This class describes an elementary covariance. More...

#include <CovAniso.hpp>

Inheritance diagram for CovAniso:

Detailed Description

This class describes an elementary covariance.

This covariance is described through the following list of parameters:

the covariance type: the list of these types is provided in ECov.hpp
the largest set of parameters for any covariance: range(s), anisotropy angle(s), third parameter. Some of these parameters do not make sense, depending on the covariance type: e.g. the range for nugget effect, the third parameter for a spherical structure, ... All these parameters are processed and stored as a tensor in order to avoid repetitive calculations.
the sill. This comes as a square symmetric matrix whose dimension is equal to the number of variables.

Public Member Functions
	CovAniso (const ECov &type, const CovContext &ctxt)

	CovAniso (const String &symbol, const CovContext &ctxt)

	CovAniso (const ECov &type, double range, double param, double sill, const CovContext &ctxt, bool flagRange=true)

	CovAniso (const CovAniso &r)

CovAniso &	operator= (const CovAniso &r)

virtual	~CovAniso ()

virtual String	toString (const AStringFormat *strfmt=nullptr) const override
	ICloneable Interface. More...

virtual bool	isConsistent (const ASpace *space) const override
	ASpaceObject Interface. More...

virtual int	getNVariables () const override
	ACov Interface. More...

virtual double	eval0 (int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const override
	ACov Interface. More...

virtual double	eval (const SpacePoint &p1, const SpacePoint &p2, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const override
	Calculate the covariance between two variables and two points (general case) More...

double	evalCor (const SpacePoint &p1, const SpacePoint &p2, const CovCalcMode *mode=nullptr, int ivar=0, int jvar=0) const

virtual void	addEval0CovMatBiPointInPlace (MatrixSquareGeneral &mat, const CovCalcMode *mode=nullptr) const override

virtual double	evalCovOnSphere (double alpha, int degree=50, bool flagScaleDistance=true, const CovCalcMode *mode=nullptr) const override

virtual VectorDouble	evalSpectrumOnSphere (int n, bool flagNormDistance=false, bool flagCumul=false) const override

virtual double	evalSpectrum (const VectorDouble &freq, int ivar=0, int jvar=0) const override

virtual double	getIntegralRange (int ndisc, double hmax) const

virtual String	getFormula () const

virtual double	getBallRadius () const

bool	isOptimizationInitialized (const Db *db=nullptr) const

void	_optimizationPreProcess (const std::vector< SpacePoint > &p) const override

void	optimizationSetTargetByIndex (int iech) const override

void	evalOptimInPlace (MatrixRectangular &res, const VectorInt &ivars, const VectorVectorInt &index, int ivar2=0, int icol=0, const CovCalcMode *mode=nullptr, bool flagSym=false) const

bool	isValidForTurningBand () const

double	simulateTurningBand (double t0, TurningBandOperate &operTB) const

bool	isValidForSpectral () const

MatrixRectangular	simulateSpectralOmega (int nb) const

void	setContext (const CovContext &ctxt)

void	setParam (double param)

void	copyCovContext (const CovContext &ctxt)

void	setNoStatFactor (double noStatFactor)

void	setSill (double sill)

void	setSill (const MatrixSquareSymmetric &sill)
	Only valid when there is only one variable (in the context) More...

void	setSill (const VectorDouble &sill)

void	setSill (int ivar, int jvar, double sill)

void	initSill (double value=0.)

void	setRangeIsotropic (double range)
	Practical range. More...

void	setRange (int idim, double range)

void	setRanges (const VectorDouble &ranges)

void	setScale (double scale)

void	setScale (int idim, double scale)
	Make the covariance isotropic. More...

void	setScales (const VectorDouble &scales)

void	setAnisoRotation (const Rotation &rot)

void	setAnisoRotation (const VectorDouble &rot)

void	setAnisoAngles (const VectorDouble &angles)

void	setAnisoAngle (int idim, double angle)

void	setRotationAnglesAndRadius (const VectorDouble &angles=VectorDouble(), const VectorDouble &ranges=VectorDouble(), const VectorDouble &scales=VectorDouble())

const MatrixSquareSymmetric &	getSill () const

double	getSill (int ivar, int jvar) const

double	getSlope (int ivar, int jvar) const

VectorDouble	getRanges () const

const Rotation &	getAnisoRotation () const

const VectorDouble &	getScales () const

void	setType (const ECov &type)

double	getRange () const

double	getScale () const

bool	getFlagAniso () const

bool	getFlagRotation () const

double	getRange (int idim) const

double	getScale (int idim) const

VectorDouble	getAnisoAngles () const

const MatrixSquareGeneral &	getAnisoRotMat () const

const MatrixSquareGeneral &	getAnisoInvMat () const

VectorDouble	getAnisoCoeffs () const

double	getAnisoAngles (int idim) const

double	getAnisoRotMat (int idim, int jdim) const

double	getAnisoCoeffs (int idim) const

const CovContext &	getContext () const

const ECov &	getType () const

double	getParam () const

double	getScadef () const

double	getParMax () const

int	getMaxNDim () const

int	getMinOrder () const

bool	hasInt1D () const

bool	hasInt2D () const

int	hasRange () const

int	hasParam () const

String	getCovName () const

bool	isIsotropic () const

bool	isAsymptotic () const

bool	hasRotation () const

const Tensor &	getAniso () const

void	setAniso (const Tensor &aniso)

