dot-cor_lagr_exp function

Calculate Lagrangian correlation of the exponential form

Calculate Lagrangian correlation of the exponential form

.cor_lagr_exp(v1, v2, k = 2, h1, h2, u)

Arguments

  • v1: Prevailing wind, u-component.
  • v2: Prevailing wind, v-component.
  • k: Scale parameter of v\|\boldsymbol v\|, k>0k>0. Default is 2.
  • h1: Horizontal distance matrix or array.
  • h2: Vertical distance matrix or array, same dimension as h1.
  • u: Time lag, same dimension as h1.

Returns

Correlations of the same dimension as h1.

Details

The Lagrangian correlation function of the exponential form with parameters v=(v1,v2)R2\boldsymbol v = (v_1, v_2)^\top\in\mathbb{R}^2 has the form

C(h,u)=exp(1kvhuv), C(\mathbf{h}, u)=\exp\left(-\dfrac{1}{k\|\boldsymbol v\|}\left\|\mathbf{h}-u\boldsymbol v\right\|\right),

where \|\cdot\| is the Euclidean distance, h=(h1,h2)R2\mathbf{h} = (\mathrm{h}_1, \mathrm{h}_2)^\top\in\mathbb{R}^2, and k>0k > 0 is the scale parameter controlling the magnitude of asymmetry in correlation.

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.