Spatial heterogeneity: What does spatially varying mean of a process exactly mean?

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Imagine the following data set (from http://www.novaims.unl.pt/labnt/geosom/georepository/) which consists of three different regions:



Obviously, blue points are more like to be located close to other blue points. The same is true for red points. Therefore, high spatial dependency can be expected.

But what about spatial heterogeneity? Spatial heterogeneity states that the mean of a process varies with location. Going from left to right, the points (and the mean) shifts from blue to red to blue. So, this certainly is some spatial variation. But on the other hand, comparing only the left and right side of the data, both regions, despite being distant and having different locations, have the same colour (and mean). This is certainly no variation.So, is this data set subject to spatial heterogeneity or not?



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