The non-stationary Whittle-Matern model
\(C\) is given by
$$C(x, y)=\Gamma(\mu) \Gamma(\nu(x))^{-1/2} \Gamma(\nu(y))^{-1/2}
W_{\mu} (f(\mu) |x-y|)$$
where \(\mu = [\nu(x) + \nu(y)]/2\), and
\(\nu\) must a positive function.
\(W_{\mu}\) is the
covariance function whittle
.
The function \(f\) takes the following values
scaling = "whittle"
:\(f(\mu) = 1\)
scaling = "matern"
:\(f(\mu) = \sqrt{2\nu}\)
scaling = "handcockwallis"
:\(f(\mu) = 2\sqrt{\nu}\)
scaling
= s, numerical :\(f(\mu) = s * \sqrt{nu}\)