const ACovFunc *	getCova () const

int	getGradParamNumber () const

bool	hasCovDerivative () const

bool	hasCovOnSphere () const

bool	hasSpectrumOnSphere () const

bool	hasMarkovCoeffs () const

bool	hasSpectrumOnRn () const

double	normalizeOnSphere (int n=50) const

void	attachNoStatDb (const Db *db)

void	makeRangeNoStatDb (const String &namecol, int idim=0, const Db *db=nullptr)

void	makeScaleNoStatDb (const String &namecol, int idim=0, const Db *db=nullptr)

void	makeAngleNoStatDb (const String &namecol, int idim=0, const Db *db=nullptr)

void	makeSillNoStatDb (const String &namecol, int ivar=0, int jvar=0, const Db *db=nullptr)

void	makeTensorNoStatDb (const String &namecol, int idim=0, int jdim=0, const Db *db=nullptr)

void	makeParamNoStatDb (const String &namecol, const Db *db=nullptr)

void	makeRangeNoStatFunctional (const AFunctional *func, int idim=0)

void	makeScaleNoStatFunctional (const AFunctional *func, int idim=0)

void	makeAngleNoStatFunctional (const AFunctional *func, int idim=0)

void	makeSillNoStatFunctional (const AFunctional *func, int ivar=0, int jvar=0)

void	makeTensorNoStatFunctional (const AFunctional *func, int idim=0, int jdim=0)

void	makeParamNoStatFunctional (const AFunctional *func)

void	makeRangeStationary (int idim=0)

void	makeScaleStationary (int idim=0)

void	makeAngleStationary (int idim=0)

void	makeSillStationary (int ivar=0, int jvar=0)

void	makeTensorStationary (int idim, int jdim)

void	makeParamStationary ()

void	makeStationary ()

int	getNAngles () const

int	getNRanges () const

int	getNScales () const

int	getNSills () const

bool	isNoStatForParam () const

bool	isNoStatForTensor () const

bool	isNoStatForAnisotropy () const

bool	isNoStatForVariance () const

bool	isNoStatForRotation () const

VectorDouble	evalCovOnSphereVec (const VectorDouble &alpha, int degree=50, bool flagScaleDistance=false, const CovCalcMode *mode=nullptr) const

Array	evalCovFFT (const VectorDouble &hmax, int N=128, int ivar=0, int jvar=0) const

VectorDouble	getMarkovCoeffs () const

void	setMarkovCoeffs (const VectorDouble &coeffs)

void	setMarkovCoeffsBySquaredPolynomials (VectorDouble coeffs1, VectorDouble coeffs2, double eps=0)

void	computeMarkovCoeffs ()

double	getCorrec () const

double	getFullCorrec () const

int	getDimensionNumber () const

void	nostatUpdate (CovInternal *covint)

CovAniso *	createReduce (const VectorInt &validVars) const

bool	isNoStat () const override

void	informMeshByMesh (const AMesh *amesh) const

void	informMeshByApex (const AMesh *amesh) const

VectorDouble	informCoords (const VectorVectorDouble &coords, const EConsElem &econs, int iv1=0, int iv2=0) const

void	informDbIn (const Db *dbin) const

void	informDbOut (const Db *dbout) const

void	informMeshByMeshForAnisotropy (const AMesh *amesh) const

void	informMeshByApexForAnisotropy (const AMesh *amesh) const

void	informDbInForAnisotropy (const Db *dbin) const

void	informDbOutForAnisotropy (const Db *dbout) const

void	informMeshByMeshForSills (const AMesh *amesh) const

void	informMeshByApexForSills (const AMesh *amesh) const

void	informDbInForSills (const Db *dbin) const

void	informDbOutForSills (const Db *dbout) const

void	updateCovByPoints (int icas1, int iech1, int icas2, int iech2) override
	Tell if the use of Optimization is enabled or not. More...

void	updateCovByMesh (int imesh, bool aniso=true)

double	getValue (const EConsElem &econs, int iv1, int iv2) const

void	setOptimEnabled (bool flag) const

Public Member Functions inherited from ACov
	ACov (const ASpace *space=nullptr)

	ACov (const ACov &r)

ACov &	operator= (const ACov &r)

virtual	~ACov ()

virtual bool	isIndexable () const

virtual void	eval0CovMatBiPointInPlace (MatrixSquareGeneral &mat, const CovCalcMode *mode=nullptr) const
	Calculate the matrix of covariances for 0-distance (stationary case) More...

virtual void	evalCovMatBiPointInPlace (MatrixSquareGeneral &mat, const SpacePoint &p1, const SpacePoint &p2, const CovCalcMode *mode=nullptr) const
	Calculate the matrix of covariances between two points (general case) More...

virtual void	addEvalCovMatBiPointInPlace (MatrixSquareGeneral &mat, const SpacePoint &pwork1, const SpacePoint &pwork2, const CovCalcMode *mode) const

void	evalCovKriging (MatrixSquareGeneral &mat, SpacePoint &pwork1, SpacePoint &pout, const CovCalcMode *mode=nullptr) const

void	optimizationSetTarget (const SpacePoint &pt) const

void	optimizationPreProcess (const Db *db) const

void	optimizationPreProcess (const std::vector< SpacePoint > &p) const

void	optimizationPostProcess () const

virtual bool	isOptimEnabled () const

VectorDouble	eval (const std::vector< SpacePoint > &vec_p1, const std::vector< SpacePoint > &vec_p2, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquareGeneral	eval0Mat (const CovCalcMode *mode=nullptr) const

