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Tip revision: 6c8b30169bba182a68765ee3cb9b4e2ef7d38332 authored by Doug Nychka on 16 November 2011, 00:00:00 UTC
version 6.6.3
Tip revision: 6c8b301
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)))
    }
}
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