covar | R Documentation |
Computes covariance values (or pseudo-covariances) given a variogram model or covariance estimates given a semivariogram estimate.
covar(x, h, ...)
## S3 method for class 'svarmod'
covar(x, h, sill = x$sill, discretize = FALSE, ...)
## S3 method for class 'np.svar'
covar(x, h, sill = NULL, ...)
x |
variogram model ( |
h |
vector (isotropic case) or matrix of lag values. |
... |
further arguments passed to or from other methods. |
sill |
(theoretical or estimated) variance |
discretize |
logical. If |
A vector of (pseudo) covariance values C(h_i) = \sigma^2 - \gamma(h_i)
or covariance estimates.
sv
, varcov
.
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