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Tip revision: e994a4415e67fa60cbfd3f208aaab20872521c0b authored by Martin Schlather on 14 February 2019, 21:02:19 UTC
version 3.3
Tip revision: e994a44
RMbigneiting.Rd
\name{RMbigneiting}
\alias{RMbigneiting}
\alias{RMbiwendland}
\title{Gneiting-Wendland Covariance Models}
\description{
 \command{\link{RMbigneiting}} is a bivariate stationary isotropic covariance
 model family whose elements 
 are specified by seven parameters.

 Let \deqn{\delta_{ij} = \mu + \gamma_{ij} + 1.}
 Then, 
 \deqn{
 C_{n}(h) = c_{ij} (C_{n, \delta} (h / s_{ij}))_{i,j=1,2}
 }
 and \eqn{ C_{n, \delta} }
 is the generalized Gneiting model
 with parameters \eqn{n} and \eqn{\delta}, see
 \code{\link{RMgengneiting}}, i.e.,
 \deqn{C_{\kappa=0, \delta}(r) = (1-r)^\beta 1_{[0,1]}(r), \qquad \beta=\delta
 + 2\kappa + 1/2;}{ 
 C_{\kappa=0, \delta}(r) = (1 - r)^\beta 1_{[0,1]}(r), \beta=\delta + 2\kappa + 1/2;}
 \deqn{C_{\kappa=1, \delta}(r) = \left(1+\beta r \right)(1-r)^{\beta} 1_{[0,1]}(r),
 \qquad \beta = \delta + 2\kappa + 1/2;}{
 C_{\kappa=1, \delta}(r) = (1+ \beta r)(1-r)^\beta 1_{[0,1]}(r),
 \beta = \delta + 2\kappa + 1/2;} 
 \deqn{C_{\kappa=2, \delta}(r)=\left( 1 + \beta r + \frac{\beta^{2} -
 1}{3}r^{2} \right)(1-r)^{\beta} 1_{[0,1]}(r), \qquad
 \beta=\delta + 2\kappa + 1/2;}{
 C(_{\kappa=2, \delta}(r) = (1 + \beta r + (\beta^2-1) r^(2)/3)(1-r)^\beta
 1_{[0,1]}(r), \beta = \delta + 2\kappa + 1/2;} 
 \deqn{ C_{\kappa=3, \delta}(r)=\left( 1 + \beta r + \frac{(2\beta^{2}-3)}{5} r^{2}+
 \frac{(\beta^2 - 4)\beta}{15} r^{3} \right)(1-r)^\beta 1_{[0,1]}(r),
 \qquad \beta=\delta+2\kappa+1/2.}{
 C_{\kappa=3, \delta}(r) = (1 + \beta r + (2 \beta^2-3 )r^(2)/5+(\beta^2 - 4) \beta
 r^(3)/15)(1-r)^\beta 1_{[0,1]}(r), \beta=\delta + 2\kappa + 1/2.}
 }
\usage{
RMbigneiting(kappa, mu, s, sred12, gamma, cdiag, rhored, c, var, scale, Aniso, proj)
}
\arguments{
 \item{kappa}{argument that chooses between the four different covariance
 models and may take values \eqn{0,\ldots,3}{0,...,3}.
 The model is \eqn{k} times
 differentiable.}
 \item{mu}{\code{mu} has to be greater than or equal to
 \eqn{\frac{d}{2}}{d/2} where \eqn{d}{d} is the (arbitrary)
 dimension of the random field.}
 \item{s}{vector of two elements giving the scale of the models on the
 diagonal, i.e. the vector \eqn{(s_{11}, s_{22})}.
 }
 \item{sred12}{value in \eqn{[-1,1]}. The scale on the offdiagonals is
 given by \eqn{s_{12} = s_{21} =}
 \code{sred12 *}
 \eqn{\min\{s_{11},s_{22}\}}{min{s_{11}, s_{22}}}.
 }
 \item{gamma}{a vector of length 3 of numerical values; each entry is
 positive.
 The vector \code{gamma} equals
 \eqn{(\gamma_{11},\gamma_{21},\gamma_{22})}.
 Note that \eqn{\gamma_{12} =\gamma_{21}}.
 }
 \item{cdiag}{a vector of length 2 of numerical values; each entry
 positive; the vector \eqn{(c_{11},c_{22})}.}
 \item{c}{a vector of length 3 of numerical values;
 the vector \eqn{(c_{11}, c_{21}, c_{22})}.
 Note that \eqn{c_{12}= c_{21}}.

