simple.local

Adopted from Data assimilation for spatio-temporal processes - p250 - Sebastian Reich

simple.local(Pf, distance.mat, scalef = 2)

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