to_vario: Autocovariance to Semivariogram

In CovEsts: Nonparametric Estimators for Covariance Functions

Autocovariance to Semivariogram

Description

This function computes an estimated semivariogram using an estimated autocovariance function.

Usage

to_vario(estCov)

Arguments

estCov

A vector whose values are an estimate autocovariance function.

Details

The semivariogram, \gamma(h) and autocovariance function, C(h), under the assumption of weak stationarity are related as follows:

\gamma(h) = C(0) - C(h) .

When an empirical autocovariance function is considered instead, this relation does not necessarily hold, however, it can be used to obtain a function that is close to a semivariogram, see Bilchouris and Olenko (2025).

Value

A vector whose values are an estimate of the semivariogram.

References

Bilchouris, A. & Olenko, A (2025). On Nonparametric Estimation of Covariogram. Austrian Statistical Society 54(1), 112-137. 10.17713/ajs.v54i1.1975

Examples

X <- c(1, 2, 3)
estCov <- standard_est(X, meanX=mean(X), maxLag = 2, pd=FALSE)
to_vario(estCov)

CovEsts documentation built on Sept. 10, 2025, 10:39 a.m.