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Fitting Spatio-Temporal Variogram using WLS

1 message · Humayera Islam

#
I have been trying to fit a Spatio-Temporal Variogram using non-separable
classes of covariances using the WLS criterion(attached is my data file). But
I'm not getting any result using optim() or nls(). Here is the way I'm
using the optim() function for a single parametric model.

weights<-c(with(coord.smooth,table(tlag,slag)))
weights<-weights[-1]

##Parametric ST variogram Families
weightedLS<-function(par){
  Sigma<-par[1]
  Tau<-par[2]
  a<-par[3]
  b<-par[4]
  n<-weights
  observed<-coord.smooth[,3]
  h<-coord.smooth[,2]
  u<-coord.smooth[,1]
  eg1<-exp(-b^2*h^2/(a^2*u^2+1))/(a^2*u^2+1)
  pred<-Sigma*(1-eg1)+Tau
  wls<-sum(n*(observed/pred)-1)^2
  return(wls)

}

eg1.fit<-optim(c(0,0,0,0),fn=weightedLS,
               method="L-BFGS-B",lower=rep(0,4))
On Mon, Mar 10, 2014 at 7:42 PM, Humayera Islam <hislam at isrt.ac.bd> wrote:

            
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