KrigingCalcul Class Reference

Perform the Algebra for Kriging and CoKriging. More...

#include <KrigingCalcul.hpp>

Detailed Description

Perform the Algebra for Kriging and CoKriging.

It requires the definition of:

• the vector of Data values Z (possibly multivariate and heterotopic)
• the Covariance matrix at data points Sigma
• the Drift matrix at data points X (UK if defined, SK otherwise)
• the Covariance matrix at target Sigma00 (only for calculating variance)
• the Drift coefficients Beta (for SK)

Note: When using SK:

• the vector Z must be centered by the drift beforehand
• the vector beta corresponds to the vector of Means.

Public Member Functions
	KrigingCalcul (const VectorDouble *Z=nullptr, const MatrixSquareSymmetric *Sigma=nullptr, const MatrixRectangular *X=nullptr, const MatrixSquareSymmetric *Sigma00=nullptr, const VectorDouble *Means=nullptr)
	KrigingCalcul (const KrigingCalcul &r)=delete
KrigingCalcul &	operator= (const KrigingCalcul &r)=delete
virtual	~KrigingCalcul ()
int	setData (const VectorDouble *Z=nullptr, const MatrixSquareSymmetric *Sigma=nullptr, const MatrixRectangular *X=nullptr, const MatrixSquareSymmetric *Sigma00=nullptr, const VectorDouble *Means=nullptr)
	Modify the Data-dependent elements. More...
int	setVariance00 (const MatrixSquareSymmetric *Sigma00=nullptr)
int	setTarget (const MatrixRectangular *Sigma0=nullptr, const MatrixRectangular *X0=nullptr)
int	setColCokUnique (const VectorDouble *Zp=nullptr, const VectorInt *rankColCok=nullptr)
int	setBayes (const VectorDouble *PriorMean=nullptr, const MatrixSquareSymmetric *PriorCov=nullptr)
int	setXvalidUnique (const VectorInt *rankXvalid=nullptr)
	Define the elements of the input Db to be cross-validated. More...
void	printStatus () const
VectorDouble	getEstimation ()
VectorDouble	getStdv ()
VectorDouble	getVarianceZstar ()
VectorDouble	getPostMean ()
const MatrixSquareSymmetric *	getStdvMat ()
const MatrixSquareSymmetric *	getVarianceZstarMat ()
const MatrixSquareSymmetric *	getPostCov ()
const MatrixRectangular *	getLambdaSK ()
const MatrixRectangular *	getLambdaUK ()
const MatrixRectangular *	getLambda0 ()
const MatrixRectangular *	getMuUK ()
const MatrixRectangular *	getX0 ()
const MatrixRectangular *	getX0p ()
const MatrixRectangular *	getY0 ()
const MatrixRectangular *	getY0p ()
const MatrixRectangular *	getSigma0 ()
const MatrixRectangular *	getSigma0p ()
void	resetLinkedToZ ()
void	resetLinkedToLHS ()
void	resetLinkedToRHS ()
void	resetLinkedtoVar0 ()
void	resetLinkedToBayes ()
void	resetLinkedToColCok ()
void	resetLinkedToXvalid ()

Constructor & Destructor Documentation

KrigingCalcul() [1/2]

KrigingCalcul::KrigingCalcul	(	const VectorDouble *	Z = nullptr,
		const MatrixSquareSymmetric *	Sigma = nullptr,
		const MatrixRectangular *	X = nullptr,
		const MatrixSquareSymmetric *	Sigma00 = nullptr,
		const VectorDouble *	Means = nullptr
	)

KrigingCalcul() [2/2]

KrigingCalcul::KrigingCalcul ( const KrigingCalcul &  r )

delete

~KrigingCalcul()

KrigingCalcul::~KrigingCalcul ( )

virtual

Member Function Documentation

getEstimation()

