- Dear Collegues,

I have some particular doubts about gstat for R (most probabily very basic

for what I apoligise):

1. Does it compute indicator kriging? How to define it? It should be I=.5,

but where? I could not find the argument in 'variogram'

2. I could not manage to make it do the backtransformation of the kriging

predictions when using log data. Is it possible and how?

3. How exactly we specify universal kriging? I have found different ways in

different places:

kk=krige(abu~x+y, ~x+y, dat, bl, model=wls) # I think this one indicates a

quadractic internal trend :-)

or

kk=krige(abu~(covariate), ~x+y, dat, bl, model=wls)

or

kk=krige(abu~x+y+(covariate), ~x+y, dat, bl, model=wls)

And the variogram of the residuals for the universal kriging... how do we

do it? the same way?

4. The function plot.variogram as the same name as in geoR. This causes

bugs and problems runing it, and does not allow us to run both packages

which would be important. Could this be solved by any of the authors,

simply by renaming the function... probabily there are more like this,

although I did not proceed because I got stuck.

(To solve this the only way I found is to attach and detach the packages, ...)

5. The variogram produced by both packages (gstat and geoR) are different.

Why?

It was excelent and extremely usefull for me the implementation of gstat in

R!!! Thank you so much!

Thank you very much in advance and sory to disturb you,

Marta Rufino

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--

Edzer

Marta Rufino wrote:

> Dear Collegues,

If your variable is called z, and cutoff is .5, define the formula for

>

> I have some particular doubts about gstat for R (most probabily very

> basic for what I apoligise):

>

> 1. Does it compute indicator kriging? How to define it? It should be

> I=.5, but where? I could not find the argument in 'variogram'

the data as:

I(z < .5) ~ 1

>

You can take the exponent to get a median-like estimator, for

> 2. I could not manage to make it do the backtransformation of the

> kriging predictions when using log data. Is it possible and how?

the expected value you will need to use the kriging variance as

well. See any book on lognormal kriging. The lagrange parameter

is not available.

>

These are indeed three forms of universal kriging (although some people

>

> 3. How exactly we specify universal kriging? I have found different

> ways in different places:

>

> kk=krige(abu~x+y, ~x+y, dat, bl, model=wls) # I think this one

> indicates a quadractic internal trend :-)

> or

> kk=krige(abu~(covariate), ~x+y, dat, bl, model=wls)

> or

> kk=krige(abu~x+y+(covariate), ~x+y, dat, bl, model=wls)

call the second "external drift" kriging -- but how then would they call

the third? Universal external drift kriging?).

BTW abu~x+y indicates a first order linear trend in x and y, use

abu~I(x^2)+I(y^2)+I(x*y)+x+y

for a second order linear trend (is that what you meant by quadratic trend?)

>

Yes: variogram(abu~x+y, ~x+y, dat)

> And the variogram of the residuals for the universal kriging... how do

> we do it? the same way?

>

Paulo and I are aware of this; we'll solve it, at some stage.

> 4. The function plot.variogram as the same name as in geoR. This

> causes bugs and problems runing it, and does not allow us to run both

> packages which would be important. Could this be solved by any of the

> authors, simply by renaming the function... probabily there are more

> like this, although I did not proceed because I got stuck.

> (To solve this the only way I found is to attach and detach the

> packages, ...)

> 5. The variogram produced by both packages (gstat and geoR) are

Because Paulo Ribeiro and I are different persons. gstat is much older

> different. Why?

than geoR,

but gstat in R is much younger. I copied the "old" gstat variogram

properties to the

gstat in R variogram object. I was in a hurry and didn't look too much

around. I can

regret this, but it's too late. I agree that they should have different

names. Give me

a good suggestion!

> It was excelent and extremely usefull for me the implementation of

Thanks,

> gstat in R!!! Thank you so much!

--

Edzer

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