MatrixSquareGeneral	evalMat (const SpacePoint &p1, const SpacePoint &p2, const CovCalcMode *mode=nullptr) const

double	evalIvarIpas (double step, const VectorDouble &dir=VectorDouble(), int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

double	evalIvarIpasIncr (const VectorDouble &dincr, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

VectorDouble	evalIvarNpas (const VectorDouble &vec_step, const VectorDouble &dir=VectorDouble(), int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquareGeneral	evalNvarIpas (double step, const VectorDouble &dir=VectorDouble(), const CovCalcMode *mode=nullptr) const

MatrixSquareGeneral	evalNvarIpasIncr (const VectorDouble &dincr, const CovCalcMode *mode=nullptr) const

double	evalIsoIvarIpas (double step, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

VectorDouble	evalIsoIvarNpas (const VectorDouble &vec_step, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquareGeneral	evalIsoNvarIpas (double step, const CovCalcMode *mode=nullptr) const

double	evalCvv (const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

double	evalCvvShift (const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &shift, const VectorDouble &angles=VectorDouble(), int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquareGeneral	evalCvvM (const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const CovCalcMode *mode=nullptr) const

double	evalCxv (const SpacePoint &p1, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

double	evalCxv (const Db db, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0, const CovCalcMode mode=nullptr) const

MatrixSquareGeneral	evalCxvM (const SpacePoint &p1, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), const CovCalcMode *mode=nullptr) const

VectorDouble	evalPointToDb (const SpacePoint &p1, const Db db2, int ivar=0, int jvar=0, bool useSel=true, const VectorInt &nbgh2=VectorInt(), const CovCalcMode mode=nullptr) const

VectorDouble	evalPointToDbAsSP (const std::vector< SpacePoint > &p1s, const SpacePoint &p2, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

double	evalAverageDbToDb (const Db db1, const Db db2, int ivar=0, int jvar=0, double eps=0., int seed=434132, const CovCalcMode *mode=nullptr) const

double	evalAverageIncrToIncr (const VectorVectorDouble &d1, const VectorVectorDouble &d2, int ivar=0, int jvar=0, const CovCalcMode *mode=nullptr) const

double	evalAveragePointToDb (const SpacePoint &p1, const Db db2, int ivar=0, int jvar=0, const CovCalcMode mode=nullptr) const

MatrixRectangular	evalCovMatrix (const Db db1_arg, const Db db2_arg=nullptr, int ivar0=-1, int jvar0=-1, const VectorInt &nbgh1=VectorInt(), const VectorInt &nbgh2=VectorInt(), const CovCalcMode *mode=nullptr)

MatrixSquareSymmetric	evalCovMatrixSymmetric (const Db db1, int ivar0, const VectorInt &nbgh1, const CovCalcMode mode)

MatrixSparse *	evalCovMatrixSparse (const Db db1_arg, const Db db2_arg=nullptr, int ivar0=-1, int jvar0=-1, const VectorInt &nbgh1=VectorInt(), const VectorInt &nbgh2=VectorInt(), const CovCalcMode *mode=nullptr, double eps=EPSILON3)

double	extensionVariance (const Db *db, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0) const

double	samplingDensityVariance (const Db *db, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0) const

double	specificVolume (const Db *db, double mean, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0) const

double	coefficientOfVariation (const Db *db, double volume, double mean, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0) const

double	specificVolumeFromCoV (Db *db, double cov, double mean, const VectorDouble &ext, const VectorInt &ndisc, const VectorDouble &angles=VectorDouble(), const VectorDouble &x0=VectorDouble(), int ivar=0, int jvar=0) const

void	manage (const Db db1, const Db db2) const

void	load (const SpacePoint &p, bool case1) const

void	loadAndAddEvalCovMatBiPointInPlace (MatrixSquareGeneral &mat, const SpacePoint &p1, const SpacePoint &p2, const CovCalcMode *mode=nullptr) const

double	loadAndEval (const SpacePoint &p1, const SpacePoint &p2, int ivar, int jvar, const CovCalcMode *mode) const

Public Member Functions inherited from ASpaceObject
	ASpaceObject (const ASpace *space=nullptr)

	ASpaceObject (const ASpace &space)

	ASpaceObject (const ASpaceObject &r)

ASpaceObject &	operator= (const ASpaceObject &r)

virtual	~ASpaceObject ()

const ASpace *	getSpace () const
	Accessor to the current object space context. More...

bool	isConsistent () const
	Indicate if I am consistent with my current space context. More...

VectorDouble	getUnitaryVector () const
	Return unitary vector for the current space context. More...

unsigned int	getNDim (int ispace=-1) const
	Shortcuts to ASpace methods. More...

const VectorDouble &	getOrigin (int ispace=-1) const
	Return the current space context origin coordinates. More...

double	getDistance (const SpacePoint &p1, const SpacePoint &p2, int ispace=0) const
	Return the distance between two space points for the current space context. More...

