KrigingAlgebra Class Reference

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

#include <KrigingAlgebra.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
	KrigingAlgebra (bool flagDual=false, const VectorVectorInt *sampleRanks=nullptr, const VectorDouble *Z=nullptr, const MatrixSymmetric *Sigma=nullptr, const MatrixDense *X=nullptr, const MatrixSymmetric *Sigma00=nullptr, const VectorDouble *Means=nullptr)
	KrigingAlgebra (const KrigingAlgebra &r)=delete
KrigingAlgebra &	operator= (const KrigingAlgebra &r)=delete
virtual	~KrigingAlgebra ()
void	setDual (bool status)
void	resetNewData ()
	Method to be used when the data has changed (e.g. Moving Neighborhood)
int	setData (const VectorDouble *Z=nullptr, const VectorVectorInt *indices=nullptr, const VectorDouble *Means=nullptr)
	Modify the Data Values (and Means)
int	setLHS (const MatrixSymmetric *Sigma=nullptr, const MatrixDense *X=nullptr)
	Modify the elements linked to the LHS.
int	setRHS (const MatrixDense *Sigma0=nullptr, const MatrixDense *X0=nullptr)
int	setVariance (const MatrixSymmetric *Sigma00=nullptr)
int	setBayes (const VectorDouble *PriorMean=nullptr, const MatrixSymmetric *PriorCov=nullptr)
int	setXvalidUnique (const VectorInt *rankXvalidEqs=nullptr, const VectorInt *rankXvalidVars=nullptr)
	Define the elements of the input Db to be cross-validated.
int	setColCokUnique (const VectorDouble *Zp=nullptr, const VectorInt *rankColCok=nullptr)
	Define the inforlation for Collocated Option.
void	printStatus () const
void	dumpLHS (int nbypas=5) const
void	dumpRHS () const
void	dumpWGT ()
void	dumpAux ()
VectorDouble	getEstimation ()
VectorDouble	getStdv ()
VectorDouble	getVarianceZstar ()
VectorDouble	getPostMean ()
const MatrixSymmetric *	getStdvMat ()
const MatrixSymmetric *	getVarianceZstarMat ()
const MatrixSymmetric *	getPostCov ()
const MatrixDense *	getLambda ()
const MatrixDense *	getLambda0 ()
const MatrixDense *	getMu ()
double	getLTerm ()
bool	isDual () const

Constructor & Destructor Documentation

KrigingAlgebra() [1/2]

KrigingAlgebra::KrigingAlgebra	(	bool	flagDual = false,
		const VectorVectorInt *	sampleRanks = nullptr,
		const VectorDouble *	Z = nullptr,
		const MatrixSymmetric *	Sigma = nullptr,
		const MatrixDense *	X = nullptr,
		const MatrixSymmetric *	Sigma00 = nullptr,
		const VectorDouble *	Means = nullptr
	)

KrigingAlgebra() [2/2]

KrigingAlgebra::KrigingAlgebra ( const KrigingAlgebra &  r )

delete

~KrigingAlgebra()

KrigingAlgebra::~KrigingAlgebra ( )

virtual

Member Function Documentation

dumpAux()

void KrigingAlgebra::dumpAux

(

)

dumpLHS()

void KrigingAlgebra::dumpLHS

(

int

nbypas = 5

)

const

dumpRHS()

void KrigingAlgebra::dumpRHS

(

)

const

dumpWGT()

void KrigingAlgebra::dumpWGT

(

)

getEstimation()

VectorDouble KrigingAlgebra::getEstimation

(

)

getLambda()

const MatrixDense * KrigingAlgebra::getLambda

(

)

getLambda0()

const MatrixDense * KrigingAlgebra::getLambda0

(

)

getLTerm()

double KrigingAlgebra::getLTerm

(

)

getMu()

const MatrixDense * KrigingAlgebra::getMu

(

)

getPostCov()

const MatrixSymmetric * KrigingAlgebra::getPostCov

(

)

getPostMean()

VectorDouble KrigingAlgebra::getPostMean

(

)

getStdv()

VectorDouble KrigingAlgebra::getStdv

(

)

getStdvMat()

const MatrixSymmetric * KrigingAlgebra::getStdvMat

(

)

getVarianceZstar()

VectorDouble KrigingAlgebra::getVarianceZstar

(

)

getVarianceZstarMat()

const MatrixSymmetric * KrigingAlgebra::getVarianceZstarMat

(

)

isDual()

bool KrigingAlgebra::isDual ( ) const

inline

operator=()

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

delete

printStatus()

void KrigingAlgebra::printStatus

(

)

const

resetNewData()

void KrigingAlgebra::resetNewData

(

)

Method to be used when the data has changed (e.g. Moving Neighborhood)

setBayes()

int KrigingAlgebra::setBayes	(	const VectorDouble *	PriorMean = nullptr,
		const MatrixSymmetric *	PriorCov = nullptr
	)

setColCokUnique()

int KrigingAlgebra::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 (dim: _nvar)

Returns

int Error return code

Note

Argument 'rankColCok' gives the variable rank in Target File or -1

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

setData()

int KrigingAlgebra::setData	(	const VectorDouble *	Z = nullptr,
		const VectorVectorInt *	indices = nullptr,
		const VectorDouble *	Means = nullptr
	)

Modify the Data Values (and Means)

Parameters

Z	Data flattened vector (possibly multivariate)
indices	Vector Of Vector of sample ranks
Means	Vector of known Drift coefficients (optional)

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)

setDual()

void KrigingAlgebra::setDual

(

bool

status

)

setLHS()

int KrigingAlgebra::setLHS	(	const MatrixSymmetric *	Sigma = nullptr,
		const MatrixDense *	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 KrigingAlgebra::setRHS	(	const MatrixDense *	Sigma0 = nullptr,
		const MatrixDense *	X0 = nullptr
	)

setVariance()

int KrigingAlgebra::setVariance

(

const MatrixSymmetric *

Sigma00 = nullptr

)

setXvalidUnique()

int KrigingAlgebra::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/KrigingAlgebra.hpp
• src/Estimation/KrigingAlgebra.cpp