gstlrn::ACov Class Reference

Class containing the Covariance part of the Model. More...

#include <ACov.hpp>

Inheritance diagram for gstlrn::ACov:

Detailed Description

Class containing the Covariance part of the Model.

It is the uppermost class of the Covariance Tree and is conceived as simple as possible on purpose (in order to let the user defined its own version if necessary): it must simply be able to return its value between two end-point (see eval method).

It is mainly implemented in CovAniso.hpp or CovAnisoList.hpp

Public Member Functions
	ACov (const CovContext &ctxt=CovContext())
	ACov (const ACov &r)
ACov &	operator= (const ACov &r)
virtual	~ACov ()
virtual Id	getNVar () const
	ACov Interface.
virtual bool	isIndexable () const
bool	isNoStat () const
const CovContext &	getContext () const
void	setContext (const CovContext &ctxt)
void	updateFromContext ()
virtual void	copyCovContext (const CovContext &ctxt)
void	initFromContext ()
CovContext	getContextCopy () const
virtual double	eval0 (Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	Calculate the covariance between two variables for 0-distance (stationary case)
double	evalCov (const SpacePoint &p1, const SpacePoint &p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	Calculate the covariance between two variables and two points (general case)
std::vector< double >	evalCovGrad (const SpacePoint &p1, const SpacePoint &p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr)
virtual double	evalCovOnSphere (double alpha, Id degree=50, bool flagScaleDistance=false, const CovCalcMode *mode=nullptr) const
virtual	evalSpectrumOnSphere (Id n, bool flagNormDistance=false, bool flagCumul=false) const
virtual double	evalSpectrum (const 1 &freq, Id ivar, Id jvar) const
virtual void	updateCovByPoints (Id icas1, Id iech1, Id icas2, Id iech2) const
double	evalZGNumeric (const SpacePoint &p1, const SpacePoint &p2, Id ivar, Id jvar, Id idim, double radius, const CovCalcMode *mode) const
double	evalGGNumeric (const SpacePoint &p1, const SpacePoint &p2, Id ivar, Id jvar, Id idim, Id jdim, double radius, const CovCalcMode *mode) const
void	attachNoStatDb (const Db *db)
ASpaceSharedPtr	getSpace () const
virtual bool	isConsistent (const ASpace *space) const
virtual bool	isOptimEnabled () const
	Functions linked to Optimization during Covariance calculations.
void	optimizationPreProcess (Id mode, const std::vector< SpacePoint > &ps) const
SpacePoint &	optimizationLoadInPlace (Id iech, Id mode, Id rank) const
void	optimizationPostProcess () const
void	optimizationSetTarget (SpacePoint &pt) const
	eval (const std::vector< SpacePoint > &vec_p1, const std::vector< SpacePoint > &vec_p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	Functions for evaluating Covariances.
MatrixSymmetric	eval0Mat (const CovCalcMode *mode=nullptr) const
MatrixSymmetric	evalCovMat0 (const Db *db, Id iech, const KrigOpt &krigopt=KrigOpt()) const
	Functions for evaluating Covariance Matrices either in place or not.
MatrixDense	evalCovMat (const Db *db1, const Db *db2=nullptr, Id ivar0=-1, Id jvar0=-1, const 1 &nbgh1=1(), const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true) const
MatrixSymmetric	evalCovMatSym (const Db *db1, const 1 &nbgh1=1(), Id ivar0=-1, const CovCalcMode *mode=nullptr, bool cleanOptim=true) const
MatrixSparse *	evalCovMatSparse (const Db *db1_arg, const Db *db2_arg=nullptr, Id ivar0=-1, Id jvar0=-1, const 1 &nbgh1=1(), const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true, double eps=EPSILON3) const
Id	evalCovMat0InPlace (MatrixSymmetric &mat, const Db *db, Id iech, const KrigOpt &krigopt=KrigOpt()) const
Id	evalCovMatInPlace (MatrixDense &mat, const Db *db1, const Db *db2=nullptr, Id ivar0=-1, Id jvar0=-1, const 1 &nbgh1=1(), const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true) const
Id	evalCovMatSymInPlace (MatrixSymmetric &mat, const Db *db1, const 1 &nbgh1=1(), Id ivar0=-1, const CovCalcMode *mode=nullptr, bool cleanOptim=true) const
Id	evalCovMatInPlaceFromIdx (MatrixDense &mat, const Db *db1, const Db *db2, const 1 &index1, const 1 &index2, const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true) const
Id	evalCovMatSymInPlaceFromIdx (MatrixSymmetric &mat, const Db *db1, const 1 &index1, const CovCalcMode *mode=nullptr, bool cleanOptim=true) const
Id	evalCovMatRHSInPlaceFromIdx (MatrixDense &mat, const Db *db1, const Db *db2, const 1 &index1, const Id iech2=-1, const KrigOpt &krigopt=KrigOpt(), bool cleanOptim=true) const
Id	evalCovVecRHSInPlace (vect vect, const RankHandler &rank, Id iech2, const KrigOpt &krigopt, SpacePoint &pin, SpacePoint &pout, 1 &tabwork, double lambda=1., const ECalcMember &calcMember=ECalcMember::RHS) const
Id	evalCovMatOptimInPlace (MatrixDense &mat, const Db *dbin, const RankHandler &rankhandler, const KrigOpt &krigopt, const ECalcMember &calcMember, 1 &tabwork, double lambda=1.) const
virtual Id	addEvalCovVecRHSInPlace (vect vect, const 1 &index1, const Id iech2, const KrigOpt &krigopt, SpacePoint &pin, SpacePoint &pout, 1 &tabwork, double lambda=1., const ECalcMember &calcMember=ECalcMember::RHS) const
void	eval0CovMatBiPointInPlace (MatrixSymmetric &mat, const CovCalcMode *mode) const
double	evalIvarIpas (double step, const 1 &dir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	evalIvarIpasIncr (const 1 &dincr, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	evalIvarNlag (const 1 &vec_step, const 1 &dir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
