On 12/07/2013 08:18 PM, Hodgess, Erin wrote: > Hi again. > > I have a question about covariance matrices (again) > > Suppose we have an exponential model with c=2 and a=3. > > Then for > > c_{ij} = c exp(-h_{ij}/a), > when i=j, > we should have: > c_{ii} = 2 exp(0) = 2 > > But shouldn't c_{ii} = 1, please?
No, the covariance matrix has variances on the diagional, the correlation matrix has 1 on the diagonal. > > Thanks, > Erin > > > [[alternative HTML version deleted]] > > _______________________________________________ > R-sig-Geo mailing list > R-sig-Geo@r-project.org > https://stat.ethz.ch/mailman/listinfo/r-sig-geo > -- Edzer Pebesma Institute for Geoinformatics (ifgi), University of Münster Heisenbergstraße 2, 48149 Münster, Germany. Phone: +49 251 83 33081 http://ifgi.uni-muenster.de GPG key ID 0xAC227795 _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo