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AI-GEOSTATS: gstat in R doubts

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  • Marta Rufino
    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
    Message 1 of 2 , Nov 27, 2003
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      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 J. Pebesma
      (I added gstat-info to the addressees, as I believe this message and possibly further discussion better belong there) -- Edzer ... If your variable is called
      Message 2 of 2 , Nov 28, 2003
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        (I added gstat-info to the addressees, as I believe this message and
        possibly further discussion better belong there)
        --
        Edzer

        Marta Rufino wrote:

        > 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'

        If your variable is called z, and cutoff is .5, define the formula for
        the data as:
        I(z < .5) ~ 1

        >
        > 2. I could not manage to make it do the backtransformation of the
        > kriging predictions when using log data. Is it possible and how?

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

        >
        >
        > 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)

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

        >
        > And the variogram of the residuals for the universal kriging... how do
        > we do it? the same way?

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

        >
        > 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, ...)

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

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

        Because Paulo Ribeiro and I are different persons. gstat is much older
        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
        > gstat in R!!! Thank you so much!

        Thanks,
        --
        Edzer


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