Variogram.gls: Calculate Semi-variogram for Residuals from a gls Object

Description

This method function calculates the semi-variogram for the residuals from a gls fit. The semi-variogram values are calculated for pairs of residuals within the same group level, if a grouping factor is present. If collapse is different from "none", the individual semi-variogram values are collapsed using either a robust estimator (robust = TRUE) defined in Cressie (1993), or the average of the values within the same distance interval. The semi-variogram is useful for modeling the error term correlation structure.

Usage

# S3 method for gls
Variogram(object, distance, form, resType, data,
      na.action, maxDist, length.out, collapse, nint, breaks,
      robust, metric, ...)

Value

a data frame with columns variog and dist representing, respectively, the semi-variogram values and the corresponding distances. If the semi-variogram values are collapsed, an extra column, n.pairs, with the number of residual pairs used in each semi-variogram calculation, is included in the returned data frame. If

object includes a corSpatial element, a data frame with its corresponding semi-variogram is included in the returned value, as an attribute "modelVariog". The returned value inherits from class Variogram.

Arguments

object: an object inheriting from class "gls", representing a generalized least squares fitted model.
distance: an optional numeric vector with the distances between residual pairs. If a grouping variable is present, only the distances between residual pairs within the same group should be given. If missing, the distances are calculated based on the values of the arguments form, data, and metric, unless object includes a corSpatial element, in which case the associated covariate (obtained with the getCovariate method) is used.
form: an optional one-sided formula specifying the covariate(s) to be used for calculating the distances between residual pairs and, optionally, a grouping factor for partitioning the residuals (which must appear to the right of a | operator in form). Default is ~1, implying that the observation order within the groups is used to obtain the distances.
resType: an optional character string specifying the type of residuals to be used. If "response", the "raw" residuals (observed - fitted) are used; else, if "pearson", the standardized residuals (raw residuals divided by the corresponding standard errors) are used; else, if "normalized", the normalized residuals (standardized residuals pre-multiplied by the inverse square-root factor of the estimated error correlation matrix) are used. Partial matching of arguments is used, so only the first character needs to be provided. Defaults to "pearson".
data: an optional data frame in which to interpret the variables in form. By default, the same data used to fit object is used.
na.action: a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes an error message to be printed and the function to terminate, if there are any incomplete observations.
maxDist: an optional numeric value for the maximum distance used for calculating the semi-variogram between two residuals. By default all residual pairs are included.
length.out: an optional integer value. When object includes a corSpatial element, its semi-variogram values are calculated and this argument is used as the length.out argument to the corresponding Variogram method. Defaults to 50.
collapse: an optional character string specifying the type of collapsing to be applied to the individual semi-variogram values. If equal to "quantiles", the semi-variogram values are split according to quantiles of the distance distribution, with equal number of observations per group, with possibly varying distance interval lengths. Else, if "fixed", the semi-variogram values are divided according to distance intervals of equal lengths, with possibly different number of observations per interval. Else, if "none", no collapsing is used and the individual semi-variogram values are returned. Defaults to "quantiles".
nint: an optional integer with the number of intervals to be used when collapsing the semi-variogram values. Defaults to 20.
robust: an optional logical value specifying if a robust semi-variogram estimator should be used when collapsing the individual values. If TRUE the robust estimator is used. Defaults to FALSE.
breaks: an optional numeric vector with the breakpoints for the distance intervals to be used in collapsing the semi-variogram values. If not missing, the option specified in collapse is ignored.
metric: an optional character string specifying the distance metric to be used. The currently available options are "euclidean" for the root sum-of-squares of distances; "maximum" for the maximum difference; and "manhattan" for the sum of the absolute differences. Partial matching of arguments is used, so only the first three characters need to be provided. Defaults to "euclidean".
...: some methods for this generic require additional arguments. None are used in this method.

Author

José Pinheiro and Douglas Bates bates@stat.wisc.edu

References

Cressie, N.A.C. (1993), "Statistics for Spatial Data", J. Wiley & Sons.

Examples

Run this code

fm1 <- gls(weight ~ Time * Diet, BodyWeight)
Vm1 <- Variogram(fm1, form = ~ Time | Rat)
print(head(Vm1), digits = 3)

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