GeneralizedWendland

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Software:104812



CRANGeneralizedWendlandMaRDI QIDQ104812

Fully Parameterized Generalized Wendland Covariance Function

Thomas C. Fischer, Reinhard Furrer, Josef Stocker

Last update: 18 February 2024

Software version identifier: 0.5-2, 0.6.0


Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

A fully parameterized Generalized Wendland covariance function for use in Gaussian process models, as well as multiple methods for approximating it via covariance interpolation. The available methods are linear interpolation, polynomial interpolation, and cubic spline interpolation. Moreno Bevilacqua and Reinhard Furrer and Tarik Faouzi and Emilio Porcu (2019) <url:<https://projecteuclid.org/journalArticle/Download?urlId=10.1214%2F17-AOS1652>>. Moreno Bevilacqua and Christian Caamaño-Carrillo and Emilio Porcu (2022) <arXiv:2008.02904>. Reinhard Furrer and Roman Flury and Florian Gerber (2022) <url:<https://CRAN.R-project.org/package=spam>>.