Performs Simple Kriging using y, a vector of length $n$,
V, the (positive definite) covariance matrix of the
observed responses, Vp, the
$np \times np$
covariance matrix of the responses to be predicted, Vop,
the $n \times np$ matrix of covariances between the observed
responses and the responses to be predicted, and m, a numeric vector
of length 1 identifying the value of the mean
for each response.
Usage
krige.sk(y, V, Vp, Vop, m)
Arguments
y
The vector of observed responses.
Should be a matrix of size $n \times 1$ or a vector of
length $n$.
V
The covariance matrix of the observed responses.
The size is $n \times n$.
Vp
The covariance matrix of the responses to be predicted.
The size is $np \times np$
Vop
The cross-covariance between the observed responses
and the responses to be predicted. The size is
$n \times np$.
m
A numeric vector of length 1 giving the mean of each response.
Value
The function a list containing the following objects:
predA vector of length $np$ containing the predicted
responses.
mspeA vector of length $np$ containing the
mean-square prediction error of the predicted
responses.
wA $np \times n$ matrix containing the kriging
weights used to calculate red.
Details
It is assumed that there are $n$ observed data values
and that we wish to make predictions at $np$ locations.
The mean is subtracted from each value of y before determining the kriging weights,
and then the mean is added onto the predicted response.
References
Statistical Methods for Spatial Data Analysis, Schabenberger and Gotway (2003). See p. 226-228.