Thanks Gerard, that has now been fixed in https://github.com/r-spatial/gstat/issues/106
The problem was probably introduced in 2016 when I swapped out the shipped matrix library with R's native one. The two differed in how a Choleski decomposition was returned .
On 27/04/2022 21:29, Heuvelink, Gerard wrote:
Dear List, We wish to create simulations from a cokriging model. I used to be able to do that in the past, but now I am struggling to get the correlations preserved. I dimplified the problem to a simple case with cross-correlation 0.8 (see script below), but simulations show no correlation at all. What do I do wrong? Thank you for your help, Gerard library(gstat) set.seed(12345) d <- data.frame(0,0,0,0) names(d) <- c("x","y","lmCres","lmNres") coordinates(d) = ~x+y nugC <- 1; nugN <- 1; nugCN <- 0.8 psillC <- 5; psillN <- 5; psillCN <- 4 range <- 10 g_l <- gstat(id=c("lmCres"),formula=lmCres~1,data=d,beta=0,nmax=100, model=vgm(psillC,"Sph",range=10,nugC)) g_l <- gstat(g_l,id="lmNres",formula=lmNres~1,data=d,beta=0,nmax=100, model=vgm(psillN,"Sph",range=10,nugN)) g_l <- gstat(g_l,id=c("lmCres","lmNres"),model=vgm(psillCN,"Sph",range=10,nugCN)) df <- data.frame(x=1,y=1) coordinates(df) <- ~x+y nsim <- 250 sim <- predict(g_l,df,nsim=nsim) simdf <- as.data.frame(sim) plot(as.numeric(simdf[1,3:(nsim+2)]),as.numeric(simdf[1,(nsim+3):((2*nsim)+2)])) cor(as.numeric(simdf[1,3:(nsim+2)]),as.numeric(simdf[1,(nsim+3):((2*nsim)+2)])) [[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 Heisenbergstrasse 2, 48151 Muenster, Germany Phone: +49 251 8333081 _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo