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