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Developments in Environmental Modelling, 20

Numerical Ecology

SECOND ENGLISH EDITION

Developments in Environmental Modelling

1.ENERGY AND ECOLOGICAL MODELLING edited by W.J. Mitsch, R.W. Bossermann and J.M. Klopatek, 1981

2.WATER MANAGEMENT MODELS IN PRACTICE: A CASE STUDY OF THE ASWAN HIGH DAM by D. Whittington and G. Guariso, 1983

3.NUMERICAL ECOLOGY by L. Legendre and P. Legendre, 1983

4A. APPLICATION OF ECOLOGICAL MODELLING IN ENVIRONMENTAL MANAGEMENT PART A edited by S.E. Jørgensen, 1983

4B. APPLICATION OF ECOLOGICAL MODELLING IN ENVIRONMENTAL MANAGEMENT PART B edited by S.E. Jørgensen and W.J. Mitsch, 1983

5.ANALYSIS OF ECOLOGICAL SYSTEMS: STATE-OF-THE-ART IN ECOLOGICAL MODELLING edited by W.K. Lauenroth, G.V. Skogerboe and M. Flug, 1983

6.MODELLING THE FATE AND EFFECT OF TOXIC SUBSTANCES IN THE ENVIRONMENT edited by S.E. Jørgensen, 1984

7.MATHEMATICAL MODELS IN BIOLOGICAL WASTE WATER TREATMENT edited by S.E. Jørgensen and M.J. Gromiec, 1985

8.FRESHWATER ECOSYSTEMS: MODELLING AND SIMULATION by M. Stra˘skraba and A.H. Gnauck, 1985

9.FUNDAMENTALS OF ECOLOGICAL MODELLING by S.E. Jørgensen, 1986

10.AGRICULTURAL NONPOINT SOURCE POLLUTION: MODEL SELECTION AND APPLICATION edited by A. Giorgini and F. Zingales, 1986

11.MATHEMATICAL MODELLING OF ENVIRONMENTAL AND ECOLOGICAL SYSTEMS edited by J.B. Shukla, T.G. Hallam and V. Capasso, 1987

12.WETLAND MODELLING edited by W.J. Mitsch, M. Stra˘skraba and S.E. Jørgensen, 1988

13.ADVANCES IN ENVIRONMENTAL MODELLING edited by A. Marani, 1988

14.MATHEMATICAL SUBMODELS IN WATER QUALITY SYSTEMS edited by S.E. Jørgensen and M.J. Gromiec, 1989

15.ENVIRONMENTAL MODELS: EMISSIONS AND CONSEQUENCES edited by J. Fenhann, H. Larsen, G.A. Mackenzie and B. Rasmussen, 1990

16.MODELLING IN ECOTOXICOLOGY edited by S.E. Jørgensen, 1990

17.MODELLING IN ENVIRONMENTAL CHEMISTRY edited by S.E. Jørgensen, 1991

18.INTRODUCTION TO ENVIRONMENTAL MANAGEMENT edited by P.E. Hansen and S.E. Jørgensen, 1991

19.FUNDAMENTALS OF ECOLOGICAL MODELLING by S.E. Jørgensen, 1994

Contents

Preface xi

1. Complex ecological data sets

1.0

Numerical analysis of ecological data

1

1.1

Autocorrelation and spatial structure

8

 

1 – Types of spatial structures, 11; 2 – Tests of statistical significance in the presence

 

of autocorrelation, 12; 3 – Classical sampling and spatial structure, 16

1.2

Statistical testing by permutation 17

 

 

1 – Classical tests of significance, 17; 2 – Permutation tests, 20; 3 – Numerical

 

example, 22; 4 – Remarks on permutation tests, 24

1.3Computers 26

1.4 Ecological descriptors 27

1 – Mathematical types of descriptor, 28; 2 – Intensive, extensive, additive, and nonadditive descriptors, 31

