Compute the empirical autocovariance (i.e., empirical covariance) for varying bin sizes and cutoff values.
eacf(
formula,
data,
xcoord,
ycoord,
cloud = FALSE,
bins = 15,
cutoff,
dist_matrix,
partition_factor
)
# S3 method for eacf
plot(x, ...)A formula describing the fixed effect structure.
A data frame or sf object containing the variables in formula
and geographic information.
Name of the variable in data representing the x-coordinate.
Can be quoted or unquoted. Not required if data is an sf object.
Name of the variable in data representing the y-coordinate.
Can be quoted or unquoted. Not required if data is an sf object.
A logical indicating whether the empirical autocovariance should
be summarized by distance class or not. When cloud = FALSE (the default), pairwise autocovariances
are binned and averaged within distance classes. When cloud = TRUE,
all pairwise autocovariances and distances are returned (this is known as
the "cloud" autocovariance).
The number of equally spaced bins. The default is 15. Ignored if
cloud = TRUE.
The maximum distance considered. The default is half the diagonal of the bounding box from the coordinates.
A distance matrix to be used instead of providing coordinate names.
An optional formula specifying the partition factor. If specified, autocovariances are only computed for observations sharing the same level of the partition factor.
An object from eacf().
Other arguments passed to other methods.
If cloud = FALSE, a tibble (data.frame) with distance bins
(bins), the average distance (dist), the average autocovariance (acov), and the
number of (unique) pairs (np). If cloud = TRUE, a tibble
(data.frame) with distance (dist) and autocovariance (acov)
for each unique pair.
The empirical autocovariance (i.e., empirical covariance) is a tool used to visualize and model
spatial dependence by estimating the semivariance of a process at varying distances.
For a constant-mean process, the
autocovariance at distance \(h\) is denoted \(Cov(h)\) and defined as
\(Cov(z1, z2)\). Under second-order stationarity,
\(Cov(h) = Cov(0) - \gamma(h)\), where \(gamma(h)\) is the semivariance function at distance h. Typically the residuals from an ordinary
least squares fit defined by formula are second-order stationary with
mean zero. These residuals are used to compute the empirical autocovariance
At a distance h, the empirical autocovariance is
\(1/N(h) \sum (r1 \times r2)\), where \(N(h)\) is the number of (unique)
pairs in the set of observations whose distance separation is h and
r1 and r2 are residuals corresponding to observations whose
distance separation is h. In spmodel, these distance bins actually
contain observations whose distance separation is h +- c,
where c is a constant determined implicitly by bins. Typically,
only observations whose distance separation is below some cutoff are used
to compute the empirical semivariogram (this cutoff is determined by cutoff).
eacf(sulfate ~ 1, sulfate)
#> # A tibble: 15 × 4
#> bins dist acov np
#> * <fct> <dbl> <dbl> <dbl>
#> 1 (0,1.5e+05] 103340. 93.2 149
#> 2 (1.5e+05,3.01e+05] 232014. 86.4 456
#> 3 (3.01e+05,4.51e+05] 379255. 75.7 749
#> 4 (4.51e+05,6.02e+05] 529543. 70.0 887
#> 5 (6.02e+05,7.52e+05] 677949. 62.3 918
#> 6 (7.52e+05,9.03e+05] 826917. 54.8 1113
#> 7 (9.03e+05,1.05e+06] 978773. 47.6 1161
#> 8 (1.05e+06,1.2e+06] 1127232. 35.0 1230
#> 9 (1.2e+06,1.35e+06] 1275415. 24.8 1239
#> 10 (1.35e+06,1.5e+06] 1429184. 8.00 1236
#> 11 (1.5e+06,1.65e+06] 1577636. -2.08 1139
#> 12 (1.65e+06,1.81e+06] 1729098. -15.3 1047
#> 13 (1.81e+06,1.96e+06] 1879679. -22.2 934
#> 14 (1.96e+06,2.11e+06] 2029566. -32.9 842
#> 15 (2.11e+06,2.26e+06] 2181337. -39.8 788
plot(eacf(sulfate ~ 1, sulfate))