VectorDouble	getDistances (const SpacePoint &p1, const SpacePoint &p2) const
	Return all the distances (space composits) between two space points for the current space context. More...

VectorDouble	getIncrement (const SpacePoint &p1, const SpacePoint &p2, int ispace=0) const
	Return the increment vector between two space points for the current space context. More...

Public Member Functions inherited from AStringable
	AStringable ()

	AStringable (const AStringable &r)

AStringable &	operator= (const AStringable &r)

virtual	~AStringable ()

virtual void	display (const AStringFormat *strfmt=nullptr) const final

virtual void	display (int level) const final

Public Member Functions inherited from ICloneable
	ICloneable ()

virtual	~ICloneable ()

virtual ICloneable *	clone () const =0

Static Public Member Functions
static CovAniso *	createIsotropic (const CovContext &ctxt, const ECov &type, double range, double sill=1., double param=1., bool flagRange=true)

static CovAniso *	createAnisotropic (const CovContext &ctxt, const ECov &type, const VectorDouble &ranges, double sill=1., double param=1., const VectorDouble &angles=VectorDouble(), bool flagRange=true)

static CovAniso *	createIsotropicMulti (const CovContext &ctxt, const ECov &type, double range, const MatrixSquareSymmetric &sills, double param=1., bool flagRange=true)

static CovAniso *	createAnisotropicMulti (const CovContext &ctxt, const ECov &type, const VectorDouble &ranges, const MatrixSquareSymmetric &sills, double param=1., const VectorDouble &angles=VectorDouble(), bool flagRange=true)

Constructor & Destructor Documentation

◆ CovAniso() [1/4]

CovAniso::CovAniso	(	const ECov &	type,
		const CovContext &	ctxt
	)

◆ CovAniso() [2/4]

CovAniso::CovAniso	(	const String &	symbol,
		const CovContext &	ctxt
	)

◆ CovAniso() [3/4]

CovAniso::CovAniso	(	const ECov &	type,
		double	range,
		double	param,
		double	sill,
		const CovContext &	ctxt,
		bool	flagRange = `true`
	)

◆ CovAniso() [4/4]

CovAniso::CovAniso ( const CovAniso & r )

◆ ~CovAniso()

CovAniso::~CovAniso ( )

virtual

Member Function Documentation

◆ _optimizationPreProcess()

void CovAniso::_optimizationPreProcess ( const std::vector< SpacePoint > & p ) const

overridevirtual

Transform a set of Space Points using the anisotropy tensor The set of resulting Space Points are stored as private member of this. Note that ALL samples are processed, independently from the presence of a selection or checking for heterotopy.

Parameters

p	vector of SpacePoints

Reimplemented from ACov.

◆ addEval0CovMatBiPointInPlace()

void CovAniso::addEval0CovMatBiPointInPlace	(	MatrixSquareGeneral &	mat,
		const CovCalcMode *	mode = `nullptr`
	)		const

overridevirtual

Calculate the Matrix of covariance for zero distance

Parameters

mat	Covariance matrix (Dimension: nvar * nvar)
mode	Calculation Options

Remarks: : Matrix 'mat' should be dimensioned and initialized beforehand

Reimplemented from ACov.

◆ attachNoStatDb()

void CovAniso::attachNoStatDb ( const Db * db )

◆ computeMarkovCoeffs()

void CovAniso::computeMarkovCoeffs ( )

◆ copyCovContext()

void CovAniso::copyCovContext ( const CovContext & ctxt )

◆ createAnisotropic()

CovAniso * CovAniso::createAnisotropic	(	const CovContext &	ctxt,
		const ECov &	type,
		const VectorDouble &	ranges,
		double	sill = `1.`,
		double	param = `1.`,
		const VectorDouble &	angles = `VectorDouble()`,
		bool	flagRange = `true`
	)

static

◆ createAnisotropicMulti()

CovAniso * CovAniso::createAnisotropicMulti	(	const CovContext &	ctxt,
		const ECov &	type,
		const VectorDouble &	ranges,
		const MatrixSquareSymmetric &	sills,
		double	param = `1.`,
		const VectorDouble &	angles = `VectorDouble()`,
		bool	flagRange = `true`
	)

static

◆ createIsotropic()

CovAniso * CovAniso::createIsotropic	(	const CovContext &	ctxt,
		const ECov &	type,
		double	range,
		double	sill = `1.`,
		double	param = `1.`,
		bool	flagRange = `true`
	)

static

◆ createIsotropicMulti()

CovAniso * CovAniso::createIsotropicMulti	(	const CovContext &	ctxt,
		const ECov &	type,
		double	range,
		const MatrixSquareSymmetric &	sills,
		double	param = `1.`,
		bool	flagRange = `true`
	)

static

◆ createReduce()

CovAniso * CovAniso::createReduce ( const VectorInt & validVars ) const

◆ eval()

double CovAniso::eval	(	const SpacePoint &	p1,
		const SpacePoint &	p2,
		int	ivar = `0`,
		int	jvar = `0`,
		const CovCalcMode *	mode = `nullptr`
	)		const

overridevirtual

Calculate the covariance between two variables and two points (general case)

Implements ACov.

Reimplemented in CovGradientNumerical.

◆ eval0()

double CovAniso::eval0	(	int	ivar = `0`,
		int	jvar = `0`,
		const CovCalcMode *	mode = `nullptr`
	)		const

overridevirtual

ACov Interface.

