https://github.com/cran/fields
Tip revision: 04279c16ce718b82025aae97f6fcd30ba3a8b1c5 authored by Doug Nychka on 05 September 2011, 20:18:33 UTC
version 6.6
version 6.6
Tip revision: 04279c1
exp.simple.cov.R
# fields, Tools for spatial data
# Copyright 2004-2011, Institute for Mathematics Applied Geosciences
# University Corporation for Atmospheric Research
# Licensed under the GPL -- www.gpl.org/licenses/gpl.html
Exp.simple.cov <- function(x1, x2, theta = 1, C = NA,
marginal = FALSE) {
# this is a simple exponential covariance function
# with the calling format and behaviour used in fields.
#
# different locations are the different rows of x1 and x2.
# this function can return three different results
# depending on the values of C and marginal.
# The three cases:
# 1) cross covaraince matrix
# 2) cross covariance matrix times a vector (C)
# 3) the diagonal elements of covariance matrix at locations x1.
# CASE 1:
if (is.na(C[1]) & !marginal) {
# rdist finds the cross distance matrix between the
# locations at x1, x2.
#
return(exp(-rdist(x1, x2)/theta))
}
# CASE 2:
# or return multiplication of cov( x2,x1) with vector C
if (!is.na(C[1])) {
return(exp(-rdist(x1, x2)/theta) %*% C)
#
# if the rows of X1 are large
# this line could be replaced by a call to C or FORTRAN
# to make the multiply use less memory.
#
# there are also other algorithms for fast multiplies when
# X2 is on a grid.
#
}
# CASE 3
# return marginal variance (in this case it is trivial a constant vector
# with 1.0)
if (marginal) {
return(rep(1, nrow(x1)))
}
}