RMstein is a univariate stationary covariance model
whose corresponding covariance function only depends on the difference
$h$ between two points and is given by
$$C(h, t) = W_{\nu}(y) - ( < h, z > t)/((\nu - 1)(2\nu + d))
* W_{\nu-1}(y)$$
Here $W_\nu$ is the covariance of the
RMwhittle model with
smoothness parameter $\nu$;
$y=\|(h,t)\|$ is the norm of the vector
$(h,t)$,
$d$ is the dimension of the space on which the random field is considered.
Usage
RMstein(nu, z, var, scale, Aniso, proj)
Arguments
nu
numerical value; greater than 1; smoothness parameter of the
RMwhittle model
z
a vector; the norm of $z$ must be less or equal to 1.
var,scale,Aniso,proj
optional parameters; same meaning for any
RMmodel. If not passed, the above
covariance function remains unmodified.