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working.compvariogmodels1 <-
function(gammadat,models,range0)
{
## gammadat : x : distance, gamma empirical semivariance
## models: variogram models to fit
## range0 : first peak or range
## value : better fitting models weighted least square
## note to Dong July 29: add nugget effects
lsout <- vector('list',length(models))
lsfit <- rep(NA,length(models))
coefs <- matrix(NA,length(models),2)
for(i in 1:length(models)){
##cat(models[i],'\n')
f <- get(paste('v',models[i],sep=''))
xx <- with(gammadat,f(x,1,range0,0))
## catch <- try(lm(gamma ~ xx-1,data=gammadat,weight=n),silent=T)
catch <- try(lm(gamma ~ xx,data=gammadat,weights=gammadat$n),silent=T)
chk <- inherits(catch,'try-error')
if(!chk) {
lsout[[i]]<- catch
lsfit[i] <- deviance(lsout[[i]])
coefs[i,] <- coef(catch)
}
}
tmp <- apply(coefs,1,function(v)
{ out <- all(!is.na(v))
if(out) {
out <- all(v>0)
}
out }
)
vii <- which(tmp)
ii <- vii[which.min(lsfit[tmp])]
if(length(ii)==0) {
ii <- 1 ## chose exp by default
xx <- vexpn(gammadat$x,1,range0,0)
lsout[[ii]] <- lm(gamma ~ xx -1, data=gammadat,weights=gammadat$n)
coefs[ii,] <- c(0,coef(lsout[[ii]]))
}
list(parms=coefs[ii,],model=models[ii])
}
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