Reimplemented from ACov.

Reimplemented in CovGradientNumerical.

◆ evalCor()

double CovAniso::evalCor	(	const SpacePoint &	p1,
		const SpacePoint &	p2,
		const CovCalcMode *	mode = `nullptr`,
		int	ivar = `0`,
		int	jvar = `0`
	)		const

◆ evalCovFFT()

Array CovAniso::evalCovFFT	(	const VectorDouble &	hmax,
		int	N = `128`,
		int	ivar = `0`,
		int	jvar = `0`
	)		const

◆ evalCovOnSphere()

double CovAniso::evalCovOnSphere	(	double	alpha,
		int	degree = `50`,
		bool	flagScaleDistance = `true`,
		const CovCalcMode *	mode = `nullptr`
	)		const

overridevirtual

Reimplemented from ACov.

◆ evalCovOnSphereVec()

VectorDouble CovAniso::evalCovOnSphereVec	(	const VectorDouble &	alpha,
		int	degree = `50`,
		bool	flagScaleDistance = `false`,
		const CovCalcMode *	mode = `nullptr`
	)		const

◆ evalOptimInPlace()

void CovAniso::evalOptimInPlace	(	MatrixRectangular &	res,
		const VectorInt &	ivars,
		const VectorVectorInt &	index1,
		int	ivar2 = `0`,
		int	icol = `0`,
		const CovCalcMode *	mode = `nullptr`,
		bool	flagSym = `false`
	)		const

Fill the vector of covariances between each valid SpacePoint (recorded in _p1As) and the target (recorded in _p2A)

Parameters

res	Vector of covariances
ivars	Arrays of ranks for the first point
index1	Arrays of sample indices for the first point
ivar2	Rank of the variable for the second point
icol	Rank of the column (variable + sample) for the second point
mode	CovCalcMode structure
flagSym	True if used for a Symmetric matrix (should only fill upper triangle)

Remarks: : The optimized version is not compatible with Franck's non-stationarity. Then no correction must be applied to cov(h)

◆ evalSpectrum()

double CovAniso::evalSpectrum	(	const VectorDouble &	freq,
		int	ivar = `0`,
		int	jvar = `0`
	)		const

overridevirtual

Reimplemented from ACov.

◆ evalSpectrumOnSphere()

VectorDouble CovAniso::evalSpectrumOnSphere	(	int	n,
		bool	flagNormDistance = `false`,
		bool	flagCumul = `false`
	)		const

overridevirtual

Reimplemented from ACov.

◆ getAniso()

const Tensor& CovAniso::getAniso ( ) const

inline

◆ getAnisoAngles() [1/2]

VectorDouble CovAniso::getAnisoAngles ( ) const

inline

◆ getAnisoAngles() [2/2]

double CovAniso::getAnisoAngles ( int idim ) const

inline

◆ getAnisoCoeffs() [1/2]

VectorDouble CovAniso::getAnisoCoeffs ( ) const

◆ getAnisoCoeffs() [2/2]

double CovAniso::getAnisoCoeffs ( int idim ) const

inline

◆ getAnisoInvMat()

const MatrixSquareGeneral& CovAniso::getAnisoInvMat ( ) const

inline

◆ getAnisoRotation()

const Rotation& CovAniso::getAnisoRotation ( ) const

inline

◆ getAnisoRotMat() [1/2]

const MatrixSquareGeneral& CovAniso::getAnisoRotMat ( ) const

inline

◆ getAnisoRotMat() [2/2]

double CovAniso::getAnisoRotMat	(	int	idim,
		int	jdim
	)		const

inline

◆ getBallRadius()

virtual double CovAniso::getBallRadius ( ) const

inlinevirtual

Reimplemented in CovGradientNumerical.

◆ getContext()

const CovContext& CovAniso::getContext ( ) const

inline

◆ getCorrec()

double CovAniso::getCorrec ( ) const

◆ getCova()

const ACovFunc* CovAniso::getCova ( ) const

inline

◆ getCovName()

String CovAniso::getCovName ( ) const

inline

◆ getDimensionNumber()

int CovAniso::getDimensionNumber ( ) const

inline

◆ getFlagAniso()

bool CovAniso::getFlagAniso ( ) const

inline

◆ getFlagRotation()

bool CovAniso::getFlagRotation ( ) const

inline

◆ getFormula()

virtual String CovAniso::getFormula ( ) const

inlinevirtual

◆ getFullCorrec()

double CovAniso::getFullCorrec ( ) const

◆ getGradParamNumber()

int CovAniso::getGradParamNumber ( ) const

◆ getIntegralRange()

double CovAniso::getIntegralRange	(	int	ndisc,
		double	hmax
	)		const

virtual

Calculate the Integral Range in various Space Dimension (1, 2 or 3)

Returns

◆ getMarkovCoeffs()

VectorDouble CovAniso::getMarkovCoeffs ( ) const

◆ getMaxNDim()

int CovAniso::getMaxNDim ( ) const

inline

◆ getMinOrder()

int CovAniso::getMinOrder ( ) const

inline

◆ getNAngles()

int CovAniso::getNAngles ( ) const

inline

◆ getNRanges()

int CovAniso::getNRanges ( ) const

inline

◆ getNScales()

int CovAniso::getNScales ( ) const

inline

◆ getNSills()

int CovAniso::getNSills ( ) const

inline

◆ getNVariables()

virtual int CovAniso::getNVariables ( ) const

inlineoverridevirtual

ACov Interface.

