Oh, thank you very much!

Now everything is clear!



On 10 June 2011 12:09, Paulo Justiniano Ribeiro Jr <paulojus@c3sl.ufpr.br>wrote:

> The covariance parameters can be from:
> 1. a visual fit (which can be permoed with eyefit() in geoR)
> 2. variofit() for WLS, OLS variogram fit
> 3. likfit()  for max. likelihood estimates
> 4. arbitrary values inputed by the user
>
> for the first 3 there will be an object storing the parameters which can be
> passad to krige.control() using the argument obj.model.
> In this case it is **not necessary** pass the other parameters
> individually.
>
> an example with basic steps would be
>
> data(s100)
> v <- variog(s100, max.dist=1)
> vf <- variofit(v)
>
> predLocs <- expand.grid((0:50)/50, (0:50)/50)
>
> kc <- krige.conv(s100, loc=predLocs, krige=krige.control(obj.m=vf))
>
>
>
>
>
>
> On Fri, 10 Jun 2011, Lyolya wrote:
>
>  Dear List,
>>
>> I've been performing the ordinary kriging using the krige.conv() function,
>> and I have come across something I don't understand.
>> In order perform the kriging, one has to input the covariance parameters
>> in
>> krige.control(..., cov.pars=c(a, b), ...). Those can be obtained form the
>> variofit() function, right?
>>
>> variofit() estimates the initial covariance parameters and the estimated
>> ones. The least ones are to be input in the krige.control() function,
>> right?
>>
>> Then, what is to be input in the krige.control(obj.model)? Or this option
>> is
>> required in some special cases, and I should rather skip it?
>>
>> Thank you, in advance.
>>
>> --
>> Best
>> Lyolya.
>>
>>        [[alternative HTML version deleted]]
>>
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>>
>>
>
> Paulo Justiniano Ribeiro Jr
> LEG (Laboratorio de Estatistica e Geoinformacao)
> Universidade Federal do Parana
> Caixa Postal 19.081
> CEP 81.531-990
> Curitiba, PR  -  Brasil
> Tel: (+55) 41 3361 3573
> VOIP: (+55) (41) (3361 3600) 1053 1066
> Fax: (+55) 41 3361 3141
> e-mail: paulojus AT  ufpr  br
> http://www.leg.ufpr.br/~paulojus
>
>


-- 
Best,
Lyolya.

	[[alternative HTML version deleted]]

