cencovariance {lacunaritycovariance} | R Documentation |
Centred covariance estimation
Description
This function estimates the centred covariance of a stationary RACS. Available estimators are the plug-in moment centred covariance estimator, two 'balanced' estimators suggested by Picka (2000), and a third 'balanced' estimator inspired by one of Picka's pair-correlation estimators.
Usage
cencovariance(
xi,
obswin = NULL,
setcov_boundarythresh = NULL,
estimators = "all",
drop = FALSE
)
cencovariance.cvchat(
cvchat,
cpp1 = NULL,
phat = NULL,
setcov_boundarythresh = NULL,
estimators = "all",
drop = FALSE
)
Arguments
xi |
An observation of a RACS of interest as a full binary map (as an |
obswin |
If |
setcov_boundarythresh |
To avoid instabilities caused by dividing by very small quantities, if the set covariance of the observation window
is smaller than |
estimators |
A list of strings specifying estimators to use.
See details.
|
drop |
If TRUE and one estimator selected then the returned value will be a single |
cvchat |
The plug-in moment estimate of covariance as an |
cpp1 |
Picka's reduced window estimate of coverage probability as an |
phat |
The usual estimate of coverage probability,
which is the observed foreground area in |
Details
The centred covariance of a stationary RACS is
\kappa(v) =
C(v) - p^2.
The estimators available are (see (Section 3.4, Hingee, 2019) for more information):
plugin
the plug-in moment centred covariance estimatormattfeldt
an estimator inspired by an 'intrinsically' balanced pair-correlation estimator from Picka (1997) that was later studied in an isotropic situation by Mattfeldt and Stoyan (Mattfeldt and Stoyan, 2000)pickaint
Picka's 'intrinsically' balanced centred covariance estimator (Picka, 2000).pickaH
Picka's 'additively' balanced centred covariance estimator (Picka, 2000).
Currently computes centred covariance using racscovariance
.
Value
If drop = TRUE
and only one estimator is requested then a
im
object containing the centred covariance estimate is returned. Otherwise a
named imlist
of im
objects containing the centred covariance
estimates for each requested estimator.
Functions
-
cencovariance()
: Centred covariance estimates from a binary map. -
cencovariance.cvchat()
: Generates centred covariances estimates from a plug-in moment estimate of covariance, Picka's reduced window estimate of coverage probability, and the plug-in moment estimate of coverage probability. If these estimates already exist, thencencovariance.cvchat
saves significant computation time overcencovariance
.
Author(s)
Kassel Liam Hingee
References
Hingee, K.L. (2019) Spatial Statistics of Random Closed Sets for Earth Observations. PhD: Perth, Western Australia: University of Western Australia. Submitted.
Mattfeldt, T. and Stoyan, D. (2000) Improved estimation of the pair correlation function of random sets. Journal of Microscopy, 200, 158-173.
Picka, J.D. (1997) Variance-Reducing Modifications for Estimators of Dependence in Random Sets. Ph.D.: Illinois, USA: The University of Chicago.
Picka, J.D. (2000) Variance reducing modifications for estimators of standardized moments of random sets. Advances in Applied Probability, 32, 682-700.
Examples
xi <- heather$coarse
obswin <- Frame(xi)
cencovariance(xi, obswin, estimators = "all")