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Given a realization of a spatial random field, what is the algorithm to determine the spatial covariance, or the covariance function of the spatial lag? Many thanks.

mdewey
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  • There are many. A general collection of procedures goes under the name "variography," which you ought to search and study. – whuber Jan 29 '21 at 16:26
  • Thank you. I've found many articles and books on the topic, but I never found algorithms, instead I found many formulas. – Massimiliano Romana Jan 31 '21 at 07:20
  • Algorithms were developed beginning in the 1980's: [see this Google Scholar search](https://scholar.google.com/scholar?hl=en&as_sdt=0%2C11&q=cressie+variogram&btnG=) for publications by one noted researcher. If you might be looking for software solutions, see the "geostatistics" section on the [CRAN spatial data view](https://cran.r-project.org/web/views/Spatial.html) for some pointers. – whuber Jan 31 '21 at 15:31

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