MatrixSquare	evalNvarIpas (double step, const 1 &dir=1(), const CovCalcMode *mode=nullptr) const
MatrixSquare	evalNvarIpasIncr (const 1 &dincr, const CovCalcMode *mode=nullptr) const
double	evalIsoIvarIpas (double step, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	evalIsoIvarNlag (const 1 &vec_step, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
MatrixSquare	evalIsoNvarIpas (double step, const CovCalcMode *mode=nullptr) const
double	evalCvv (const 1 &ext, const 1 &ndisc, const 1 &angles=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	evalCvvShift (const 1 &ext, const 1 &ndisc, const 1 &shift, const 1 &angles=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
MatrixSquare	evalCvvM (const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const CovCalcMode *mode=nullptr) const
double	evalCxv (const SpacePoint &p1, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	evalCxv (const Db *db, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
MatrixSquare	evalCxvM (const SpacePoint &p1, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), const CovCalcMode *mode=nullptr) const
void	evalPointToDb (1 &values, const SpacePoint &p1, const Db *db2, Id ivar=0, Id jvar=0, bool useSel=true, const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr) const
void	evalPointToDbAsSP (1 &values, const std::vector< SpacePoint > &p1s, const SpacePoint &p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	evalAverageDbToDb (const Db *db1, const Db *db2, Id ivar=0, Id jvar=0, double eps=0., Id seed=434132, const CovCalcMode *mode=nullptr) const
double	evalAverageIncrToIncr (const 1 &d1, const 1 &d2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	evalAveragePointToDb (const SpacePoint &p1, const Db *db2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	extensionVariance (const Db *db, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const
double	samplingDensityVariance (const Db *db, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const
double	specificVolume (const Db *db, double mean, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const
double	coefficientOfVariation (const Db *db, double volume, double mean, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const
double	specificVolumeFromCoV (Db *db, double cov, double mean, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const
double	evaluateOneGeneric (const CovInternal *covint, const 1 &d1=1(), double weight=1., const CovCalcMode *mode=nullptr) const
double	calculateStDev (Db *db1, Id iech1, Db *db2, Id iech2, bool verbose=false, double factor=1., const CovCalcMode *mode=nullptr) const
void	evaluateMatInPlace (const CovInternal *covint, const 1 &d1, MatrixSquare &covtab, bool flag_init=false, double weight=1., const CovCalcMode *mode=nullptr) const
	evaluateFromDb (Db *db, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
double	evaluateOneIncr (double hh, const 1 &codir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	sample (const 1 &h, const 1 &codir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr, const CovInternal *covint=nullptr) const
	sampleUnitary (const 1 &hh, Id ivar=0, Id jvar=0, 1 codir=1(), const CovCalcMode *mode=nullptr) const
	envelop (const 1 &hh, Id ivar=0, Id jvar=0, Id isign=1, 1 codir=1(), const CovCalcMode *mode=nullptr) const
Id	buildVmapOnDbGrid (DbGrid *dbgrid, const NamingConvention &namconv=NamingConvention("VMAP")) const
double	gofToVario (const Vario *vario, bool verbose=true) const
void	manage (const Db *db1, const Db *db2) const
void	load (const SpacePoint &p, bool case1) const
virtual void	updateCovByMesh (Id imesh, bool aniso=true) const
virtual double	getValue (const EConsElem &econs, Id iv1, Id iv2) const
void	makeStationary ()
virtual Id	makeElemNoStat (const EConsElem &econs, Id iv1, Id iv2, const AFunctional *func=nullptr, const Db *db=nullptr, const String &namecol=String())
void	createNoStatTab ()
void	informMeshByMesh (const AMesh *amesh) const
void	informMeshByApex (const AMesh *amesh) const
	informCoords (const 1 &coords, const EConsElem &econs, Id iv1=0, Id iv2=0) const
void	informDbIn (const Db *dbin) const
void	informDbOut (const Db *dbout) const
virtual void	updateCovByPoints (Id icas1, Id iech1, Id icas2, Id iech2)
Id	getNDim (Id ispace=-1) const
void	optimizationPreProcessForData (const Db *db1=nullptr) const
virtual void	setOptimEnabled (bool enabled) const
bool	checkAndManageNoStatDb (const Db *db, const String &namecol)
std::shared_ptr< const Db >	getDbNoStat () const
const Db *	getDbNoStatRaw () const
void	setNoStatDbIfNecessary (const Db *db)
void	setNoStatDbIfNecessary (std::shared_ptr< const Db > &db)
virtual void	appendParams (ListParams &listParams, std::vector< covmaptype > *gradFuncs=nullptr)
virtual void	updateCov ()
virtual void	initParams (const MatrixSymmetric &vars, double href=1.)
Public Member Functions inherited from gstlrn::ICloneable
	ICloneable ()
virtual	~ICloneable ()
virtual ICloneable *	clone () const =0
std::shared_ptr< ICloneable >	cloneShared () const
std::unique_ptr< ICloneable >	cloneUnique () const
Public Member Functions inherited from gstlrn::AStringable
	AStringable ()
	AStringable (const AStringable &r)
AStringable &	operator= (const AStringable &r)
virtual	~AStringable ()
virtual String	toString (const AStringFormat *strfmt=nullptr) const
virtual void	display (const AStringFormat *strfmt=nullptr) const final
virtual void	display (Id level) const final

