covar: Covariance values

View source: R/cov.R

covarR Documentation

Covariance values

Description

Computes covariance values (or pseudo-covariances) given a variogram model or covariance estimates given a semivariogram estimate.

Usage

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, ...)

Arguments

x

variogram model (svarmod object) or semivariogram estimate.

h

vector (isotropic case) or matrix of lag values.

...

further arguments passed to or from other methods.

sill

(theoretical or estimated) variance C(0) = \sigma^2 or pseudo-sill (unbounded variograms).

discretize

logical. If TRUE the variogram is previously discretized.

Value

A vector of (pseudo) covariance values C(h_i) = \sigma^2 - \gamma(h_i) or covariance estimates.

See Also

sv, varcov.


npsp documentation built on May 29, 2024, 5:31 a.m.