are defined by the spectral coefficients $$S(k) = \frac{2k+1}{4\pi (\kappa^4 + 2 \kappa^2 \cos(\pi \theta) k(k+1) + k^2(k+1)^2)^{(\nu + 1)/2}} $$

Author

Finn Lindgren finn.lindgren@gmail.com