Static Public Member Functions
static void	gofDisplay (double gof, bool byValue=true, const 1 &thresholds={2., 5., 10., 100})

Constructor & Destructor Documentation

ACov() [1/2]

gstlrn::ACov::ACov

(

const CovContext &

ctxt = CovContext()

)

ACov() [2/2]

gstlrn::ACov::ACov

(

const ACov &

r

)

~ACov()

gstlrn::ACov::~ACov ( )

virtual

Member Function Documentation

addEvalCovVecRHSInPlace()

Id gstlrn::ACov::addEvalCovVecRHSInPlace ( vect  vect, const 1 &  index1, const Id  iech2, const KrigOpt &  krigopt, SpacePoint &  pin, SpacePoint &  pout, 1 &  tabwork, double  lambda = 1., const ECalcMember &  calcMember = ECalcMember::RHS  ) const

virtual

Reimplemented in gstlrn::CovList, gstlrn::CorAniso, and gstlrn::CovBase.

appendParams()

virtual void gstlrn::ACov::appendParams ( ListParams &  listParams, std::vector< covmaptype > *  gradFuncs = nullptr  )

inlinevirtual

Reimplemented in gstlrn::CorAniso, gstlrn::CovAnisoList, gstlrn::CovBase, and gstlrn::CovList.

attachNoStatDb()

void gstlrn::ACov::attachNoStatDb

(

const Db *

db

)

buildVmapOnDbGrid()

Id gstlrn::ACov::buildVmapOnDbGrid	(	DbGrid *	dbgrid,
		const NamingConvention &	namconv = NamingConvention("VMAP")
	)		const

Calculate the variogram map from a Model (presented as Variogram, not Covariance)

