SPDE Class Reference

#include <SPDE.hpp>

Detailed Description

The SPDE class provides the SPDE implementation of a univariate model defined by the sum of a nugget effect and Matern's models. Its main objectives are:

• point kriging with or without linear drifts (SK, OK, KED, UK)
• point simulations, conditional or non conditional
• evaluation of the log likelihood of the model, in order to estimate the parameter using maximum likelihood

Public Member Functions
	SPDE (Model *model, const Db *domain, const Db *data=nullptr, const ESPDECalcMode &calcul=ESPDECalcMode::fromKey("SIMUCOND"), const AMesh *mesh=nullptr, int useCholesky=-1, SPDEParam params=SPDEParam(), bool verbose=false, bool showStats=false)
	SPDE (const SPDE &r)=delete
SPDE &	operator= (const SPDE &r)=delete
virtual	~SPDE ()
int	compute (Db *dbout, int nbsimu=1, int seed=131351, const NamingConvention &namconv=NamingConvention("spde"))
double	computeLogDet (int nbsimu=1, int seed=1234) const
double	computeQuad () const
double	computeLogLike (int nbsimu=1, int seed=131323) const
VectorDouble	getCoeffs ()
void	setDriftCoeffs (VectorDouble coeffs)
const PrecisionOpCs *	getPrecisionOpCs (int i=0) const
const ProjMatrix *	getProjMatrix (int i=0) const
const PrecisionOpMultiConditional *	getPrecisionKrig () const
const AMesh *	getMeshingKrig (int i=0) const
const AMesh *	getMeshingSimu (int i=0) const
const Db *	getData () const

Static Public Member Functions
static SPDE *	create (Model *model, const Db *domain, const Db *data=nullptr, const ESPDECalcMode &calcul=ESPDECalcMode::fromKey("SIMUCOND"), const AMesh *mesh=nullptr, int useCholesky=-1, SPDEParam params=SPDEParam(), bool verbose=false, bool showStats=false)

Constructor & Destructor Documentation

SPDE() [1/2]

SPDE::SPDE	(	Model *	model,
		const Db *	domain,
		const Db *	data = nullptr,
		const ESPDECalcMode &	calcul = ESPDECalcMode::fromKey("SIMUCOND"),
		const AMesh *	meshUser = nullptr,
		int	useCholesky = -1,
		SPDEParam	params = SPDEParam(),
		bool	verbose = false,
		bool	showStats = false
	)

The class constructor with the following arguments:

Parameters

model	This compulsory argument is a LMC of Matern's (or Markov?) basic structures with possibly a nugget effect
domain	The Db defining the space dimension and spatial limits where the SPDE model is defined
data	The Db containing the data for conditioning (optional)
calcul	Option from ESPDECalcMode
meshUser	The mesh for the discretization of the domain
useCholesky	Define the choice regarding Cholesky
params	Set of SPDE parameters
verbose	Verbose flag
showStats	Display statistics for Linear Operations (when deleting the class)

Either Domain or a Mesh can be provided:

• If a mesh is not provided, the domain is used to define optimal meshes for each structures and for at low/high resolution respectively. (High resolution meshes are used for simulations and low resolution meshes are used for kriging).
• If a mesh is provided it is used for all structures and resolutions.

The domain or the mesh should have the same spatial reference (ndim, manifold) than the model.

SPDE() [2/2]

SPDE::SPDE ( const SPDE &  r )

delete

~SPDE()

SPDE::~SPDE ( )

virtual

Member Function Documentation

compute()

int SPDE::compute	(	Db *	dbout,
		int	nbsimu = 1,
		int	seed = 131351,
		const NamingConvention &	namconv = NamingConvention("spde")
	)

computeLogDet()

double SPDE::computeLogDet	(	int	nbsimu = 1,
		int	seed = 1234
	)		const

computeLogLike()

double SPDE::computeLogLike	(	int	nbsimu = 1,
		int	seed = 131323
	)		const

Calculate the Log-Likelihood profiling the Drift parameters

computeQuad()

double SPDE::computeQuad

(

)

const

create()

SPDE * SPDE::create ( Model *  model, const Db *  domain, const Db *  data = nullptr, const ESPDECalcMode &  calcul = ESPDECalcMode::fromKey("SIMUCOND"), const AMesh *  mesh = nullptr, int  useCholesky = -1, SPDEParam  params = SPDEParam(), bool  verbose = false, bool  showStats = false  )

static

getCoeffs()

VectorDouble SPDE::getCoeffs

(

)

getData()

const Db* SPDE::getData ( ) const

inline

getMeshingKrig()

const AMesh* SPDE::getMeshingKrig ( int  i = 0 ) const

inline

getMeshingSimu()

const AMesh* SPDE::getMeshingSimu ( int  i = 0 ) const

inline

getPrecisionKrig()

const PrecisionOpMultiConditional* SPDE::getPrecisionKrig ( ) const

inline

getPrecisionOpCs()

const PrecisionOpCs* SPDE::getPrecisionOpCs ( int  i = 0 ) const

inline

getProjMatrix()

const ProjMatrix* SPDE::getProjMatrix ( int  i = 0 ) const

inline

operator=()

SPDE& SPDE::operator= ( const SPDE &  r )

delete

setDriftCoeffs()

void SPDE::setDriftCoeffs

(

VectorDouble

coeffs

)

---

The documentation for this class was generated from the following files:

• include/API/SPDE.hpp
• src/API/SPDE.cpp