\name{RMbiwm} \alias{RMbiwm} \title{Full Bivariate Whittle Matern Model} \description{ \command{\link{RMbiwm}} is a bivariate stationary isotropic covariance model whose corresponding covariance function only depends on the distance \eqn{r \ge 0}{r \ge 0} between two points and is given for \eqn{i,j \in \{1,2\}}{i,j = 1,2} by \deqn{C_{ij}(r)=c_{ij} W_{\nu_{ij}}(r/s_{ij}).}{C_{ij}(r)=c_{ij} W_{\nu_{ij}}(r/s_{ij}).} Here \eqn{W_\nu} is the covariance of the \command{\link{RMwhittle}} model. For constraints on the constants see details. } \usage{ RMbiwm(nudiag, nured12, nu, s, cdiag, rhored, c, notinvnu, var, scale, Aniso, proj) } \arguments{ \item{nudiag}{a vector of length 2 of numerical values; each entry positive; the vector \eqn{(\nu_{11},\nu_{22})}} \item{nured12}{a numerical value in the interval \eqn{[1,\infty)}; \eqn{\nu_{21}} is calculated as \eqn{0.5 (\nu_{11} + \nu_{22})*\nu_{red}}.} \item{nu}{alternative to \code{nudiag} and \code{nured12}: a vector of length 3 of numerical values; each entry positive; the vector \eqn{(\nu_{11},\nu_{21},\nu_{22})}. Either \code{nured} and \code{nudiag}, or \code{nu} must be given.} \item{s}{a vector of length 3 of numerical values; each entry positive; the vector \eqn{(s_{11},s_{21},s_{22})}} \item{cdiag}{a vector of length 2 of numerical values; each entry positive; the vector \eqn{(c_{11},c_{22})}} \item{rhored}{a numerical value; in the interval \eqn{[-1,1]}. See also the Details for the corresponding value of \eqn{c_{12}=c_{21}}. } \item{c}{a vector of length 3 of numerical values; the vector \eqn{(c_{11},c_{21}, c_{22})}. Either \code{rhored} and \code{cdiag} or \code{c} must be given.} \item{notinvnu}{logical or \code{NULL}. If not given (default) then the formula of the (\command{\link{RMwhittle}}) model applies. If logical then the formula for the \command{\link{RMmatern}} model applies. See there for details. } \item{var,scale,Aniso,proj}{optional arguments; same meaning for any \command{\link{RMmodel}}. If not passed, the above covariance function remains unmodified.} } \details{ Constraints on the constants: For the diagonal elements we have \deqn{\nu_{ii}, s_{ii}, c_{ii} > 0.} For the offdiagonal elements we have \deqn{s_{12}=s_{21} > 0,} \deqn{\nu_{12} =\nu_{21} = 0.5 (\nu_{11} + \nu{22}) * \nu_{red}} for some constant \eqn{\nu_{red} \in [1,\infty)} and \deqn{c_{12} =c_{21} = \rho_{red} \sqrt{f m c_{11} c_{22}}} for some constant \eqn{\rho_{red}} in \eqn{[-1,1]}. The constants \eqn{f} and \eqn{m} in the last equation are given as follows: \deqn{f = (\Gamma(\nu_{11} + d/2) \Gamma(\nu_{22} + d/2)) / (\Gamma(\nu_{11}) \Gamma(\nu_{22})) * (\Gamma(\nu_{12}) / \Gamma(\nu_{12}+d/2))^2 * ( s_{12}^{2*\nu_{12}} / (s_{11}^{\nu_{11}} s_{22}^{\nu_{22}}) )^2} where \eqn{\Gamma} is the Gamma function and \eqn{d} is the dimension of the space. The constant \eqn{m} is the infimum of the function \eqn{g} on \eqn{[0,\infty)} where \deqn{g(t) = (1/s_{12}^2 +t^2)^{2\nu_{12} + d} (1/s_{11}^2 + t^2)^{-\nu_{11}-d/2} (1/s_{22}^2 + t^2)^{-\nu_{22}-d/2}} (cf. Gneiting, T., Kleiber, W., Schlather, M. (2010), Full Bivariate Matern Model (Section 2.2)) % For an alternative model see also \command{\link{RMbiwm}}. } \value{ \command{\link{RMbiwm}} returns an object of class \code{\link[=RMmodel-class]{RMmodel}}. } \references{ \itemize{ \item Gneiting, T., Kleiber, W., Schlather, M. (2010) Matern covariance functions for multivariate random fields \emph{JASA} } } \author{Martin Schlather, \email{schlather@math.uni-mannheim.de} } \seealso{ \command{\link{RMparswm}}, \command{\link{RMwhittle}}, \command{\link{RMmodel}}, \command{\link{RFsimulate}}, \command{\link{RFfit}}. } \keyword{spatial} \keyword{models} \examples{ RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set ## RFoptions(seed=NA) to make them all random again x <- y <- seq(-10, 10, if (interactive()) 0.2 else 5) model <- RMbiwm(nudiag=c(0.3, 2), nured=1, rhored=1, cdiag=c(1, 1.5), s=c(1, 1, 2)) plot(model) plot(RFsimulate(model, x, y)) \dontshow{FinalizeExample()} }