Returns

Error return code

Parameters

[in]	dbgrid	Grid structure
[in]	namconv	Naming convention

calculateStDev()

double gstlrn::ACov::calculateStDev	(	Db *	db1,
		Id	iech1,
		Db *	db2,
		Id	iech2,
		bool	verbose = false,
		double	factor = 1.,
		const CovCalcMode *	mode = nullptr
	)		const

Returns the standard deviation at a given increment for a given model between two samples of two Dbs

Parameters

[in]	db1	First Db
[in]	iech1	Rank in the first Db
[in]	db2	Second Db
[in]	iech2	Rank in the second Db
[in]	verbose	Verbose flag
[in]	factor	Multiplicative factor for standard deviation
[in]	mode	CovCalcMode structure

checkAndManageNoStatDb()

bool gstlrn::ACov::checkAndManageNoStatDb	(	const Db *	db,
		const String &	namecol
	)

coefficientOfVariation()

double gstlrn::ACov::coefficientOfVariation	(	const Db *	db,
		double	volume,
		double	mean,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0
	)		const

Calculate the Coefficient of Variation

Parameters

db	Set of data points
volume	Specific production volume
mean	Value of the Mean
ext	Target Block extension
ndisc	Vector of discretization
angles	Optional rotation angle for block
x0	Optional origin of the Block
ivar	Rank of the first variable
jvar	Rank of the second variable

Returns

copyCovContext()

virtual void gstlrn::ACov::copyCovContext ( const CovContext &  ctxt )

inlinevirtual

Reimplemented in gstlrn::CovList.

createNoStatTab()

void gstlrn::ACov::createNoStatTab

(

)

envelop()

gstlrn::ACov::envelop	(	const 1 &	hh,
		Id	ivar = 0,
		Id	jvar = 0,
		Id	isign = 1,
		1	codir = 1(),
		const CovCalcMode *	mode = nullptr
	)		const

eval()

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

Functions for evaluating Covariances.

eval0()

double gstlrn::ACov::eval0 ( Id  ivar = 0, Id  jvar = 0, const CovCalcMode *  mode = nullptr  ) const

virtual

Calculate the covariance between two variables for 0-distance (stationary case)

Reimplemented in gstlrn::CovAniso, gstlrn::CovAnisoList, gstlrn::CovGradientNumerical, gstlrn::CovList, gstlrn::CovLMCAnamorphosis, gstlrn::CovLMCConvolution, and gstlrn::CovLMCTapering.

eval0CovMatBiPointInPlace()

void gstlrn::ACov::eval0CovMatBiPointInPlace	(	MatrixSymmetric &	mat,
		const CovCalcMode *	mode
	)		const

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

eval0Mat()

MatrixSymmetric gstlrn::ACov::eval0Mat

(

const CovCalcMode *

mode = nullptr

)

const

evalAverageDbToDb()

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

Calculate the (weighted) average Covariance between samples of two Dbs, for a pair of variables

Parameters

db1	Pointer to the first Db
db2	Pointer to the second Db
ivar	Rank of the first variables
jvar	Rank of the second variable
eps	Epsilon used for randomization in calculation of CVV (optional)
seed	Seed for the randomization
mode	CovCalcMode structure

Returns

evalAverageIncrToIncr()

double gstlrn::ACov::evalAverageIncrToIncr	(	const 1 &	d1,
		const 1 &	d2,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

evalAveragePointToDb()

double gstlrn::ACov::evalAveragePointToDb	(	const SpacePoint &	p1,
		const Db *	db2,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Calculate the (weighted) average Covariance between a point and a Db for a pair of variables

Parameters

p1	Point location
db2	Pointer to the second Db
ivar	Rank of the first variables
jvar	Rank of the second variable
mode	CovCalcMode structure

Returns

evalCov()

double gstlrn::ACov::evalCov	(	const SpacePoint &	p1,
		const SpacePoint &	p2,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

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

evalCovGrad()

std::vector< double > gstlrn::ACov::evalCovGrad	(	const SpacePoint &	p1,
		const SpacePoint &	p2,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)

evalCovMat()

MatrixDense gstlrn::ACov::evalCovMat	(	const Db *	db1,
		const Db *	db2 = nullptr,
		Id	ivar0 = -1,
		Id	jvar0 = -1,
		const 1 &	nbgh1 = 1(),
		const 1 &	nbgh2 = 1(),
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true
	)		const

Establish the covariance matrix between two Dbs Takes into account selection and heterotopy

