gstlrn::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 (const Db *dbin, Model *model, bool flagKrig, bool flagSimu, Id useCholesky=-1, const SPDEParam &params=SPDEParam(), const Db *domain=nullptr)
	SPDE (const SPDE &r)=delete
SPDE &	operator= (const SPDE &r)=delete
virtual	~SPDE ()
bool	getFlagCholesky () const
bool	getFlagKrig () const
bool	getFlagSimu () const
const VectorMeshes &	getMeshesK () const
const VectorMeshes &	getMeshesS () const
const ProjMultiMatrix *	getAinK () const
const ProjMultiMatrix *	getAinS () const
const ProjMultiMatrix *	getAoutK () const
const ProjMultiMatrix *	getAoutS () const
	getDriftCoefficients () const
Id	getSeed () const
Id	getNMC () const
const SPDEOp *	getSPDEOp () const
const MatrixSparse *	getQ () const
const MatrixSparse *	getProj () const
const PrecisionOpMulti *	getPrecisionKrig () const
const MatrixSparse *	getInvNoise () const
Id	defineSpdeOperator (bool verbose=false)
Id	centerDataByDriftInPlace (1 &Z, bool verbose=false)
void	uncenterResultByDriftInPlace (1 &result) const
void	addNuggetToResult (1 &result) const
	Simulate nugget component and add it to one multivariate simulation.
Id	setMeshes (bool flagForKrig, const VectorMeshes *meshes)
Id	setProjIn (bool flagForKrig, const ProjMultiMatrix *proj)
Id	setInvNoise (const ASimulable *invnoise)
Id	setDbAndProjOut (Db *dbout, const ProjMultiMatrix *projK=nullptr, const ProjMultiMatrix *projS=nullptr, bool flagApply=true, bool verbose=false)
	Define the output Db as well as specific Projection matrices (optional)
Id	makeReady (bool verbose=false)
	getData (bool flagCenter, bool verbose=false)
	kriging (const 1 &Z) const
	stdev (const 1 &Z) const
	simulate (const 1 &Z) const
double	loglikelihood (const 1 &Z, bool verbose=false) const

Constructor & Destructor Documentation

SPDE() [1/2]

gstlrn::SPDE::SPDE	(	const Db *	dbin,
		Model *	model,
		bool	flagKrig,
		bool	flagSimu,
		Id	useCholesky = -1,
		const SPDEParam &	params = SPDEParam(),
		const Db *	domain = nullptr
	)

The class constructor with the following arguments:

Parameters

dbin	Input file (nullptr for non conditional simulation)
model	This compulsory argument is a LMC of Matern's (or Markov?) basic structures with possibly a nugget effect
flagKrig	TRUE for Kriging (or conditional simulation)
flagSimu	TRUE for simulations (either conditional or non-conditional)
useCholesky	Define the choice regarding Cholesky
params	Set of SPDE parameters
domain	Db used to define the domain for meshing (in union with dbin)

SPDE() [2/2]

gstlrn::SPDE::SPDE ( const SPDE &  r )

delete

~SPDE()

gstlrn::SPDE::~SPDE ( )

virtual

Member Function Documentation

addNuggetToResult()

void gstlrn::SPDE::addNuggetToResult

(

1 &

result

)

const

Simulate nugget component and add it to one multivariate simulation.

Parameters

result

The array containing ONE multivariate simulation

Note

The nugget component is added to each variable with its correct variance

but not accounting for the dependency across different variables.

centerDataByDriftInPlace()

Id gstlrn::SPDE::centerDataByDriftInPlace	(	1 &	Z,
		bool	verbose = false
	)

defineSpdeOperator()

Id gstlrn::SPDE::defineSpdeOperator

(

bool

verbose = false

)

getAinK()

const ProjMultiMatrix * gstlrn::SPDE::getAinK ( ) const

inline

getAinS()

const ProjMultiMatrix * gstlrn::SPDE::getAinS ( ) const

inline

getAoutK()

const ProjMultiMatrix * gstlrn::SPDE::getAoutK ( ) const

inline

getAoutS()

const ProjMultiMatrix * gstlrn::SPDE::getAoutS ( ) const

inline

getData()

gstlrn::SPDE::getData	(	bool	flagCenter,
		bool	verbose = false
	)

getDriftCoefficients()

gstlrn::SPDE::getDriftCoefficients ( ) const

inline

getFlagCholesky()

bool gstlrn::SPDE::getFlagCholesky ( ) const

inline

getFlagKrig()

bool gstlrn::SPDE::getFlagKrig ( ) const

inline

getFlagSimu()

bool gstlrn::SPDE::getFlagSimu ( ) const

inline

getInvNoise()

const MatrixSparse * gstlrn::SPDE::getInvNoise

(

)

const

getMeshesK()

const VectorMeshes & gstlrn::SPDE::getMeshesK ( ) const

inline

getMeshesS()

const VectorMeshes & gstlrn::SPDE::getMeshesS ( ) const

inline

getNMC()

Id gstlrn::SPDE::getNMC ( ) const

inline

getPrecisionKrig()

const PrecisionOpMulti * gstlrn::SPDE::getPrecisionKrig

(

)

const

getProj()

const MatrixSparse * gstlrn::SPDE::getProj

(

)

const

getQ()

const MatrixSparse * gstlrn::SPDE::getQ

(

)

const

getSeed()

Id gstlrn::SPDE::getSeed ( ) const

inline

getSPDEOp()

const SPDEOp * gstlrn::SPDE::getSPDEOp ( ) const

inline

kriging()

gstlrn::SPDE::kriging

(

const 1 &

Z

)

const

loglikelihood()

double gstlrn::SPDE::loglikelihood	(	const 1 &	Z,
		bool	verbose = false
	)		const

makeReady()

Id gstlrn::SPDE::makeReady

(

bool

verbose = false

)

operator=()

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

delete

setDbAndProjOut()

Id gstlrn::SPDE::setDbAndProjOut	(	Db *	dbout,
		const ProjMultiMatrix *	projK = nullptr,
		const ProjMultiMatrix *	projS = nullptr,
		bool	flagApply = true,
		bool	verbose = false
	)

Define the output Db as well as specific Projection matrices (optional)

Parameters

dbout	Pointer of the output 'Db'
projK	Projection matrix for Kriging (optional)
projS	Projection matrix for Simulations (optional)
flagApply	see Notes
verbose	Verbose flag

Returns

Id

Note

If 'dbout' is not defined, this function does nothing

'flagApply' is set to TRUE when this method is used on a 'Ready' SPDE system for defining a new 'dbout' for example.

setInvNoise()

Id gstlrn::SPDE::setInvNoise

(

const ASimulable *

invnoise

)

setMeshes()

Id gstlrn::SPDE::setMeshes	(	bool	flagForKrig,
		const VectorMeshes *	meshes
	)

setProjIn()

Id gstlrn::SPDE::setProjIn	(	bool	flagForKrig,
		const ProjMultiMatrix *	proj
	)

simulate()

gstlrn::SPDE::simulate

(

const 1 &

Z

)

const

stdev()

gstlrn::SPDE::stdev

(

const 1 &

Z

)

const

uncenterResultByDriftInPlace()

void gstlrn::SPDE::uncenterResultByDriftInPlace

(

1 &

result

)

const

---

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

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