jakobdambon/varycoef

Create cov.mat32 and cov.mat52 wrappers

Closed this issue · 3 comments

Currently, the covariance parameter estimation only supports a scale and variance, not a smoothness. Besides the exponential covariance function (Matern with nu = 1/2), the covariance functions with smoothness nu = 3/2 and 5/2 is used quite regularly for modeling spatial data. Therefore, these functions are used quite often and corresponding wrapper functions could ease the computation set-up (using do.call as @reinhardfurrer suggested).

The two wrapper functions cov.mat32 and cov.mat52 are now implemented in varycoef. We do not use do.call as suggested above but we use get. This is only to retrieve the function object for further computations, but not to evaluate the function right away. This is handled by the utility function MLE. cov.func.

Two options:

  1. Leave current implementation as it is.
  2. Use new covariance functions cov.mat32 and cov.mat52 from spam. This requires minimum version of spam 2.9-0.

Apparently, newly implemented covariance functions in spam are faster by a factor of 10.

In v0.3.5 we will switch to spam functions cov.mat32 and cov.mat52.