Covariance values — covar • npsp

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Computes covariance values (or pseudo-covariances) given a variogram model or covariance estimates given a semivariogram estimate.

covar(x, h, ...)

# S3 method for class 'svarmod'
covar(x, h, sill = x$sill, discretize = FALSE, ...)

# S3 method for class 'np.svar'
covar(x, h, sill = NULL, ...)

Arguments

x: variogram model (svarmod object) or semivariogram estimate.
h: vector (isotropic case) or matrix of lag values.
...: further arguments passed to or from other methods.
sill: (theoretical or estimated) variance $C(0) = \sigma^2$ or pseudo-sill (unbounded variograms).
discretize: logical. If TRUE the variogram is previously discretized.

Value

A vector of (pseudo) covariance values $C(h_i) = \sigma^2 - \gamma(h_i)$ or covariance estimates.

See also

sv, varcov.