Local.support

distance.mat matrix doesn't need to be just the physical distance, however it represent a measure of similarity between state variables in different sites.

Local.support(Pf, distance.mat, scalef = 1)

Arguments

Pf

Forecast error covariance matrix

distance.mat

is matrix of distances between sites.

scalef

scalef is a numeric value that requires tuning and it controls the shape of the corrolation function

Value

It returns a localized covariance matrix by taking a Schur product between Pf and a corrolation function

Author

Hamze Dokoohaki