.cor_cauchy {mcgf} | R Documentation |
Calculate Cauchy correlation
Description
Calculate Cauchy correlation
Usage
.cor_cauchy(x, a, alpha, nu = 1, nugget = 0)
Arguments
x |
A numeric vector, matrix, or array. |
a |
Smooth parameter, |
alpha |
Scale parameter, |
nu |
Power parameter, |
nugget |
The nugget effect |
Details
The Cauchy correlation function with scale parameter a
and
smooth parameter \alpha
has the form
C(x)=(1-\text{nugget})(a|x|^{2\alpha} + 1)^{-\nu}+\text{nugget}\cdot
\delta_{x=0},
where \delta_{x=0}
is 1 when x=0
and 0 otherwise.
Value
Correlations of the same dimension as x
.
References
Gneiting, T., and Schlather, M. (2004). Stochastic Models That Separate Fractal Dimension and the Hurst Effect. SIAM Review, 46(2), 269–282.
[Package mcgf version 1.1.0 Index]