dot-cor_stat function

Calculate general stationary correlation.

.cor_stat(base, lagrangian, par_base, par_lagr, lambda, base_fixed = FALSE)

Arguments

• base: Base model, sep or fs for now. Or correlation matrix/array.
• lagrangian: Lagrangian model, none, lagr_tri, or lagr_askey.
• par_base: Parameters for the base model (symmetric), used only when base_fixed = FALSE.
• par_lagr: Parameters for the Lagrangian model. Used only when lagrangian is not none.
• lambda: Weight of the Lagrangian term, $\lambda\in[0, 1]$.
• base_fixed: Logical; if TRUE, base is the correlation.

Returns

Correlations for the general stationary model. Same dimension of base if base_fixed = FALSE.

Details

The general station model, a convex combination of a base model and a Lagrangian model, has the form

where $\lambda$ is the weight of the Lagrangian term.

If base_fixed = TRUE, the correlation is of the form

where base is a correlation matrix/array and par_base and h are not used.

When lagrangian = "none", lambda must be 0.

References

Gneiting, T., Genton, M., & Guttorp, P. (2006). Geostatistical Space-Time Models, Stationarity, Separability, and Full Symmetry. In C&H/CRC Monographs on Statistics & Applied Probability (pp. 151–175). Chapman and Hall/CRC.