varcov.spatial: Computes Covariance Matrix and Related Results

In famuvie/geoRcb: An Extension of Package geoR that Works with Cost-Based Distances

Description

Same as geoR's varcov.spatial, but taking into account non-Euclidean distances if pertinent.

Usage

varcov.spatial(coords = NULL, dists.lowertri = NULL, cov.model = "matern",
  kappa = 0.5, nugget = 0, cov.pars = stop("no cov.pars argument"),
  inv = FALSE, det = FALSE, func.inv = c("cholesky", "eigen", "svd",
  "solve"), scaled = FALSE, only.decomposition = FALSE, sqrt.inv = FALSE,
  try.another.decomposition = TRUE, only.inv.lower.diag = FALSE, ...)

Arguments

coords	an n x 2 matrix with the coordinates of the data locations. If not provided the argument dists.lowertri should be provided instead.
dists.lowertri	a vector with the lower triangle of the matrix of distances between pairs of data points. If not provided the argument coords should be provided instead.
cov.model	a string indicating the type of the correlation function. More details in the documentation for cov.spatial. Defaults are equivalent to the exponential model.
kappa	values of the additional smoothness parameter, only required by the following correlation functions: "matern", "powered.exponential", "cauchy" and "gneiting.matern".
nugget	the value of the nugget parameter tau^2.
cov.pars	a vector with 2 elements or an ns \times 2 matrix with the covariance parameters. The first element (if a vector) or first column (if a matrix) corresponds to the variance parameter sigma^2. second element or column corresponds to the correlation function parameter phi. If a matrix is provided each row corresponds to the parameters of one spatial structure. Models with several structures are also called nested models in the geostatistical literature.
inv	if TRUE the inverse of covariance matrix is returned. Defaults to FALSE.
det	if TRUE the logarithmic of the square root of the determinant of the covariance matrix is returned. Defaults to FALSE.
func.inv	algorithm used for the decomposition and inversion of the covariance matrix. Options are "chol" for Cholesky decomposition, "svd" for singular value decomposition and "eigen" for eigenvalues/eigenvectors decomposition. Defaults to "chol".
scaled	logical indicating whether the covariance matrix should be scaled. If TRUE the partial sill parameter sigma^2 is set to 1. Defaults to FALSE.
only.decomposition	logical. If TRUE only the square root of the covariance matrix is returned. Defaults to FALSE.
sqrt.inv	if TRUE the square root of the inverse of covariance matrix is returned. Defaults to FALSE.
try.another.decomposition	logical. If TRUE and the argument func.inv is one of "cholesky", "svd" or "solve", the matrix decomposition or inversion is tested and, if it fails, the argument func.inv is re-set to "eigen".
only.inv.lower.diag	logical. If TRUE only the lower triangle and the diagonal of the inverse of the covariance matrix are returned. Defaults to FALSE.
...	for naw, only for internal usage.

See Also

varcov.spatial

famuvie/geoRcb documentation built on May 16, 2019, 10:04 a.m.