VectorDouble KrigingCalcul::getEstimation

(

)

getLambda0()

const MatrixRectangular * KrigingCalcul::getLambda0

(

)

getLambdaSK()

const MatrixRectangular * KrigingCalcul::getLambdaSK

(

)

getLambdaUK()

const MatrixRectangular * KrigingCalcul::getLambdaUK

(

)

getMuUK()

const MatrixRectangular * KrigingCalcul::getMuUK

(

)

getPostCov()

const MatrixSquareSymmetric * KrigingCalcul::getPostCov

(

)

getPostMean()

VectorDouble KrigingCalcul::getPostMean

(

)

getSigma0()

const MatrixRectangular * KrigingCalcul::getSigma0

(

)

getSigma0p()

const MatrixRectangular * KrigingCalcul::getSigma0p

(

)

getStdv()

VectorDouble KrigingCalcul::getStdv

(

)

getStdvMat()

const MatrixSquareSymmetric * KrigingCalcul::getStdvMat

(

)

getVarianceZstar()

VectorDouble KrigingCalcul::getVarianceZstar

(

)

getVarianceZstarMat()

const MatrixSquareSymmetric * KrigingCalcul::getVarianceZstarMat

(

)

getX0()

const MatrixRectangular * KrigingCalcul::getX0

(

)

getX0p()

const MatrixRectangular * KrigingCalcul::getX0p

(

)

getY0()

const MatrixRectangular * KrigingCalcul::getY0

(

)

getY0p()

const MatrixRectangular * KrigingCalcul::getY0p

(

)

operator=()

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

delete

printStatus()

void KrigingCalcul::printStatus

(

)

const

resetLinkedToBayes()

void KrigingCalcul::resetLinkedToBayes

(

)

resetLinkedToColCok()

void KrigingCalcul::resetLinkedToColCok

(

)

resetLinkedToLHS()

void KrigingCalcul::resetLinkedToLHS

(

)

resetLinkedToRHS()

void KrigingCalcul::resetLinkedToRHS

(

)

resetLinkedtoVar0()

void KrigingCalcul::resetLinkedtoVar0

(

)

resetLinkedToXvalid()

void KrigingCalcul::resetLinkedToXvalid

(

)

resetLinkedToZ()

void KrigingCalcul::resetLinkedToZ

(

)

setBayes()

int KrigingCalcul::setBayes	(	const VectorDouble *	PriorMean = nullptr,
		const MatrixSquareSymmetric *	PriorCov = nullptr
	)

setColCokUnique()

int KrigingCalcul::setColCokUnique	(	const VectorDouble *	Zp = nullptr,
		const VectorInt *	rankColCok = nullptr
	)

setData()

int KrigingCalcul::setData	(	const VectorDouble *	Z = nullptr,
		const MatrixSquareSymmetric *	Sigma = nullptr,
		const MatrixRectangular *	X = nullptr,
		const MatrixSquareSymmetric *	Sigma00 = nullptr,
		const VectorDouble *	Means = nullptr
	)

Modify the Data-dependent elements.

Parameters

Z	Data flattened vector (possibly multivariate)
Sigma	Data-Data Covariance matrix
X	Data Drift Matrix
Sigma00	Target-target Variance Matrix
Means	Vector of known Drift coefficients

Returns

int

Note

If one element is not provided, its address (if already defined) is

kept unchanged (even if its contents may have been updated)

setTarget()

int KrigingCalcul::setTarget	(	const MatrixRectangular *	Sigma0 = nullptr,
		const MatrixRectangular *	X0 = nullptr
	)

setVariance00()

int KrigingCalcul::setVariance00

(

const MatrixSquareSymmetric *

Sigma00 = nullptr

)

setXvalidUnique()

int KrigingCalcul::setXvalidUnique

(

const VectorInt *

rankXvalid = nullptr

)

Define the elements of the input Db to be cross-validated.

Parameters

rankXvalid

Vector of variable ranks to be cross-validated

Returns

int Error return code

---

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

• include/Estimation/KrigingCalcul.hpp
• src/Estimation/KrigingCalcul.cpp