1.5 Coding 33

1 – Linear transformation, 34; 2 – Nonlinear transformations, 35; 3 – Combining descriptors, 37; 4 – Ranging and standardization, 37; 5 – Implicit transformation in association coefficients, 39; 6 – Normalization, 39; 7 – Dummy variable (binary) coding, 46

1.6 Missing data 47

1 – Deleting rows or columns, 48; 2 – Accommodating algorithms to missing data, 48; 3 – Estimating missing values, 48

2. Matrix algebra: a summary

2.0

Matrix algebra

51

 

2.1

The ecological data matrix 52

2.2

Association matrices

55

2.3

Special matrices

56

 

2.4

Vectors and scaling

61

vi

Contents

 

 

2.5

Matrix addition and multiplication 63

2.6

Determinant 68

 

2.7

The rank of a matrix 72

 

2.8

Matrix inversion 73

 

2.9

Eigenvalues and eigenvectors

80

 

1 – Computation, 81; 2 – Numerical examples, 83

2.10

Some properties of eigenvalues and eigenvectors 90

2.11

Singular value decomposition

94

3. Dimensional analysis in ecology

3.0 Dimensional analysis 97

3.1Dimensions 98

3.2

Fundamental principles and the Pi theorem

103

3.3

The complete set of dimensionless products

118

3.4

Scale factors and models 126

 

4. Multidimensional quantitative data

4.0

Multidimensional statistics

131

 

 

 

4.1

Multidimensional variables and dispersion matrix 132

4.2

Correlation matrix

139

 

 

 

 

4.3

Multinormal distribution

144

 

 

 

4.4

Principal axes 152

 

 

 

 

4.5

Multiple and partial correlations

158

 

 

 

1 – Multiple linear

correlation, 158;

2 – Partial

correlation, 161; 3 – Tests of

 

statistical significance, 164;

4 – Interpretation of

correlation coefficients, 166;

 

5 – Causal modelling using correlations, 169

 

4.6

Multinormal conditional distribution

173

 

4.7

Tests of normality and multinormality

178

 

5. Multidimensional semiquantitative data

5.0

Nonparametric statistics 185

 

5.1

Quantitative, semiquantitative, and qualitative multivariates 186

5.2

One-dimensional nonparametric statistics 191

5.3

Multidimensional ranking tests

194

Contents

vii

 

 

6. Multidimensional qualitative data

6.0

General principles

207

 

6.1

Information and entropy 208

 

6.2

Two-way contingency tables

216

6.3

Multiway contingency tables

222

6.4

Contingency tables: correspondence 230

6.5

Species diversity

235

 

1 – Diversity, 239; 2 – Evenness, equitability, 243

7. Ecological resemblance

7.0

The basis for clustering and ordination

247

 

7.1

Q and R analyses

248

 

 

 

 

 

7.2

Association coefficients

251

 

 

 

7.3

Q mode: similarity coefficients

253

 

 

 

1

– Symmetrical binary coefficients, 254; 2 – Asymmetrical binary coefficients, 256;

 

3

– Symmetrical

quantitative

coefficients, 258; 4 – Asymmetrical

quantitative

 

coefficients, 264; 5 – Probabilistic coefficients, 268

 

7.4

Q mode: distance coefficients

274

 

 

 

1

– Metric distances, 276; 2 – Semimetrics, 286

 

7.5

R mode: coefficients of dependence

288

 

 

1

– Descriptors

other

than

species

abundances, 289; 2 – Species

abundances:

 

biological associations, 291

 

 

 

 

 

7.6

Choice of a coefficient

295

 

 

 

 

7.7

Computer programs and packages

302

 

8. Cluster analysis

8.0 A search for discontinuities 303

8.1Definitions 305

8.2

The basic model: single linkage clustering

308

8.3

Cophenetic matrix and ultrametric property

312

 

1 – Cophenetic matrix, 312; 2 – Ultrametric property, 313

8.4

The panoply of methods

314

 

 

 

1 – Sequential

versus simultaneous

algorithms, 314; 2 – Agglomeration versus

 

division, 314;

