gstlrn::Vecchia Class Reference

#include <Vecchia.hpp>

Inheritance diagram for gstlrn::Vecchia:

Public Member Functions
	Vecchia (ModelGeneric *model, Id nb_neigh, const Db *db1, const Db *db2=nullptr, bool reml=false)
	Vecchia (const Vecchia &r)
Vecchia &	operator= (const Vecchia &r)
virtual	~Vecchia ()
Id	computeLower (const MatrixT< Id > &Ranks, bool verbose=false)
	Construct the Vecchia approximation starting from 'Ranks'.
const MatrixSparse &	getLFull () const
const &	getDFull () const
const &	getY () const
double	getLFull (Id i, Id j) const
Id	getND () const
Id	getNT () const
Id	getNonZeros () const
void	productMatVecchia (const MatrixDense &X, MatrixDense &resmat) const
void	productVecchia (constvect Y, vect res) const
	calculateLdY (const 1 &Y) const
	calculateFtLdY (const 1 &LdY) const
MatrixSparse *	calculateW (const 1 &D_dd) const
	computeAndGetY ()
Public Member Functions inherited from gstlrn::ALikelihood
	ALikelihood (ModelGeneric *model, const Db *db, bool reml=false)
	ALikelihood (const ALikelihood &r)
ALikelihood &	operator= (const ALikelihood &r)
virtual	~ALikelihood ()
double	computeCost (bool verbose=false) override
double	computeLogLikelihood (bool verbose=false)
	getBeta () const
Public Member Functions inherited from gstlrn::AModelOptim
	AModelOptim (ModelGeneric *model=nullptr, bool verbose=false)
void	setEnvironment (const MatrixSymmetric &vars, double href, double epsilon=EPSILON6)
AModelOptim &	operator= (const AModelOptim &r)
void	setAuthorizedAnalyticalGradients (bool authorized)
bool	getAuthorizedAnalyticalGradients () const
virtual	~AModelOptim ()
void	setGradients (std::vector< std::function< double(const std::vector< double > &)> > &gradients)
void	setVerbose (bool verbose=false, bool trace=false)
double	eval (const std::vector< double > &x)
virtual void	evalGrad (vect res)
double	run ()
void	resetIter ()
std::shared_ptr< ListParams >	getParams () const
void	evalGradInEffectiveDimension (vect res)

Static Public Member Functions
static Vecchia *	createForOptim (ModelGeneric *model, const Db *db1, Id nb_neigh=30, bool reml=false)

Constructor & Destructor Documentation

Vecchia() [1/2]

gstlrn::Vecchia::Vecchia	(	ModelGeneric *	model,
		Id	nb_neigh,
		const Db *	db1,
		const Db *	db2 = nullptr,
		bool	reml = false
	)

Vecchia() [2/2]

gstlrn::Vecchia::Vecchia

(

const Vecchia &

r

)

~Vecchia()

gstlrn::Vecchia::~Vecchia ( )

virtual

Member Function Documentation

calculateFtLdY()

gstlrn::Vecchia::calculateFtLdY

(

const 1 &

LdY

)

const

calculateLdY()

gstlrn::Vecchia::calculateLdY

(

const 1 &

Y

)

const

calculateW()

MatrixSparse * gstlrn::Vecchia::calculateW

(

const 1 &

D_dd

)

const

Product 't(A)' %*% 'M' %*% 'A' or 'A' %*% 'M' %*% 't(A)'

computeAndGetY()

gstlrn::Vecchia::computeAndGetY

(

)

computeLower()

Id gstlrn::Vecchia::computeLower	(	const MatrixT< Id > &	Ranks,
		bool	verbose = false
	)

Construct the Vecchia approximation starting from 'Ranks'.

Parameters

Ranks	MatrixT<Id> which the ranks of the sample indices for each target
verbose	Verbose flag

Returns

Id Error returned code

Note

The dimension of 'Rank' is:

• ncols = Dimension of the Neighborhood + 1
• nrows = Number of samples (dbin and dbout [optional])

For each row, the first element of 'Ranks' is the sample number

• if smaller than N_dbin, it refers to the sample absolute rank in 'dbin'
• if larger, its value (after subtracting N_dbin) gives the sample absolute rank in 'dbout'

createForOptim()

Vecchia * gstlrn::Vecchia::createForOptim ( ModelGeneric *  model, const Db *  db1, Id  nb_neigh = 30, bool  reml = false  )

static

getDFull()

const & gstlrn::Vecchia::getDFull ( ) const

inline

getLFull() [1/2]

const MatrixSparse & gstlrn::Vecchia::getLFull ( ) const

inline

getLFull() [2/2]

double gstlrn::Vecchia::getLFull ( Id  i, Id  j  ) const

inline

getND()

Id gstlrn::Vecchia::getND ( ) const

inline

getNonZeros()

Id gstlrn::Vecchia::getNonZeros ( ) const

inline

getNT()

Id gstlrn::Vecchia::getNT ( ) const

inline

getY()

const & gstlrn::Vecchia::getY ( ) const

inline

operator=()

Vecchia & gstlrn::Vecchia::operator=

(

const Vecchia &

r

)

productMatVecchia()

void gstlrn::Vecchia::productMatVecchia	(	const MatrixDense &	X,
		MatrixDense &	resmat
	)		const

productVecchia()

void gstlrn::Vecchia::productVecchia	(	constvect	Y,
		vect	res
	)		const

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

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