Spectral density of Matern, exponential and Gaussian covariances

\(f\) with \(C(h) = \int e^{i\omega'h} f(\omega)d\omega\) in \(R^d\) (Stein 1999, section 2.10).

Usage

VgmSpectralDensity(omega, model, d = 2)

Arguments

omega

Frequency magnitude.

model

Component list (Exp, Mat with kappa, Gau).

d

Dimension.

Value

Spectral density.

References

Stein, M. L. (1999). Interpolation of Spatial Data. Springer.

Examples

VgmSpectralDensity(0, list(model = "Exp", psill = 1, range = 2), d = 1)
#> [1] 0.6366198