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 (bool flagDual=false, 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 VectorDouble *Means=nullptr)
	Modify the Data Values (and Means) More...
int	setLHS (const MatrixSquareSymmetric *Sigma=nullptr, const MatrixRectangular *X=nullptr)
	Modify the elements linked to the LHS. More...
int	setRHS (const MatrixRectangular *Sigma0=nullptr, const MatrixRectangular *X0=nullptr)
int	setVar (const MatrixSquareSymmetric *Sigma00=nullptr)
int	setColCokUnique (const VectorDouble *Zp=nullptr, const VectorInt *rankColCok=nullptr)
	Define the inforlation for Collocated Option. More...
int	setBayes (const VectorDouble *PriorMean=nullptr, const MatrixSquareSymmetric *PriorCov=nullptr)
int	setXvalidUnique (const VectorInt *rankXvalidEqs=nullptr, const VectorInt *rankXvalidVars=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 *	getLambda ()
const MatrixRectangular *	getLambda0 ()
const MatrixRectangular *	getMu ()
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	(	bool	flagDual = false,
		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

(

)

getLambda()

const MatrixRectangular * KrigingCalcul::getLambda

(

)

getLambda0()

const MatrixRectangular * KrigingCalcul::getLambda0

(

)

getMu()

const MatrixRectangular * KrigingCalcul::getMu

(

)

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
	)

Define the inforlation for Collocated Option.

Parameters

Zp	Vector of the Collocated variables (see note)
rankColCok	Vector of ranks of Collocated variables

Returns

int Error return code

Note

The argument 'Zp' must be corrected by the mean of the variables for the use of Collocated Option in Simple Kriging

setData()

int KrigingCalcul::setData	(	const VectorDouble *	Z = nullptr,
		const VectorDouble *	Means = nullptr
	)

Modify the Data Values (and Means)

Parameters

Z	Data flattened vector (possibly multivariate)
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)

setLHS()

int KrigingCalcul::setLHS	(	const MatrixSquareSymmetric *	Sigma = nullptr,
		const MatrixRectangular *	X = nullptr
	)

Modify the elements linked to the LHS.

Parameters

Sigma	Data-Data Covariance matrix
X	Data Drift Matrix

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)

setRHS()

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

setVar()

int KrigingCalcul::setVar

(

const MatrixSquareSymmetric *

Sigma00 = nullptr

)

setXvalidUnique()

int KrigingCalcul::setXvalidUnique	(	const VectorInt *	rankXvalidEqs = nullptr,
		const VectorInt *	rankXvalidVars = nullptr
	)

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

Parameters

rankXvalidEqs	Vector of equation ranks to be cross-validated
rankXvalidVars	Vector of variable ranks to be cross-validated

Returns

int Error return code

Remarks

The argument 'rankXvalidVars' only serves in assigning the mean of the correct cross-validated variable (SK only). It is optional in OK

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

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