covar {npsp}

Covariance values

Description

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

Usage

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.