Empirical covariogram for the Poisson-log normal model

The empirical covariogram in Christensen, Møller and Waagepetersen (2000) for the Poisson-log normal model can be calculated using the function covariog.

covar <- covariog(rongelap, uvec = c((1:20)*40))

Theoretical and empirical variograms can be plotted and visually compared. For example, the figure below shows the estimated covariogram, a theoretical covariogram model (which in fact was estimated) and an envelope (2.5 and 97.5 percent quantiles) based on simulating the covariogram for the model having parameters given in parms.R.

parmR <- list(cov.model = "powered.exponential", kappa = 0.843, cov.pars = c(0.31,6702/61.9), beta = 1.836)

class(parmR) <- "covariomodel"

konvol <- covariog.model.env(rongelap, obj.covariog = covar, model.pars = parmR)

plot(covar, envelope.obj = konvol)

lines(parmR, max.dist = 800, lty = 1)

------------- last change: 24 March 2003.