GEOSTATS: Positive definiteness in case of collocated cokriging
- Dear all,
I would really appreciate your comments on the following:
Collocated cokriging requires knowledge of only the Z covariance and the Z-Y
cross-covariance. Sometimes the latter can be inferred from the Z covariance
by using the Markov approximation (as explained in GSLIB user's guide) .
Now, how can I ensure positive definiteness of the covariance matrix if the
Markov approximation does not fit? More in particular, (how) should I apply
the linear model of coregionalization considering the fact that the Y
covariance is not called for, except at h=0?
Thanks in advance.
*To post a message to the list, send it to ai-geostats@....
*As a general service to list users, please remember to post a summary
of any useful responses to your questions.
*To unsubscribe, send email to majordomo@... with no subject and
"unsubscribe ai-geostats" in the message body.
DO NOT SEND Subscribe/Unsubscribe requests to the list!