[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
More information about the R-sig-Geo
mailing list