Returns

Dense matrix containing the covariance matrix

Parameters

[in]	db1	First Db
[in]	db2	Second Db (= db1 if absent)
[in]	ivar0	Rank of the first variable (-1 for all variables)
[in]	jvar0	Rank of the second variable (-1 for all variables)
[in]	nbgh1	Vector of indices of active samples in db1 (optional)
[in]	nbgh2	Vector of indices of active samples in db2 (optional)
[in]	mode	CovCalcMode structure
[in]	cleanOptim	When True, clean optimization internal when ended

Remarks

If a Db does not contain any Z-variable defined, the covariance

cannot treat possible heterotopy and therefore uses all samples

The returned matrix if dimension to nrows * ncols where

each term is the product of the number of active samples

by the number of samples where the variable is defined

Note

'dbin' and 'dbout' cannot be made 'const' as they can be updated

due to the presence of 'nostat'

evalCovMat0()

MatrixSymmetric gstlrn::ACov::evalCovMat0	(	const Db *	db,
		Id	iech,
		const KrigOpt &	krigopt = KrigOpt()
	)		const

Functions for evaluating Covariance Matrices either in place or not.

evalCovMat0InPlace()

Id gstlrn::ACov::evalCovMat0InPlace	(	MatrixSymmetric &	mat,
		const Db *	db,
		Id	iech,
		const KrigOpt &	krigopt = KrigOpt()
	)		const

evalCovMatInPlace()

Id gstlrn::ACov::evalCovMatInPlace	(	MatrixDense &	mat,
		const Db *	db1,
		const Db *	db2 = nullptr,
		Id	ivar0 = -1,
		Id	jvar0 = -1,
		const 1 &	nbgh1 = 1(),
		const 1 &	nbgh2 = 1(),
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true
	)		const

evalCovMatInPlaceFromIdx()

Id gstlrn::ACov::evalCovMatInPlaceFromIdx	(	MatrixDense &	mat,
		const Db *	db1,
		const Db *	db2,
		const 1 &	index1,
		const 1 &	index2,
		const 1 &	nbgh2 = 1(),
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true
	)		const

evalCovMatOptimInPlace()

Id gstlrn::ACov::evalCovMatOptimInPlace	(	MatrixDense &	mat,
		const Db *	dbin,
		const RankHandler &	rankhandler,
		const KrigOpt &	krigopt,
		const ECalcMember &	calcMember,
		1 &	tabwork,
		double	lambda = 1.
	)		const

evalCovMatRHSInPlaceFromIdx()

Id gstlrn::ACov::evalCovMatRHSInPlaceFromIdx	(	MatrixDense &	mat,
		const Db *	db1,
		const Db *	db2,
		const 1 &	index1,
		const Id	iech2 = -1,
		const KrigOpt &	krigopt = KrigOpt(),
		bool	cleanOptim = true
	)		const

Establish covariance matrix between one Db and one sample of a Target Db

Returns

Dense matrix containing the covariance matrix

Parameters

[in]	mat	Matrix (possibly resized)
[in]	db1	First Db
[in]	db2	Second Db
[in]	index1	Vector of vector indices of active samples in db1
[in]	iech2	Sample rank within db2
[in]	krigopt	KrigOpt structure
[in]	cleanOptim	When True, clean optimization internal when ended

Remarks

If a Db does not contain any Z-variable defined, the covariance

cannot treat possible heterotopy and therefore uses all samples

The returned matrix if dimension to nrows * 1 where

each 'nrows' is the number of active samples

by the number of samples where the variable is defined

Note

'dbin' and 'dbout' cannot be made 'const' as they can be updated

due to the presence of 'nostat'

evalCovMatSparse()

MatrixSparse * gstlrn::ACov::evalCovMatSparse	(	const Db *	db1,
		const Db *	db2 = nullptr,
		Id	ivar0 = -1,
		Id	jvar0 = -1,
		const 1 &	nbgh1 = 1(),
		const 1 &	nbgh2 = 1(),
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true,
		double	eps = EPSILON3
	)		const

Establish the covariance matrix between two Dbs where samples are selected by ranks The output is stored in a Sparse Matrix

