cor_exp function

Calculate exponential correlation

cor_exp(x, c, gamma = 1/2, nugget = 0, is.dist = FALSE)

Arguments

• x: A numeric vector, matrix, or array.
• c: Smooth parameter, $c>0$.
• gamma: Scale parameter, $\gamma\in(0, 1/2]$. Default is 1/2.
• nugget: The nugget effect $\in[0, 1]$.
• is.dist: Logical; if TRUE, x is a distance matrix or an array of distance matrices.

Returns

Correlations of the same dimension as x.

Details

The exponential correlation function with scale parameter $c$

and smooth parameter $\gamma$ has the form

where $\delta_{x=0}$ is 1 when $x=0$ and 0 otherwise.

Examples

x <- matrix(c(0, 5, 5, 0), nrow = 2)
cor_exp(x, c = 0.01, gamma = 0.5)

x <- matrix(c(0, 5, 5, 0), nrow = 2)
cor_exp(x, c = 0.01, gamma = 0.5, nugget = 0.3, is.dist = TRUE)

References

Diggle, P. J., Tawn, J. A., & Moyeed, R. A. (1998). Model-Based Geostatistics. Journal of the Royal Statistical Society. Series C (Applied Statistics), 47(3), 299–350.

See Also

Other correlation functions: cor_cauchy(), cor_fs(), cor_lagr_askey(), cor_lagr_exp(), cor_lagr_tri(), cor_sep(), cor_stat(), cor_stat_rs()