Implements ACov.

◆ getParam()

double CovAniso::getParam ( ) const

For compatibility, this function returns 0 if the Covariance has no Third Parameter

Returns: Third parameter

◆ getParMax()

double CovAniso::getParMax ( ) const

inline

◆ getRange() [1/2]

double CovAniso::getRange ( ) const

This function returns the range in the isotropic case In the anisotropic case, it returns the largest range over all directions

Returns

◆ getRange() [2/2]

double CovAniso::getRange ( int idim ) const

inline

◆ getRanges()

VectorDouble CovAniso::getRanges ( ) const

◆ getScadef()

double CovAniso::getScadef ( ) const

inline

◆ getScale() [1/2]

double CovAniso::getScale ( ) const

◆ getScale() [2/2]

double CovAniso::getScale ( int idim ) const

inline

◆ getScales()

const VectorDouble& CovAniso::getScales ( ) const

inline

◆ getSill() [1/2]

const MatrixSquareSymmetric& CovAniso::getSill ( ) const

inline

◆ getSill() [2/2]

double CovAniso::getSill	(	int	ivar,
		int	jvar
	)		const

◆ getSlope()

double CovAniso::getSlope	(	int	ivar,
		int	jvar
	)		const

Return the Slope calculated as the sill / range(idim=0)

Parameters

ivar	Rank of the first variable
jvar	Rank of the second variable

Returns

◆ getType()

const ECov& CovAniso::getType ( ) const

inline

◆ getValue()

double CovAniso::getValue	(	const EConsElem &	econs,
		int	iv1,
		int	iv2
	)		const

◆ hasCovDerivative()

bool CovAniso::hasCovDerivative ( ) const

inline

◆ hasCovOnSphere()

bool CovAniso::hasCovOnSphere ( ) const

inline

◆ hasInt1D()

bool CovAniso::hasInt1D ( ) const

inline

◆ hasInt2D()

bool CovAniso::hasInt2D ( ) const

inline

◆ hasMarkovCoeffs()

bool CovAniso::hasMarkovCoeffs ( ) const

inline

◆ hasParam()

int CovAniso::hasParam ( ) const

inline

◆ hasRange()

int CovAniso::hasRange ( ) const

inline

◆ hasRotation()

bool CovAniso::hasRotation ( ) const

inline

◆ hasSpectrumOnRn()

bool CovAniso::hasSpectrumOnRn ( ) const

inline

◆ hasSpectrumOnSphere()

bool CovAniso::hasSpectrumOnSphere ( ) const

inline

◆ informCoords()

VectorDouble CovAniso::informCoords	(	const VectorVectorDouble &	coords,
		const EConsElem &	econs,
		int	iv1 = `0`,
		int	iv2 = `0`
	)		const

◆ informDbIn()

void CovAniso::informDbIn ( const Db * dbin ) const

◆ informDbInForAnisotropy()

void CovAniso::informDbInForAnisotropy ( const Db * dbin ) const

◆ informDbInForSills()

void CovAniso::informDbInForSills ( const Db * dbin ) const

◆ informDbOut()

void CovAniso::informDbOut ( const Db * dbout ) const

◆ informDbOutForAnisotropy()

void CovAniso::informDbOutForAnisotropy ( const Db * dbout ) const

◆ informDbOutForSills()

void CovAniso::informDbOutForSills ( const Db * dbout ) const

◆ informMeshByApex()

void CovAniso::informMeshByApex ( const AMesh * amesh ) const

◆ informMeshByApexForAnisotropy()

void CovAniso::informMeshByApexForAnisotropy ( const AMesh * amesh ) const

◆ informMeshByApexForSills()

void CovAniso::informMeshByApexForSills ( const AMesh * amesh ) const

◆ informMeshByMesh()

void CovAniso::informMeshByMesh ( const AMesh * amesh ) const

◆ informMeshByMeshForAnisotropy()

void CovAniso::informMeshByMeshForAnisotropy ( const AMesh * amesh ) const

◆ informMeshByMeshForSills()

void CovAniso::informMeshByMeshForSills ( const AMesh * amesh ) const

◆ initSill()

void CovAniso::initSill ( double value = 0. )

◆ isAsymptotic()

bool CovAniso::isAsymptotic ( ) const

inline

◆ isConsistent()

bool CovAniso::isConsistent ( const ASpace * space ) const

overridevirtual

ASpaceObject Interface.

Implements ASpaceObject.

◆ isIsotropic()

bool CovAniso::isIsotropic ( ) const

inline

◆ isNoStat()

bool CovAniso::isNoStat ( ) const

inlineoverridevirtual

Reimplemented from ACov.