Returns

Sparse matrix containing the covariance matrix

Parameters

[in]	db1	First Db
[in]	db2	Second Db
[in]	ivar0	Rank of the first variable (-1: all variables)
[in]	jvar0	Rank of the second variable (-1: all variables)
[in]	nbgh1	Array giving ranks of selected samples (optional)
[in]	nbgh2	Array giving ranks of selected samples (optional)
[in]	mode	CovCalcMode structure
[in]	cleanOptim	When True, clean optimization internal when ended
[in]	eps	Tolerance for discarding a covariance value

Remarks

The covariance matrix (returned) must be freed by calling routine

The covariance matrix is established for the first variable

and returned as a covariance

As the ranks are used, no test is performed on any selection

but only ranks positive or null are considered

evalCovMatSym()

MatrixSymmetric gstlrn::ACov::evalCovMatSym	(	const Db *	db1,
		const 1 &	nbgh1 = 1(),
		Id	ivar0 = -1,
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true
	)		const

Establish the covariance matrix within a Db Takes into account selection and heterotopy This method takes advantage of calculating covariance between a Db and itself

Returns

Dense matrix containing the covariance matrix

Parameters

[in]	db1	First Db
[in]	ivar0	Rank of the first variable (-1 for all variables)
[in]	nbgh1	Vector of indices of active samples in db1 (optional)
[in]	mode	CovCalcMode structure
[in]	cleanOptim	When True, clean optimization internal arrays at end

Remarks

If a Db does not contain any Z-variable defined, the covariance

cannot treat possible heterotopy and therefore uses all samples

The returned matrix if dimension to nrows * ncols where

each term is the product of the number of active samples

by the number of samples where the variable is defined

evalCovMatSymInPlace()

Id gstlrn::ACov::evalCovMatSymInPlace	(	MatrixSymmetric &	mat,
		const Db *	db1,
		const 1 &	nbgh1 = 1(),
		Id	ivar0 = -1,
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true
	)		const

evalCovMatSymInPlaceFromIdx()

Id gstlrn::ACov::evalCovMatSymInPlaceFromIdx	(	MatrixSymmetric &	mat,
		const Db *	db1,
		const 1 &	index1,
		const CovCalcMode *	mode = nullptr,
		bool	cleanOptim = true
	)		const

evalCovOnSphere()

virtual double gstlrn::ACov::evalCovOnSphere ( double  alpha, Id  degree = 50, bool  flagScaleDistance = false, const CovCalcMode *  mode = nullptr  ) const

inlinevirtual

Reimplemented in gstlrn::CorAniso, and gstlrn::CovAniso.

evalCovVecRHSInPlace()

Id gstlrn::ACov::evalCovVecRHSInPlace	(	vect	vect,
		const RankHandler &	rank,
		Id	iech2,
		const KrigOpt &	krigopt,
		SpacePoint &	pin,
		SpacePoint &	pout,
		1 &	tabwork,
		double	lambda = 1.,
		const ECalcMember &	calcMember = ECalcMember::RHS
	)		const

evalCvv()

double gstlrn::ACov::evalCvv	(	const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Average covariance over a block

Parameters

ext	Vector of Block extensions
ndisc	Vector of Block discretization
angles	Vector of rotation angles
ivar	Rank of the first variable
jvar	Rank of the second variable
mode	CovCalcMode structure

Returns

evalCvvM()

MatrixSquare gstlrn::ACov::evalCvvM	(	const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const CovCalcMode *	mode = nullptr
	)		const

evalCvvShift()

double gstlrn::ACov::evalCvvShift	(	const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	shift,
		const 1 &	angles = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Average covariance between a block and the same block shifted

Parameters

ext	Vector of Block extensions
ndisc	Vector of Block discretization
angles	Vector of rotation angles
shift	Shift between the two blocks
ivar	Rank of the first variable
jvar	Rank of the second variable
mode	CovCalcMode structure

Returns

evalCxv() [1/2]

double gstlrn::ACov::evalCxv	(	const Db *	db,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

evalCxv() [2/2]

double gstlrn::ACov::evalCxv	(	const SpacePoint &	p1,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Average covariance over a block

Parameters

p1	Point location
ext	Vector of Block extensions
ndisc	Vector of Block discretization
angles	Vector of rotation angles
x0	Vector for origin of block
ivar	Rank of the first variable
jvar	Rank of the second variable
mode	CovCalcMode structure

Returns

evalCxvM()

