https://github.com/cran/RandomFields
Tip revision: e994a4415e67fa60cbfd3f208aaab20872521c0b authored by Martin Schlather on 14 February 2019, 21:02:19 UTC
version 3.3
version 3.3
Tip revision: e994a44
RMmqam.Rd
\name{RMmqam}
\alias{RMmqam}
\alias{RMmqam}
\title{multivariate quasi-arithmetic mean}
\description{
\command{\link{RMmqam}} is a multivariate stationary covariance model depending
on a submodel \eqn{\phi}{phi} such that
\eqn{\psi(\cdot) := \phi(\sqrt(\cdot))}{psi( . ) := phi(sqrt( . ))}
is completely monotone, and depending on further stationary
covariance models \eqn{C_i}. The covariance is given by
\deqn{C_{ij}(h) = \phi(\sqrt(\theta_i (\phi^{-1}(C_i(h)))^2 + \theta_j (\phi^{-1}(C_j(h)))^2 ))}
where \eqn{\phi} is a completely monotone function, \eqn{C_i} are
suitable covariance functions and \eqn{\theta_i\ge0} such that
\eqn{\sum_i \theta_i=1}.
}
\usage{
RMmqam(phi, C1, C2, C3, C4, C5, C6, C7, C8, C9, theta, var, scale, Aniso, proj)
}
\arguments{
\item{phi}{a valid covariance \command{\link{RMmodel}}
that is a normal scale mixture. See, for instance,
\cr
\code{\link{RFgetModelNames}(monotone="normal mixture")}
}
\item{C1, C2, C3, C4, C5, C6, C7, C8, C9}{optional further stationary \command{\link{RMmodel}}s}
\item{theta}{is a vector of values in \eqn{[0,1]}, summing up to \eqn{1}.}
% \item{rho}{a matrix with positive entries}
\item{var,scale,Aniso,proj}{optional arguments; same meaning for any \command{\link{RMmodel}}. If not passed, the above covariance function remains unmodified.}
}
\details{
Note that \eqn{\psi(\cdot) := \phi(\sqrt(\cdot))}{psi( . ) :=
phi(sqrt( . ))} is completely monotone if and only if
\eqn{\phi}{phi} is a valid covariance function for all dimensions,
e.g. \command{\link{RMstable}}, \command{\link{RMgauss}}, \command{\link{RMexponential}}.
Warning: \code{RandomFields} cannot check whether the combination
of \eqn{\phi}{phi} and \eqn{C_i} is valid.
}
\value{
\command{\link{RMmqam}} returns an object of class \code{\link[=RMmodel-class]{RMmodel}}.
}
\references{
\itemize{
\item Porcu, E., Mateu, J. & Christakos, G. (2009) Quasi-arithmetic
means of covariance functions with potential applications to
space-time data. \emph{Journal of Multivariate Analysis}, \bold{100},
1830--1844.
}
}
\me
\seealso{
\command{\link{RMqam}},
\command{\link{RMmodel}},
\command{\link{RFsimulate}},
\command{\link{RFfit}}.
}
\keyword{spatial}
\keyword{models}
\examples{\dontshow{StartExample()}
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
## RFoptions(seed=NA) to make them all random again
RFoptions(modus_operandi="sloppy")
model <- RMmqam(phi=RMgauss(),RMgauss(),RMexp(),theta=c(0.4, 0.6), scale=0.5)
x <- seq(0, 10, 0.02)
plot(model)
z <- RFsimulate(model=model, x=x)
plot(z)
RFoptions(modus_operandi="normal")
\dontshow{FinalizeExample()}}