Checking the kriging matrices for their condition number can be done by setting cn_max to an appropriate value. If the estimated condition number of a matrix exceeds this value, a warning message is printed and a missing value is generated.
Warning: No Intrinsic Correlation or Linear Model of
Coregionalization
or
Warning: Cauchy-Schwartz violation: ...
After the first warning, positive definiteness of the cokriging system cannot be guaranteed anymore and thus cokriging variances may become anything--positive or negative, even if the variograms pass the Cauchy-Schwartz check.
IC (intrinsic correlation) or LMC (linear model of coregionalization) [13,10] are two models for a set of variograms and cross variograms that guarantee non-negative prediction variance. Gstat only recognises them when the order in which basic variogram models appear in the variogram definition are identical. E.g.,
variogram(a): 1 nug() + 1 sph(2); variogram(b): 2 nug() + 1 sph(2); variogram(a,b): 0.5 nug() + 0.8 sph(2);
will be recognised as LMC, but
variogram(a): 1 nug() + 1 sph(2); variogram(b): 1 sph(2)+ 2 nug(); # <- changed order variogram(a,b): 0.5 nug() + 0.8sph(2);
will not be recognised by gstat as LMC, although it is one. Both definitions will produce identical output.