Analysis of Rainfall Data
by Robust Spatial Statistics
using S+SpatialStats
Marc G. Genton, Reinhard Furrer
Abstract
This paper discusses the use of robust geostatistical methods on a
data set of rainfall measurements in Switzerland. The variables are detrended via
non-parametric estimation penalized with a smoothing parameter. The optimal
trend is computed with a smoothing parameter based on cross-validation. Then, variograms
are estimated by a highly robust estimator of scale. The
parametric
variogram models are fitted by generalized least squares, thus taking account of
the variance-covariance structure of the variogram estimates.
Comparison of kriging with the initial measurements is completed and yields interesting
results. All these
computations are done with the software
S+SpatialStats, extended with new functions in S+ that are made available.
Keywords:
Robustness; Trend; Variogram; Generalized least squares; Kriging.
S-Plus functions
Download of the functions for highly robust variogram estimation and generalized least squares fitting.
This software may be used, copied and modified freely for scientific
and/or non-commercial purposes, provided reference is made.
The authors decline any responsibility of the correctness of the functions
and any damages that may occur by using them.
The authors appriciate all comments on the functions.
References
Rousseeuw, P.J. and Croux, C. (1993):
"Alternatives to the Median Absolute Deviation,"
Journal of the American Statistical Association, Vol. 88, 1273-1283.
Genton, M. G. (1996):
"Robustness in Variogram Estimation and Fitting in
Geostatistics", Ph.D. Thesis #1595, Department of Mathematics, Swiss Federal
Institute of Technology.
Genton, M. G., (1998):
"Highly Robust Variogram Estimation",
Mathematical Geology, Vol. 30, No. 2, p. 213-221.
Genton, M. G., (1998):
"Variogram Fitting by Generalized Least Squares Using an
Explicit Formula for the Covariance Structure",
Mathematical Geology, Vol. 30, No. 4, 323-345.
Genton, M. G., (1998):
"Spatial Breakdown Point of Variogram Estimators",
Mathematical Geology, Vol. 30, No. 7, 853-871.
Furrer, R. and Genton, M. G. (1998):
"Robust Spatial Data Analysis of Lake Geneva
Sediments with S+SpatialStats",
Systems Research and Information Science, Special Issue on Spatial Data: Neural Nets/Statistics, Vol. 8, No. 4, 257-272.