https://github.com/cran/RandomFields
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Tip revision: 51663e75fb9ba1d6cf08d8f47db96cebfe1bb458 authored by Martin Schlather on 04 December 2013, 00:00:00 UTC
version 3.0.5
Tip revision: 51663e7
RMgencauchy.Rd
\name{RMgencauchy}
\alias{RMgencauchy}
\title{Generalized Cauchy Family Covariance Model}
\description{
 \command{\link{RMgencauchy}} is a stationary isotropic covariance model
 belonging to the generalized Cauchy family.
 The corresponding covariance function only depends on the distance \eqn{r \ge 0}{r \ge 0} between
 two points and is given by
 \deqn{C(r) = (1 + r^\alpha)^(-\beta/\alpha)}{C(r) = (1 + r^\alpha)^(-\beta/\alpha)}
 where \eqn{\alpha \in (0,2]}{0 < \alpha \le 2} and \eqn{\beta > 0}{\beta > 0}.
 See also \command{\link{RMcauchy}}.
}
\usage{
RMgencauchy(alpha, beta, var, scale, Aniso, proj)
}
\arguments{
 \item{alpha}{a numerical value; should be in the interval (0,2]
 to provide a valid covariance function for a random field of any dimension.}
 \item{beta}{a numerical value; should be positive to provide a valid
 covariance function for a random field of any dimension.}
 \item{var,scale,Aniso,proj}{optional parameters; same meaning for any
 \command{\link{RMmodel}}. If not passed, the above
 covariance function remains unmodified.}
}
\details{
 This model has a smoothness parameter \eqn{\alpha}{\alpha} and a
 paramater \eqn{\beta}{\beta} which determines the asymptotic power law.
 More precisely, this model admits simulating random fields where RFfractaldimension
 \emph{D} of the Gaussian sample and Hurst coefficient \emph{H}
 can be chosen independently (compare also \command{\link{RMlgd}}.): Here, we have
 \deqn{ D = d + 1 - \alpha/2, \alpha \in (0,2]}{ D = d + 1 - \alpha/2, 0
 < \alpha \le 2}
 and
 \deqn{ H = 1 - \beta/2, \beta > 0.}{ H = 1 - \beta/2, \beta > 0.}
 
 I. e. the smaller \eqn{\beta}{\beta}, the longer the long-range
 dependence.
 
 The covariance function is very regular near the origin, because its
 Taylor expansion only contains even terms and reaches its sill slowly.
 
 Each covariance function of the Cauchy family is a normal scale mixture.

 Note that the Cauchy Family (see \command{\link{RMcauchy}}) is included
 in this family for the choice \eqn{\alpha = 2}{\alpha = 2} and
 \eqn{\beta = 2 \gamma}{\beta = 2 \gamma}. 
}
\value{
 \command{\link{RMgencauchy}} returns an object of class \code{\link[=RMmodel-class]{RMmodel}}
}
\references{
  \itemize{
    % \item Gneiting, T. (2002) Compactly supported correlation
    % functions. \emph{J. Multivariate Anal.} \bold{83} 493--508.
    
    \item Gneiting, T. and Schlather, M. (2004)
    Stochastic models which separate RFfractaldimension and Hurst effect.
    \emph{SIAM review} \bold{46}, 269--282.
    
    \item Strokorb, K., Ballani, F., and Schlather, M. (2014)
    In Preparation.
  }
}


\author{Martin Schlather, \email{schlather@math.uni-mannheim.de}
}
\seealso{
 \command{\link{RMcauchy}},
 \command{\link{RMcauchytbm}},
 \command{\link{RMmodel}},
 \command{\link{RFsimulate}},
 \command{\link{RFfit}}.
}


\keyword{spatial}
\keyword{models}




\examples{
set.seed(0)
model <- RMgencauchy(alpha=1.5, beta=1.5, scale=0.3)
x <- seq(0, 10, if (interactive()) 0.02 else 1) 
plot(model, ylim=c(0,1))
plot(RFsimulate(model, x=x))
}
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