I think the problem is with the (2,2) element in your hessian, unless that is a typo.

Cheers

David Cross
d.cr...@tcu.edu
www.davidcross.us




On Nov 16, 2010, at 8:33 PM, Jimmy Martina wrote:


Hi, R-folks:

I have been tryin many combination of parameter to make Matern variogram to work, but I can't find the available one. I'm near to be crazy.
I tiped:
Año2003Selg.lf<- likfit (Año2003Selg ,cov .model = "matern ",ini .cov .pars = c (1.5,14 ),kappa = 2.5 ,fix .kappa=FALSE,nugget=0.08,lambda=0.008,fix.lambda=FALSE,hessian=TRUE)

the hessian shows:

$hessian
         [,1]           [,2]        [,3]      [,4]
[1,]  9.139986  -8.562736e+00   41.648355 -3.801615
[2,] -8.562736  3.351952e+159 -147.279881 -7.083089
[3,] 41.648355  -1.472799e+02  347.493191 -7.509035
[4,] -3.801615  -7.083089e+00   -7.509035 90.681917

Then, I put:  solve(Año2003Selg.lf$info.minimisation.function$hessian)

...and it's shown as following:

Error in solve.default(Año2003Selg.lf$info.minimisation.function $hessian) : sistem is computationally singular: number of reciprocity condition= 1.05091e-159

on account of I work in Spanish, it's shown:
Error in solve.default(Año2003Selg.lf$info.minimisation.function $hessian) : sistema es computacionalmente singular: número de condición recíproco = 1.05091e-159

I also wander if there is any limit for kappa. Which one would be the maximun. As far as I'm concerned, it must be always major than cero, right?. I also know that its values depend on the tendency of cloud semivariogram, if it flattens slowly (Gaussian) it's major.

I'll thank the one available to answer my desperate question. <ATT00001..txt>

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