MatrixSquare gstlrn::ACov::evalCxvM	(	const SpacePoint &	p1,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		const CovCalcMode *	mode = nullptr
	)		const

evalGGNumeric()

double gstlrn::ACov::evalGGNumeric	(	const SpacePoint &	p1,
		const SpacePoint &	p2,
		Id	ivar,
		Id	jvar,
		Id	idim,
		Id	jdim,
		double	radius,
		const CovCalcMode *	mode
	)		const

evalIsoIvarIpas()

double gstlrn::ACov::evalIsoIvarIpas	(	double	step,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Covariance for a given unit global distance (without anisotropy) for a pair of variables and a single step

Parameters

ivar	Rank of the first variable
jvar	Rank of the second variable
step	Step value
mode	CovCalcMode structure

Returns

TODO : Not true whatever the space

evalIsoIvarNlag()

gstlrn::ACov::evalIsoIvarNlag	(	const 1 &	vec_step,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Covariance for a given unit global distance (without anisotropy) for a pair of variables and a set of steps

Parameters

ivar
jvar
vec_step
mode

Returns

evalIsoNvarIpas()

MatrixSquare gstlrn::ACov::evalIsoNvarIpas	(	double	step,
		const CovCalcMode *	mode = nullptr
	)		const

Covariance for a given unit global distance (without anisotropy) for a set of variables and a single step

Parameters

step	Step value
mode	CovCalcMode structure

Returns

evalIvarIpas()

double gstlrn::ACov::evalIvarIpas	(	double	step,
		const 1 &	dir = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Covariance from a given point (center) in a given direction (dir *step)

Parameters

ivar	Rank of the first variable
jvar	Rank of the second variable
step	Step value
dir	Direction definition
mode	CovCalcMode structure

Returns

evalIvarIpasIncr()

double gstlrn::ACov::evalIvarIpasIncr	(	const 1 &	dincr,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

evalIvarNlag()

gstlrn::ACov::evalIvarNlag	(	const 1 &	vec_step,
		const 1 &	dir = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Covariance vector from a given point (center) in a given direction (dir * steps) for a pair of variables and a set of steps

Parameters

ivar	Rank of the first variable
jvar	Rank of the second variable
vec_step	Vector of step values
dir	Direction definition
mode	CovCalcMode structure

Returns

evalNvarIpas()

MatrixSquare gstlrn::ACov::evalNvarIpas	(	double	step,
		const 1 &	dir = 1(),
		const CovCalcMode *	mode = nullptr
	)		const

Covariance Matrix from a given point (center) in a given direction (dir * step) for a set of variables and a given step

Parameters

step	Step value
dir	Direction definition
mode	CovCalcMode structure

Returns

evalNvarIpasIncr()

MatrixSquare gstlrn::ACov::evalNvarIpasIncr	(	const 1 &	dincr,
		const CovCalcMode *	mode = nullptr
	)		const

evalPointToDb()

void gstlrn::ACov::evalPointToDb	(	1 &	values,
		const SpacePoint &	p1,
		const Db *	db2,
		Id	ivar = 0,
		Id	jvar = 0,
		bool	useSel = true,
		const 1 &	nbgh2 = 1(),
		const CovCalcMode *	mode = nullptr
	)		const

Calculate the Covariance vector between a Point and all the samples of a Db, for a pair of variables

Parameters

values	Array of returned values (possible resized)
p1	Point location
db2	Pointer to the second Db
ivar	Rank of the first variables
jvar	Rank of the second variable
useSel	When TRUE, the returned vector is reduced to active samples Otherwise, returns TEST for masked samples
nbgh2	Vector of indices of active samples in db2 (optional)
mode	CovCalcMode structure

evalPointToDbAsSP()

void gstlrn::ACov::evalPointToDbAsSP	(	1 &	values,
		const std::vector< SpacePoint > &	p1s,
		const SpacePoint &	p2,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

evalSpectrum()

virtual double gstlrn::ACov::evalSpectrum ( const 1 &  freq, Id  ivar, Id  jvar  ) const

inlinevirtual

Reimplemented in gstlrn::CorAniso, and gstlrn::CovAniso.

evalSpectrumOnSphere()

virtual gstlrn::ACov::evalSpectrumOnSphere ( Id  n, bool  flagNormDistance = false, bool  flagCumul = false  ) const

inlinevirtual

Reimplemented in gstlrn::CorAniso, and gstlrn::CovAniso.

evaluateFromDb()

gstlrn::ACov::evaluateFromDb	(	Db *	db,
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Evaluate the model on a Db

