context("factional.operators") test_that("Operator construction for fractional stationary Matern", { x <- seq(from = 0, to = 1, length.out = 51) fem <- rSPDE.fem1d(x) d <- 1 nu <- 0.8 sigma <- 0.5 kappa <- 20 alpha <- nu + d/2 range <- sqrt(8*nu)/kappa op1 <- matern.operators( range = range, sigma = sigma, nu = nu,, loc_mesh = x, d = 1, type = "operator", parameterization = "matern" ) tau <- sqrt(gamma(nu) / (sigma^2 * kappa^(2 * nu) * (4 * pi)^(d / 2) * gamma(nu + d / 2))) beta <- (nu + d / 2) / 2 op2 <- spde.matern.operators( kappa = kappa, tau = tau, alpha = alpha, loc_mesh = x, d = d, type = "operator", parameterization = "spde" ) L <- fem$G + kappa^2 * fem$C op3 <- fractional.operators( L = L, scale.factor = kappa^2, tau = tau, beta = beta, C = fem$C ) v <- t(rSPDE.A1d(x, 0.5)) c1 <- as.vector(Sigma.mult(op1, v)) c2 <- as.vector(Sigma.mult(op2, v)) c3 <- as.vector(Sigma.mult(op3, v)) c0 <- as.vector(matern.covariance(abs(x - 0.5), kappa = kappa, nu = nu, sigma = sigma)) expect_equal(c1, c2, tolerance = 1e-10) expect_equal(c2, c3, tolerance = 1e-10) expect_equal(c3, c0, tolerance = 0.02) }) test_that("Operator construction for non-fractional stationary Matern", { x <- seq(from = 0, to = 1, length.out = 51) fem <- rSPDE.fem1d(x) d <- 1 nu <- 1.5 sigma <- 0.5 kappa <- 20 alpha <- nu + d/2 range <- sqrt(8*nu)/kappa op1 <- matern.operators( range = range, sigma = sigma, nu = nu, loc_mesh = x, d = 1, type = "operator", parameterization = "matern" ) tau <- sqrt(gamma(nu) / (sigma^2 * kappa^(2 * nu) * (4 * pi)^(d / 2) * gamma(nu + d / 2))) beta <- (nu + d / 2) / 2 op2 <- spde.matern.operators( kappa = kappa, tau = tau, alpha = alpha, loc_mesh = x, d = d, type = "operator", parameterization = "spde" ) L <- fem$G + kappa^2 * fem$C op3 <- fractional.operators( L = L, scale.factor = kappa^2, tau = tau, beta = beta, C = fem$C ) v <- t(rSPDE.A1d(x, 0.5)) c1 <- as.vector(Sigma.mult(op1, v)) c2 <- as.vector(Sigma.mult(op2, v)) c3 <- as.vector(Sigma.mult(op3, v)) c0 <- as.vector(matern.covariance(abs(x - 0.5), kappa = kappa, nu = nu, sigma = sigma)) expect_equal(c1, c2, tolerance = 1e-10) expect_equal(c2, c3, tolerance = 1e-10) expect_equal(c3, c0, tolerance = 0.02) }) test_that("Operator construction for fractional stationary Matern with beta>1", { x <- seq(from = 0, to = 1, length.out = 51) fem <- rSPDE.fem1d(x) d <- 1 nu <- 2 sigma <- 0.5 kappa <- 20 alpha <- nu + d/2 range <- sqrt(8*nu)/kappa op1 <- matern.operators( range = range, sigma = sigma, nu = nu, loc_mesh = x, d = 1, type = "operator", parameterization = "matern" ) tau <- sqrt(gamma(nu) / (sigma^2 * kappa^(2 * nu) * (4 * pi)^(d / 2) * gamma(nu + d / 2))) beta <- (nu + d / 2) / 2 op2 <- spde.matern.operators( kappa = kappa, tau = tau, alpha = alpha, loc_mesh = x, d = d, type = "operator", parameterization = "spde" ) L <- fem$G + kappa^2 * fem$C op3 <- fractional.operators( L = L, scale.factor = kappa^2, tau = tau, beta = beta, C = fem$C ) v <- t(rSPDE.A1d(x, 0.5)) c1 <- as.vector(Sigma.mult(op1, v)) c2 <- as.vector(Sigma.mult(op2, v)) c3 <- as.vector(Sigma.mult(op3, v)) c0 <- as.vector(matern.covariance(abs(x - 0.5), kappa = kappa, nu = nu, sigma = sigma)) expect_equal(c1, c2, tolerance = 1e-10) expect_equal(c2, c3, tolerance = 1e-10) expect_equal(c3, c0, tolerance = 0.02) }) test_that("Operator construction for non-stationary Matern", { x <- seq(from = 0, to = 1, length.out = 51) fem <- rSPDE.fem1d(x) d <- 1 nu <- 0.8 kappa <- 10 * (1 + 2 * x^2) tau <- 0.1 * (1 - 0.7 * x^2) alpha <- nu + d/2 op1 <- spde.matern.operators( kappa = kappa, tau = tau, alpha = alpha, loc_mesh = x, d = d, m = 1, type = "operator", parameterization = "spde" ) beta <- (nu + d / 2) / 2 L <- fem$G + fem$C %*% Matrix::Diagonal(dim(fem$C)[1], kappa^2) op2 <- fractional.operators( L = L, scale.factor = min(kappa)^2, tau = tau, beta = beta, C = fem$C ) v <- t(rSPDE.A1d(x, 0.5)) c1 <- as.vector(Sigma.mult(op1, v)) c2 <- as.vector(Sigma.mult(op2, v)) expect_equal(c1, c2, tolerance = 1e-10) })