[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
> 
> 
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> 
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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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