3 – Monothetic

versus

polythetic

methods, 314; 4 – Hierarchical

 

versus non-hierarchical methods, 315; 5 – Probabilistic versus non-probabilistic

 

methods, 315

 

 

 

 

viii

Contents

 

 

 

 

 

 

 

8.5 Hierarchical agglomerative clustering

316

 

 

1 – Single linkage agglomerative

clustering, 316; 2 – Complete

linkage

agglomerative

clustering, 316; 3 – Intermediate

linkage clustering, 318;

4 – Unweighted

arithmetic average

clustering (UPGMA), 319; 5 – Weighted

arithmetic average clustering (WPGMA), 321; 6 – Unweighted centroid clustering

(UPGMC), 322;

7 – Weighted centroid

clustering

(WPGMC), 324;

8 – Ward’s

minimum variance method, 329; 9 – General agglomerative clustering model, 333; 10 – Flexible clustering, 335; 11 – Information analysis, 336

8.6Reversals 341

8.7

Hierarchical divisive clustering

343

 

 

 

1 – Monothetic methods, 343; 2 – Polythetic

methods, 345;

3 – Division in

 

ordination space, 346; 4 – TWINSPAN, 347

 

 

8.8

Partitioning by K-means 349

 

 

 

8.9

Species clustering: biological associations

355

 

 

1 – Non-hierarchical

complete

linkage clustering, 358;

2 – Probabilistic

 

clustering, 361; 3 – Indicator species, 368

 

 

8.10

Seriation 371

 

 

 

 

8.11

Clustering statistics

374

 

 

 

 

1 – Connectedness and isolation, 374; 2 – Cophenetic correlation and related

 

measures, 375

 

 

 

 

8.12

Cluster validation

378

 

 

 

8.13

Cluster representation and choice of a method 381

 

9. Ordination in reduced space

9.0

Projecting data sets in a few dimensions

387

 

9.1

Principal component analysis (PCA)

391

 

 

 

1

– Computing the eigenvectors, 392; 2 – Computing and representing the principal

 

components, 394;

3 – Contributions of

descriptors, 395;

4 – Biplots, 403;

 

5

– Principal

components

of

a

correlation

matrix, 406; 6 – The meaningful

 

components, 409;

7 – Misuses

of

principal

components, 411;

8 – Ecological

 

applications, 415; 9 – Algorithms, 418

 

 

 

 

9.2

Principal coordinate analysis (PCoA)

 

424

 

 

 

1

– Computation, 425;

2 – Numerical

example, 427; 3 – Rationale of the

 

method, 429;

4 – Negative

eigenvalues, 432;

5 – Ecological applications, 438;

 

6

– Algorithms, 443

 

 

 

 

 

 

 

 

 

9.3

Nonmetric multidimensional scaling (MDS)

444

 

9.4

Correspondence analysis (CA)

451

 

 

 

 

 

1

– Computation, 452;

2 – Numerical

example, 457; 3 – Interpretation, 461;

 

4

– Site

species

data

tables, 462;

 

5 – Arch effect, 465;

6 – Ecological

 

applications, 472; 7 – Algorithms, 473

 

 

 

 

9.5

Factor analysis

476

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Contents

 

ix

 

 

 

10. Interpretation of ecological structures

 

 

10.0

Ecological structures

481

 

 

 

10.1

Clustering and ordination

482

 

 

10.2

The mathematics of ecological interpretation

486

 

10.3

Regression

497

 

 

 

 

 

 

1

– Simple

linear

regression:

model I, 500;

2 – Simple linear

regression:

 

model II, 504; 3 – Multiple linear regression, 517; 4 – Polynomial regression, 526;

 

5

– Partial

linear

regression, 528; 6 – Nonlinear regression, 536;

7 – Logistic

 

regression, 538; 8 – Splines and LOWESS smoothing, 542

 

10.4

Path analysis

546

 

 

 

 

 

10.5

Matrix comparisons

551

 

 

 

 

 

1

– Mantel test,

552;

2 – More

than two matrices, 557; 3 – ANOSIM test, 560;

 

4

– Procrustes analysis, 563

 

 

 

 

10.6

The 4th-corner problem

565

 

 

1 – Comparing two qualitative variables, 566; 2 – Test of statistical significance, 567; 3 – Permutational models, 569; 4 – Other types of comparison among variables, 571

11.

