indicator kriging with R
On 23/10/15 01:45, Tim Peterson wrote:
Hi Dafne and Edzer, I too have been looking into gstat indicator kriging and simulation. My interest is because indicator simulations can (at least in GSLib) account for systems where extreme values are more/less spatially correlated than median values; that is the upper and lower threshold variograms can have a very different range to the mean values. However, following http://rstudio-pubs-static.s3.amazonaws.com/10216_57cb0ffbb2e94586b29dfb1849dd49f0.html, I've just realised that gstat indicator kriging requires all indicator variograms to have an intrinsic correlation or be a linear model of coregionalisation, and hence requiring each variogram to have at least an equal range (FYI, to test this change line 'meuse.fit = fit.lmc(x, meuse.i)' to 'meuse.fit = fit.lmc(x, meuse.i,fit.ranges=TRUE)'). This is most likely because, unlike GSLib, gstat uses cokriging but this limitation defeats one of the advantages of indicator simulation over Gaussian simulation.
please look into the docs of ?fit.lmc, which lets you fit non-LMC models, with each variogram its own (fitted) range. You can use these models for direct kriging, and also for cokriging, but in the latter case there is of course no guarantee that the covariance matrix is PD - the software will issue warnings, you're at your own risk, and this is quite likely hard to defend for reviewers who know some basics of random processes.
Anyway, can anyone propose a work around to this limitation? The only solution I can see is to krige each threshold independently but this does eliminate the option of accounting for cross-correlations between the thresholds or more advanced indicator feature; such as including spatially varying constraints eg http://www.mssanz.org.au/modsim2011/I9/peterson.pdf
Another, more consistent approach to modeling spatial dependencies where correlation strength varies across the value range uses copula's, see e.g. Ben Graeler's PhD work, http://ifgi.uni-muenster.de/~b_grae02/ and http://spcopula.r-forge.r-project.org/
Cheers Tim On 22/10/15 20:12, Dafne Berg wrote:
Dear Edzer, yes it is exactly what I meant. Thanks for the confirmation that it is not yet implemented in gstat. I will have a look to gslib and the book. Thanks a lot Dafne On 22 October 2015 at 09:38, Edzer Pebesma <edzer.pebesma at uni-muenster.de> wrote:
Yes, this is what indicator kriging does. What you want is probably going back from the [0..1] estimated probabilities to the original Z values. Gstat doesn't help here, but it shouldn't be too hard to write a function for this. You need to make assumptions about the distribution between different cutoff values, in particular about both extreme (open) classes. I think the GSLIB and Goovaerts books would be the first ones to look into. On 22/10/15 10:19, Dafne Berg wrote:
Dear list, I am trying to do a indicator kriging of a continuous variable. I am especially interested in performing the "order relation correction". In
the
documentation of "predict" in gstat it is mentioned as debug level 64 (order relation violations (indicator kriging values before and after
order
relation correction). However, when running predict I can only get the values in the range 0 to 1, as expected for indicator kriging. I am probably missing something very basic here, but I will be grateful
for
any pointers in the right direction
Thank you very much in advance
Best wishes
Dafne
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Edzer Pebesma Institute for Geoinformatics (ifgi), University of M?nster, Heisenbergstra?e 2, 48149 M?nster, Germany; +49 251 83 33081 Journal of Statistical Software: http://www.jstatsoft.org/ Computers & Geosciences: http://elsevier.com/locate/cageo/ Spatial Statistics Society http://www.spatialstatistics.info -------------- next part -------------- A non-text attachment was scrubbed... Name: signature.asc Type: application/pgp-signature Size: 490 bytes Desc: OpenPGP digital signature URL: <https://stat.ethz.ch/pipermail/r-sig-geo/attachments/20151023/4a6f9415/attachment.bin>