[R-sig-Geo] Nugget from variogram.fit vs GLS

[Edzer Pebesma]

Hi Zev,

it seems that gls returns the relative nugget rather than the absolute
returned by gstat:

> 1.30231/(1.413246+1.30231)
[1] 0.479574

Could that be? I'm quite surprised results are that similar, doesn't gls
use REML to fit variograms?

Best wishes from a vivid geostat 2010,

On 07/01/2010 04:53 PM, Zev Ross wrote:
> Hi All,
> 
> I'm verifying coefficients generated with GSTAT kriging with external
> drift using GLS. The coefficients match absolutely perfectly. The range
> also matches perfectly. But there is a big difference in what GLS gives
> as the output for the nugget. Can anyone explain why this is?
> 
> Zev
> 
> ###### KED
> 
> # here's where I fit the variogram and the fit output
> 
> v.fit = fit.variogram(v, vgm(1.5, "Exp", 20, 0.5))
> 
>> v.fit
>   model    psill     range
> 1   Nug 1.302310 0.0000000
> 2   Exp 1.413246 0.8098587
> 
> # the fit is used in a KED model
> g = gstat(formula=formula(MODEL), data = so2, model = v.fit)
> 
> # here I get the coefs (these coefs match those from GLS below perfectly)
> UKcoef<-predict(g, lattice, BLUE=c(TRUE,TRUE))
> 
> ###### GLS
> 
> # use the same parameters as above and fix them
> 
> nug<-v.fit[1,2] # this is 1.302
> sill<-v.fit[1,2]+v.fit[2,2]
> range<-v.fit[2,3]
> 
> theGLS<-gls(formula(so2FinalAll), data=so2, na.action=na.omit,
> correlation=corExp(c(range, nug/sill ),
>     form=~X+Y, nugget=TRUE,fixed=TRUE), method="ML")
> 
>> summary(theGLS)
> Generalized least squares fit by maximum likelihood
>   Model: formula(so2FinalAll)
>   Data: so2
>        AIC      BIC    logLik
>   578.6551 593.7083 -284.3275
> 
> Correlation Structure: Exponential spatial correlation
>  Formula: ~X + Y
>  Parameter estimate(s):
>     range    nugget
> 0.8098587 0.4795740
> 
> # note the nugget of 0.479 vs the 1.302 above.
> 

-- 
Edzer Pebesma
Institute for Geoinformatics (ifgi), University of Münster
Weseler Straße 253, 48151 Münster, Germany. Phone: +49 251
8333081, Fax: +49 251 8339763  http://ifgi.uni-muenster.de
http://www.52north.org/geostatistics      e.pebesma at wwu.de