Jump to content

Rational quadratic covariance function

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Skbkekas (talk | contribs) at 22:20, 31 May 2009 (Created page with 'In statistics, the '''rational quadratic covariance function''' is used in spatial statistics, geostatistics, machine learning, image analysis, …'). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

In statistics, the rational quadratic covariance function is used in spatial statistics, geostatistics, machine learning, image analysis, and other applications of multivariate statistical analysis. It is commonly used to define the statistical covariance between measurements made at two points that are d units distant from each other. Since the covariance only depends on distances between points, it is stationary. If the distance is Euclidean distance, the rational quadratic covariance function is also isotropic.

The rational quadratic covariance between two points separated by d distance units is given by

where α and k are non-negative parameters of the covariance.