 Either 
 \code{rhored} and \code{cdiag} or \code{c} must be given.
 }
 \item{rhored}{value in \eqn{[-1,1]}.
 See
 also the Details for the corresponding value of \eqn{c_{12}=c_{21}}.
 }
 \item{var,scale,Aniso,proj}{optional arguments; same meaning for any
 \command{\link{RMmodel}}. If not passed, the above
 covariance function remains unmodified.}
}
\details{
 A sufficient condition for the
 constant \eqn{c_{ij}} is
 \deqn{c_{12} = \rho_{\rm red} \cdot m \cdot \left(c_{11} c_{22}
 \prod_{i,j=1,2}
 \left(\frac{\Gamma(\gamma_{ij} + \mu + 2\kappa + 5/2)}{b_{ij}^{\nu_{ij} +
 2\kappa + 1} \Gamma(1 + \gamma_{ij}) \Gamma(\mu + 2\kappa + 3/2)}
 \right)^{(-1)^{i+j}}
 \right)^{1/2}
 }{
 c_{ij} = \rho_r m (c_{11} c_{22})^{1/2}
 }
 where \eqn{\rho_{\rm red} \in [-1,1]}{\rho_r in [-1,1]}.

 The constant \eqn{m} in the formula above is obtained as follows:
 \deqn{m = \min\{1, m_{-1}, m_{+1}\}}{m = min\{1, m_{-1}, m_{+1}\}}
 Let
 \deqn{a = 2 \gamma_{12} - \gamma_{11} -\gamma_{22}}
 \deqn{b = -2 \gamma_{12} (s_{11} + s_{22}) + \gamma_{11} (s_{12} +
 s_{22}) + \gamma_{22} (s_{12} + s_{11})}
 \deqn{e = 2 \gamma_{12} s_{11}s_{22} - \gamma_{11}s_{12}s_{22} -
 \gamma_{22}s_{12}s_{11}}
 \deqn{d = b^2 - 4ae}
 \deqn{t_j =\frac{- b + j \sqrt d}{2 a} }{t_j =(-b + j \sqrt d) / (2 a) }
 If \eqn{d \ge0} and \eqn{t_j \not\in (0, s_{12})}{t_j in (0, s_{12})^c} then \eqn{m_j=\infty} else
 \deqn{
 m_j =
 \frac{(1 - t_j/s_{11})^{\gamma_{11}}(1 -
 t_j/s_{22})^{\gamma_{22}}}{(1 - t_j/s_{12})^{2 \gamma_{11}}
 }{
 m_j = (1 - t_j/s_{11})^{\gamma_{11}} (1 -
 t_j/s_{22})^{\gamma_{22}} / (1 - t_j/s_{12})^{2 \gamma_{11}}
 }
 }

 In the function \command{\link{RMbigneiting}}, either \code{c} is
 passed, then the above condition is checked, or \code{rhored} is passed;
 then \eqn{c_{12}} is calculated by the above formula.
 
}
\value{
 \command{\link{RMbigneiting}} returns an object of class \code{\link[=RMmodel-class]{RMmodel}}.
}
\references{
  \itemize{
    \item Bevilacqua, M., Daley, D.J., Porcu, E., Schlather, M. (2012)
    Classes of compactly supported correlation functions for multivariate
    random fields. Technical report.
    
    \code{RMbigeneiting} is based on this original work.
    D.J. Daley, E. Porcu and M. Bevilacqua have published end of 
    2014 an article intentionally
    without clarifying the genuine authorship of \code{RMbigneiting},
    in particular,
    neither referring to this original work nor to \pkg{RandomFields},
    which has included \code{RMbigneiting} since version 3.0.5 (05 Dec
    2013).
    
    \item Gneiting, T. (1999)
    Correlation functions for atmospherical data analysis.
    \emph{Q. J. Roy. Meteor. Soc} Part A \bold{125}, 2449-2464.
    
    \item Wendland, H. (2005) \emph{Scattered Data Approximation.}
    {Cambridge Monogr. Appl. Comput. Math.}
  }
}

\me
\seealso{
 \command{\link{RMaskey}},
 \command{\link{RMbiwm}},
 \command{\link{RMgengneiting}},
 \command{\link{RMgneiting}},
 \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

%# gamma is mainly a scale effect
model <- RMbigneiting(kappa=2, mu=0.5, gamma=c(0, 3, 6), rhored=1)
x <- seq(0, 10, 0.02)
plot(model)
plot(RFsimulate(model, x=x))
\dontshow{FinalizeExample()}}
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