[R-sig-Geo] Gaussian Variogram Positive Definite?

Brian J. Lopes blopes at email.unc.edu
Fri Aug 31 23:18:13 CEST 2007


Hello All:

I've been banging my head against the wall about this for quite some 
time now, and I can't seem to find any reference on the matter.  I'm 
trying to calculate MLE estimates for the Gaussian variogram, but it 
seems that I consistently reach the point where the covariance matrix is 
not positive definite, as dictated by the Cholesky decomposition, even 
though the range parameter is indeed positive (note that I am also 
incorporating a nugget to sill ratio as well).  Has anybody else 
experienced this problem?  Better yet, does anybody have any references 
that discuss the situation, or how I can avoid it?

The data is a bit large, so if an example is necessary I'll try to see 
if I can come up with something reasonable.

Thanks,
Brian




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