Canonical analysis

 

 

 

 

 

 

 

 

11.0

Principles of canonical analysis

 

575

 

 

 

 

11.1

Redundancy analysis (RDA)

579

 

 

 

 

 

1

– The

algebra

of

redundancy

analysis, 580;

2 – Numerical

examples, 587;

 

 

3

– Algorithms, 592;

 

 

 

 

 

 

 

 

11.2

Canonical correspondence analysis (CCA)

594

 

 

 

1

– The

algebra

of

canonical

correspondence

analysis, 594;

2 – Numerical

 

 

example, 597; 3 – Algorithms, 600

 

 

 

 

 

 

11.3

Partial RDA and CCA

605

 

 

 

 

 

 

 

1

– Applications, 605; 2 – Tests of significance, 606

 

 

 

11.4

Canonical correlation analysis (CCorA)

612

 

 

 

11.5

Discriminant analysis

616

 

 

 

 

 

 

 

1

– The algebra of discriminant analysis, 620; 2 – Numerical example, 626

 

11.6

Canonical analysis of species data

633

 

 

 

12. Ecological data series

 

 

 

 

 

 

 

12.0

Ecological series

 

637

 

 

 

 

 

 

 

12.1

Characteristics of data series and research objectives 641

 

 

12.2

Trend extraction and numerical filters 647

 

 

 

12.3

Periodic variability: correlogram

653

 

 

 

1 – Autocovariance and autocorrelation, 653; 2 – Cross-covariance and crosscorrelation, 661

x

Contents

 

12.4 Periodic variability: periodogram 665

1

– Periodogram of Whittaker and Robinson, 665; 2 – Contingency periodogram of

Legendre et al., 670; 3 – Periodograms of Schuster and Dutilleul, 673;

4

– Harmonic regression, 678

12.5 Periodic variability: spectral analysis 679

1 – Series of a single variable, 680; 2 – Multidimensional series, 683; 3 – Maximum entropy spectral analysis, 688

12.6

Detection of discontinuities in multivariate series 691

 

1

– Ordinations in

reduced space, 692; 2 – Segmenting data series, 693;

 

3

– Webster’s method, 693; 4 – Chronological clustering, 696

12.7

Box-Jenkins models

702

12.8

Computer programs

704

13. Spatial analysis

13.0

Spatial patterns

707

 

 

 

 

 

 

13.1

Structure functions

712

 

 

 

 

 

 

 

1

– Spatial

correlograms, 714;

2 – Interpretation

of

all-directional

 

correlograms, 721;

3 – Variogram, 728; 4 – Spatial

covariance,

semi-variance,

 

correlation, cross-correlation, 733; 5 – Multivariate Mantel correlogram, 736

13.2

Maps 738

 

 

 

 

 

 

 

 

 

 

1

– Trend-surface analysis, 739;

2 – Interpolated

maps, 746; 3 – Measures of

 

fit, 751

 

 

 

 

 

 

 

 

 

13.3

Patches and boundaries 751

 

 

 

 

 

 

 

1

– Connection

networks, 752;

2 – Constrained

clustering, 756;

3 – Ecological

 

boundaries, 760; 4 – Dispersal, 763

 

 

 

 

 

13.4

Unconstrained and constrained ordination maps

765

 

 

13.5

Causal modelling: partial canonical analysis

769

 

 

 

1

– Partitioning method, 771; 2 – Interpretation of the fractions, 776

 

13.6

Causal modelling: partial Mantel analysis 779

 

 

 

 

1

– Partial Mantel

correlations, 779;

2 – Multiple

regression

approach, 783;

 

3

– Comparison of methods, 783

 

 

 

 

 

 

13.7

Computer programs

785

 

 

 

 

 

 

Bibliography 787

Tables 833

Subject index 839