An R package that implements transport covariance functions belonging to the class of Lagrangian Spatio-Temporal Covariance Function
This package is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License, version 3, as published by the Free Software Foundation.
This program is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose. See the GNU General Public License for more details.
A copy of the GNU General Public License, version 3, is available at https://www.r-project.org/Licenses/GPL-3
library(Lagrangian)
library(dplyr)
library(fields)
x <- seq(0, 1, length.out = 10)
y <- seq(0, 1, length.out = 10)
loc2d <- expand.grid(x, y) %>% as.matrix()
t <- seq(0, 10, by = 1)
loc3d <- cbind(rep(loc2d[, 1], each = length(t)),
rep(loc2d[, 2], each = length(t)), t)
cov_mat <- cov_uni_lagrangian(location = loc3d, sigma2 = 1, scale = 0.5, nu = 1,
vx = 0.1001, vy = 0.1001)
cov_mat <- cov_uni_lagrangian(location = loc3d, sigma2 = 1, scale = 1, nu = 1,
vx = 0.1001, vy = 0.1001, nonstat = 1) #deformation
cov_mat <- cov_uni_lagrangian(location = loc3d, sigma2 = 1, scale = 1, nu = 1,
vx = 0.1001, vy = 0.1001, nonstat = 2) #spatially varying
plot(cov_mat[1,1:100])
chol(cov_mat)
ind <- which(loc3d[, 3] == 0)
quilt.plot(loc3d[ind, 1], loc3d[ind, 2], cov_mat[1, ind], nx = 10, ny = 10)
ind <- which(loc3d[, 3] == 3)
quilt.plot(loc3d[ind, 1], loc3d[ind, 2], cov_mat[1, ind], nx = 10, ny = 10)
## SIMULATION
library(MASS)
set.seed(1235)
Z <- mvrnorm(1, mu = rep(0, ncol(cov_mat)), Sigma = cov_mat)
quilt.plot(loc3d[ind, 1], loc3d[ind, 2], Z[ind], nx = length(x), ny = length(y), xlab = "Longitude", ylab = "", zlim = range(Z), xaxt = 'n')