◆ isNoStatForAnisotropy()

bool CovAniso::isNoStatForAnisotropy ( ) const

inline

◆ isNoStatForParam()

bool CovAniso::isNoStatForParam ( ) const

inline

◆ isNoStatForRotation()

bool CovAniso::isNoStatForRotation ( ) const

inline

◆ isNoStatForTensor()

bool CovAniso::isNoStatForTensor ( ) const

inline

◆ isNoStatForVariance()

bool CovAniso::isNoStatForVariance ( ) const

inline

◆ isOptimizationInitialized()

bool CovAniso::isOptimizationInitialized ( const Db * db = nullptr ) const

Checks that the Optimization has already been initiated, by:

checking that the storage (for Sample Points projected in the Covariance rotation system) is already allocated
checking that the dimension of this storage is correct (only if 'db' is provided): in particular, this check is not necessary when freeing this storage.

◆ isValidForSpectral()

bool CovAniso::isValidForSpectral ( ) const

◆ isValidForTurningBand()

bool CovAniso::isValidForTurningBand ( ) const

◆ makeAngleNoStatDb()

void CovAniso::makeAngleNoStatDb	(	const String &	namecol,
		int	idim = `0`,
		const Db *	db = `nullptr`
	)

◆ makeAngleNoStatFunctional()

void CovAniso::makeAngleNoStatFunctional	(	const AFunctional *	func,
		int	idim = `0`
	)

◆ makeAngleStationary()

void CovAniso::makeAngleStationary ( int idim = 0 )

◆ makeParamNoStatDb()

void CovAniso::makeParamNoStatDb	(	const String &	namecol,
		const Db *	db = `nullptr`
	)

◆ makeParamNoStatFunctional()

void CovAniso::makeParamNoStatFunctional ( const AFunctional * func )

◆ makeParamStationary()

void CovAniso::makeParamStationary ( )

◆ makeRangeNoStatDb()

void CovAniso::makeRangeNoStatDb	(	const String &	namecol,
		int	idim = `0`,
		const Db *	db = `nullptr`
	)

◆ makeRangeNoStatFunctional()

void CovAniso::makeRangeNoStatFunctional	(	const AFunctional *	func,
		int	idim = `0`
	)

◆ makeRangeStationary()

void CovAniso::makeRangeStationary ( int idim = 0 )

◆ makeScaleNoStatDb()

void CovAniso::makeScaleNoStatDb	(	const String &	namecol,
		int	idim = `0`,
		const Db *	db = `nullptr`
	)

◆ makeScaleNoStatFunctional()

void CovAniso::makeScaleNoStatFunctional	(	const AFunctional *	func,
		int	idim = `0`
	)

◆ makeScaleStationary()

void CovAniso::makeScaleStationary ( int idim = 0 )

◆ makeSillNoStatDb()

void CovAniso::makeSillNoStatDb	(	const String &	namecol,
		int	ivar = `0`,
		int	jvar = `0`,
		const Db *	db = `nullptr`
	)

◆ makeSillNoStatFunctional()

void CovAniso::makeSillNoStatFunctional	(	const AFunctional *	func,
		int	ivar = `0`,
		int	jvar = `0`
	)

◆ makeSillStationary()

void CovAniso::makeSillStationary	(	int	ivar = `0`,
		int	jvar = `0`
	)

◆ makeStationary()

void CovAniso::makeStationary ( )

◆ makeTensorNoStatDb()

void CovAniso::makeTensorNoStatDb	(	const String &	namecol,
		int	idim = `0`,
		int	jdim = `0`,
		const Db *	db = `nullptr`
	)

◆ makeTensorNoStatFunctional()

void CovAniso::makeTensorNoStatFunctional	(	const AFunctional *	func,
		int	idim = `0`,
		int	jdim = `0`
	)

◆ makeTensorStationary()

void CovAniso::makeTensorStationary	(	int	idim,
		int	jdim
	)

◆ normalizeOnSphere()

double CovAniso::normalizeOnSphere ( int n = 50 ) const

◆ nostatUpdate()

void CovAniso::nostatUpdate ( CovInternal * covint )

Update the Model in the case of Non-stationary parameters This requires the knowledge of the two end-points

Parameters

[in] covint Internal structure for non-stationarity or NULL (for stationary case)

◆ operator=()

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

◆ optimizationSetTargetByIndex()

void CovAniso::optimizationSetTargetByIndex ( int iech ) const

overridevirtual

Define the Second Space Point as coinciding with the Input Space Point 'iech'. Note that, as the Input Space Points are already transformed in the basis of the current structure, it is just an assignment.

Parameters

iech	Rank of the sample among the recorded Space Points

Reimplemented from ACov.

◆ setAniso()

void CovAniso::setAniso ( const Tensor & aniso )

inline

◆ setAnisoAngle()

void CovAniso::setAnisoAngle	(	int	idim,
		double	angle
	)

◆ setAnisoAngles()

void CovAniso::setAnisoAngles ( const VectorDouble & angles )

◆ setAnisoRotation() [1/2]

void CovAniso::setAnisoRotation ( const Rotation & rot )

◆ setAnisoRotation() [2/2]

void CovAniso::setAnisoRotation ( const VectorDouble & rot )

◆ setContext()

void CovAniso::setContext ( const CovContext & ctxt )

◆ setMarkovCoeffs()

void CovAniso::setMarkovCoeffs ( const VectorDouble & coeffs )

◆ setMarkovCoeffsBySquaredPolynomials()

void CovAniso::setMarkovCoeffsBySquaredPolynomials	(	VectorDouble	coeffs1,
		VectorDouble	coeffs2,
		double	eps = `0`
	)

◆ setNoStatFactor()

void CovAniso::setNoStatFactor ( double noStatFactor )

inline

◆ setOptimEnabled()

void CovAniso::setOptimEnabled ( bool flag ) const

inline

◆ setParam()

void CovAniso::setParam ( double param )

◆ setRange()

void CovAniso::setRange	(	int	idim,
		double	range
	)

◆ setRangeIsotropic()

void CovAniso::setRangeIsotropic ( double range )

Practical range.

