Description Usage Arguments Details Value Note Author(s) References See Also Examples
This function calculates the empirical variogram of multidimensional tracking data for visualizing stationary (timeaveraged) autocorrelation structure. One of two algorithms is used. The slow O(n^2) algorithm is based upon Fleming et al (2014), but with intervalweights instead of lagweights. Additional modifications have also been included to accommodate drift in the sampling rate. The fast O(n \log n) algorithm is based upon the FFT method of Marcotte (1996), with some tweaks to better handle irregularly sampled data. Both methods reduce to the unbiased “method of moments” estimator in the case of evenly scheduled data, even with missing observations, but they produce slightly different outputs for irregularly sampled data.
1 
data 

dt 
Lag bin width. An ordered array will yield a progressive coarsening of the lags. Defaults to the median sampling interval. 
fast 
Use the intervalweighted algorithm if 
res 
Increase the discretization resolution for irregularly sampled data with 
CI 
Defaults to only consider nonoverlapping lags independent. All unique lags are considered independent with "IID". 
axes 
Array of axes to calculate an average (isotropic) variogram for. 
If no dt
is specified, the median sampling interval is used. This is typically a good assumption for most data, even when there are gaps. A dt
coarser than the sampling interval may bias the variogram (particuarly if fast=TRUE
) and so this should be reserved for poor data quality.
For irregularly sampled data, it may be useful to provide an array of timelag bin widths to progressively coarsen the variogram. I.e., if you made the very bad choice of changing your sampling interval on the fly from dt1
to dt2
, where dt1
< dt2
, the an appropriate choice would be dt=c(dt1,dt2)
. On the other hand, if your sampling is itself a noisy process, then you might want to introduce larger and larger dt
components as the visual appearance of the variogram breaks down with increasing lags.
Alternatively, you might try the fast=FALSE
option or aggregating multiple individuals with mean.variogram
.
With irregularly sampled data, different size lags must be aggregated together, and with current fast methods there is a tradeoff between bias and smoothness. The default settings produce a relatively smooth estimate, while increasing res
(or setting fast=FALSE
) will produce a less biased estimate, which is very useful for correlogram
.
In standard variogram regression treatments, all lags are considered as independent (CI="IID"
) for the purposes of confidenceinterval estimation, even if they overlap in time. However, in high resolution datasets this will produce vastly underestimated confidence intervals. Therefore, the default CI="Markov"
behavior is to consider only the maximum number of nonoverlapping lags in calculating confidence intervals.
Returns a variogram object (class variogram) which is a dataframe containing the timelag, lag
, the semivariance estimate at that lag, SVF
, and the approximate number of degrees of freedom associated with that semivariance, DOF
, with which its confidence intervals can be estimated.
Prior to ctmm
v0.3.6, fast=FALSE
used the lagweighted esitmator of Fleming et al (2014). Lag weights have been abandoned in favor of interval weights, which are less sensitive to sampling irregularity. The same weighting formulas are used, but with dt
instead of the current lag.
C. H. Fleming and J. M. Calabrese.
D. Marcotte. Fast variogram computation with FFT. Computers and Geosciences 22(10), 11751186 (1996).
C. H. Fleming, J. M. Calabrese, T. Mueller, K.A. Olson, P. Leimgruber, W. F. Fagan. From finescale foraging to home ranges: A semivariance approach to identifying movement modes across spatiotemporal scales. The American Naturalist, 183:5, E154E167 (2014).
vignette("variogram")
, correlogram
, mean.variogram
, plot.variogram
, variogram.fit
.
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