covmat {spam}R Documentation

Covariance functions

Description

Evaluate a covariance function.

Usage

covmat(h, theta, ... , type="sph")

cov.exp(h, theta, ... , eps= getOption("spam.eps"))
cov.sph(h, theta, ... , eps= getOption("spam.eps"))
cov.nug(h, theta, ... , eps= getOption("spam.eps"))
cov.wu1(h, theta, ... , eps= getOption("spam.eps"))
cov.wu2(h, theta, ... , eps= getOption("spam.eps"))
cov.wu3(h, theta, ... , eps= getOption("spam.eps"))
cov.wend1(h, theta, ... , eps= getOption("spam.eps"))
cov.wend2(h, theta, ... , eps= getOption("spam.eps"))
cov.mat(h, theta, ... , eps= getOption("spam.eps"))

Arguments

h

object containing the lags.

theta

parameter of the covariance function, see ‘Details’.

type

covariance function specification.

...

arguments passed from other methods.

eps

tolerance level.

Details

covmat is a wrapper that calls the other functions according to the argument type. The nomenclature is similar to premat
The parametrization is (range, partial- sill, [smoothness = 1], [nugget = 0]), where only the range needs to be specified. In case of negative parameter values, a warning is issued and the absolute value is retained. Although more cryptic, having all arguments as a single vector simplifies optimization with optim.
Currently, the functions distinguish between a sparse spam object h and any other numeric type. In the future, this might change and appropriate methods will be implemented.

Value

Covariance function evaluated on h.

Author(s)

Reinhard Furrer

References

Any classical book about geostatistics.

See Also

precmat.

Examples

locs <- cbind(runif(10),runif(10))
h <- nearest.dist(locs, delta=.3)
Sigma <- cov.sph(h, c(.3, 1, .1))

## Not run: 
h <- seq(0, to=1, length.out=100)
plot( h, cov.exp(h, c(1/3,1)), type='l', ylim=c(0,1))
type <- c("sph","wendland1","wendland2","wu1","wu2","wu3")
for (i in 1:6)
  lines( h, covmat(h, 1, type=type[i]), col=i+1)
legend('topright',legend=type, col=2:7, lty=1)


## End(Not run)

[Package spam version 2.2-2 Index]