◆ setRanges()

void CovAniso::setRanges ( const VectorDouble & ranges )

◆ setRotationAnglesAndRadius()

void CovAniso::setRotationAnglesAndRadius	(	const VectorDouble &	angles = `VectorDouble()`,
		const VectorDouble &	ranges = `VectorDouble()`,
		const VectorDouble &	scales = `VectorDouble()`
	)

◆ setScale() [1/2]

void CovAniso::setScale ( double scale )

◆ setScale() [2/2]

void CovAniso::setScale	(	int	idim,
		double	scale
	)

Make the covariance isotropic.

◆ setScales()

void CovAniso::setScales ( const VectorDouble & scales )

◆ setSill() [1/4]

void CovAniso::setSill ( const MatrixSquareSymmetric & sill )

Only valid when there is only one variable (in the context)

◆ setSill() [2/4]

void CovAniso::setSill ( const VectorDouble & sill )

◆ setSill() [3/4]

void CovAniso::setSill ( double sill )

◆ setSill() [4/4]

void CovAniso::setSill	(	int	ivar,
		int	jvar,
		double	sill
	)

TODO : Test if sill matrix is positive definite (if not, generate a warning)

◆ setType()

void CovAniso::setType ( const ECov & type )

◆ simulateSpectralOmega()

MatrixRectangular CovAniso::simulateSpectralOmega ( int nb ) const

◆ simulateTurningBand()

double CovAniso::simulateTurningBand	(	double	t0,
		TurningBandOperate &	operTB
	)		const

◆ toString()

String CovAniso::toString ( const AStringFormat * strfmt = nullptr ) const

overridevirtual

ICloneable Interface.

AStringable Interface

Reimplemented from ASpaceObject.

◆ updateCovByMesh()

void CovAniso::updateCovByMesh	(	int	imesh,
		bool	aniso = `true`
	)

◆ updateCovByPoints()

void CovAniso::updateCovByPoints	(	int	icas1,
		int	iech1,
		int	icas2,
		int	iech2
	)

overridevirtual

Tell if the use of Optimization is enabled or not.

Update the Model according to the Non-stationary parameters

Parameters

icas1	Type of first Db: 1 for Input; 2 for Output
iech1	Rank of the target within Db1 (or -1)
icas2	Type of first Db: 1 for Input; 2 for Output
iech2	Rank of the target within Dbout (or -2)

Reimplemented from ACov.

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

include/Covariances/CovAniso.hpp
src/Covariances/CovAniso.cpp

Detailed Description

Public Member Functions

Static Public Member Functions

Constructor & Destructor Documentation

◆ CovAniso() [1/4]

◆ CovAniso() [2/4]

◆ CovAniso() [3/4]

◆ CovAniso() [4/4]

◆ ~CovAniso()

Member Function Documentation

◆ _optimizationPreProcess()

◆ addEval0CovMatBiPointInPlace()

◆ attachNoStatDb()

◆ computeMarkovCoeffs()

◆ copyCovContext()

◆ createAnisotropic()

◆ createAnisotropicMulti()

◆ createIsotropic()

◆ createIsotropicMulti()

◆ createReduce()

◆ eval()

◆ eval0()

◆ evalCor()

◆ evalCovFFT()

◆ evalCovOnSphere()

◆ evalCovOnSphereVec()

◆ evalOptimInPlace()

◆ evalSpectrum()

◆ evalSpectrumOnSphere()

◆ getAniso()

◆ getAnisoAngles() [1/2]

◆ getAnisoAngles() [2/2]

◆ getAnisoCoeffs() [1/2]

◆ getAnisoCoeffs() [2/2]

◆ getAnisoInvMat()

◆ getAnisoRotation()

◆ getAnisoRotMat() [1/2]

◆ getAnisoRotMat() [2/2]

◆ getBallRadius()

◆ getContext()

◆ getCorrec()

◆ getCova()

◆ getCovName()

◆ getDimensionNumber()

◆ getFlagAniso()

◆ getFlagRotation()

◆ getFormula()

◆ getFullCorrec()

◆ getGradParamNumber()

◆ getIntegralRange()

◆ getMarkovCoeffs()

◆ getMaxNDim()

◆ getMinOrder()

◆ getNAngles()

◆ getNRanges()

◆ getNScales()

◆ getNSills()

◆ getNVariables()

◆ getParam()

◆ getParMax()

◆ getRange() [1/2]

◆ getRange() [2/2]

◆ getRanges()

◆ getScadef()

◆ getScale() [1/2]

◆ getScale() [2/2]

◆ getScales()

◆ getSill() [1/2]

◆ getSill() [2/2]

◆ getSlope()

◆ getType()

◆ getValue()

◆ hasCovDerivative()

◆ hasCovOnSphere()

◆ hasInt1D()

◆ hasInt2D()

◆ hasMarkovCoeffs()

◆ hasParam()

◆ hasRange()

◆ hasRotation()