RandomFields (version 3.1.16)

RMnonstwm: RMnonstwm

Description

The non-stationary Whittle-Matern model $C$ is given by $$C(x, y)=\Gamma(\mu) \Gamma(\nu(x))^{-1/2} \Gamma(\nu(y))^{-1/2} W_{\mu} (|x-y|)$$ where $\mu = [\nu(x) + \nu(y)]/2$, and $\nu$ must a positive function.

$W_{\mu}$ is the covariance of the RMwhittle model or the RMmatern model and

Details

The non-stationary Whittle-Matern models are obtained by the respective stationary model, replacing the real-valued argument for nu by a non-negative function.

References

• Stein, M. (2005) Nonstationary Spatial Covariance Functions. Tech. Rep., 2005

See Also

RMwhittle, 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

x <- seq(-1.2, 1.2, len=50)
model <- RMwhittle(nu=RMgauss())

z <- RFsimulate(model=model, x, x, n=4)
plot(z)