[R-sig-Geo] another covariance matrix question
Edzer Pebesma
edzer.pebesma at uni-muenster.de
Sun Dec 8 21:16:57 CET 2013
On 12/07/2013 08:18 PM, Hodgess, Erin wrote:
> Hi again.
>
> I have a question about covariance matrices (again)
>
> Suppose we have an exponential model with c=2 and a=3.
>
> Then for
>
> c_{ij} = c exp(-h_{ij}/a),
> when i=j,
> we should have:
> c_{ii} = 2 exp(0) = 2
>
> But shouldn't c_{ii} = 1, please?
No, the covariance matrix has variances on the diagional, the
correlation matrix has 1 on the diagonal.
>
> Thanks,
> Erin
>
>
> [[alternative HTML version deleted]]
>
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--
Edzer Pebesma
Institute for Geoinformatics (ifgi), University of Münster
Heisenbergstraße 2, 48149 Münster, Germany. Phone: +49 251
83 33081 http://ifgi.uni-muenster.de GPG key ID 0xAC227795
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