RandomFields (version 3.1.12)

RMmatrix: Matrix operator

Description

RMmatrix is a multivariate covariance model depending on a multivariate covariance model $\phi$. The corresponding covariance function is given by $$C(h) = M \phi(h) M^t$$

Usage

RMmatrix(phi, M, var, scale, Aniso, proj)

Arguments

phi

a k-variate covariance RMmodel.

M

a k times k matrix

var,scale,Aniso,proj

optional arguments; same meaning for any RMmodel. If not passed, the above covariance function remains unmodified.

Value

• RMmatrix returns an object of class RMmodel

References

Schlather, M., Malinowski, A., Menck, P.J., Oesting, M. and Strokorb, K. (2015) Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software, 63 (8), 1-25, url = http://www.jstatsoft.org/v63/i08/

See Also

RMmodel, RFsimulate, RFfit.

Examples

RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again
# bivariate Linear Model of Coregionalisation
model <- RMmatrix(M = c(0.9, 0.43), RMwhittle(nu = 0.3)) + 
         RMmatrix(M = c(0.6, 0.8), RMwhittle(nu = 2))
x <- y <- seq(-10, 10, 0.2)
simu <- RFsimulate(model, x, y)
plot(simu)

FinalizeExample()