Importance of Orthogonalization Algorithm in Modeling Conditional Distributions by Orthogonal Transformed Indicator Methods

Abstract

The orthogonal transformed indicator approach to conditional cumulative distribution functions is based on the decomposition of the indicator variogram matrix as a matrix product. This paper explores the manner in which the decomposition algorithm affects the conditional cumulative distribution function as estimated by orthogonal transformed indicator kriging. Five decomposition algorithms are considered: spectral, Cholesky, symmetric, Cholesky-spectral, and simultaneous decompositions. Impact of the algorithms on spatial orthogonality and order relations problems is examined and their performances together with indicator kriging are compared using a real dataset.