Nugget effect
= Nugget effect
{title2=$\tau^2$}
The nugget is the discontinuity of a distance <semivariogram> at zero. Independent location-specific noise of <variance> $\tau^2$ contributes <covariance> $\tau^2$ at zero displacement and zero <covariance> at nonzero displacement, so its <semivariogram> is $\tau^2\mathbf1_{\{h\ne0\}}$.