Parameters

[in]	db	Db structure
[in]	ivar	Rank of the first variable
[in]	jvar	Rank of the second variable
[in]	mode	CovCalcMode structure

evaluateMatInPlace()

void gstlrn::ACov::evaluateMatInPlace	(	const CovInternal *	covint,
		const 1 &	d1,
		MatrixSquare &	covtab,
		bool	flag_init = false,
		double	weight = 1.,
		const CovCalcMode *	mode = nullptr
	)		const

Returns the covariances for an increment This is the generic internal function It can be called for stationary or non-stationary case

Parameters

[in]	covint	Internal structure for non-stationarityAddress for the next term after the drift or NULL (for stationary case)
[in]	mode	CovCalcMode structure
[in]	flag_init	Initialize the array beforehand
[in]	weight	Multiplicative weight
[in]	d1	Distance vector
[out]	covtab	Covariance array

evaluateOneGeneric()

double gstlrn::ACov::evaluateOneGeneric	(	const CovInternal *	covint,
		const 1 &	d1 = 1(),
		double	weight = 1.,
		const CovCalcMode *	mode = nullptr
	)		const

Returns the covariance for an increment This is the generic internal function It can be called for stationary or non-stationary case

Parameters

[in]	covint	Internal structure for non-stationarityAddress for the next term after the drift or NULL (for stationary case)
[in]	mode	CovCalcMode structure
[in]	weight	Multiplicative weight
[in]	d1	Distance vector

evaluateOneIncr()

double gstlrn::ACov::evaluateOneIncr	(	double	hh,
		const 1 &	codir = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr
	)		const

Calculate the value of the model for a set of distances

Returns

The model value

Parameters

[in]	ivar	Rank of the first variable
[in]	jvar	Rank of the second variable
[in]	mode	CovCalcMode structure
[in]	codir	Array giving the direction coefficients (optional)
[in]	hh	Vector of increments

evalZGNumeric()

double gstlrn::ACov::evalZGNumeric	(	const SpacePoint &	p1,
		const SpacePoint &	p2,
		Id	ivar,
		Id	jvar,
		Id	idim,
		double	radius,
		const CovCalcMode *	mode
	)		const

extensionVariance()

double gstlrn::ACov::extensionVariance	(	const Db *	db,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0
	)		const

Variance of Extension of a set of points and the block

Parameters

db	Reference Data Base
ext	Vector giving the extensions of the target block
ndisc	Vector giving the discretization
angles	Vector for the rotation angles of the block (optional)
x0	Optional origin of the Block
ivar	Rank of the first variable
jvar	Rank of the second variable

Returns

getContext()

const CovContext & gstlrn::ACov::getContext ( ) const

inline

getContextCopy()

CovContext gstlrn::ACov::getContextCopy ( ) const

inline

getDbNoStat()

std::shared_ptr< const Db > gstlrn::ACov::getDbNoStat

(

)

const

getDbNoStatRaw()

const Db * gstlrn::ACov::getDbNoStatRaw

(

)

const

getNDim()

Id gstlrn::ACov::getNDim ( Id  ispace = -1 ) const

inline

getNVar()

virtual Id gstlrn::ACov::getNVar ( ) const

inlinevirtual

ACov Interface.

Reimplemented in gstlrn::CorAniso, gstlrn::CorGneiting, gstlrn::CorMatern, gstlrn::CovAnisoList, gstlrn::CovBase, gstlrn::CovGradientGeneric, and gstlrn::CovList.

getSpace()

ASpaceSharedPtr gstlrn::ACov::getSpace ( ) const

inline

getValue()

virtual double gstlrn::ACov::getValue ( const EConsElem &  econs, Id  iv1, Id  iv2  ) const

inlinevirtual

Reimplemented in gstlrn::CorAniso, and gstlrn::CovBase.

gofDisplay()

void gstlrn::ACov::gofDisplay ( double  gof, bool  byValue = true, const 1 &  thresholds = {2., 5., 10., 100}  )

static

Printout of statement concerning the Quality of the GOF

Parameters

gof	Value of the Gof
byValue	true: display GOF value; false: print its quality level
thresholds	Vector giving the Quality thresholds

gofToVario()

double gstlrn::ACov::gofToVario	(	const Vario *	vario,
		bool	verbose = true
	)		const

Evaluate the Goodness-of_fit of the Model on the Experimental Variogram It is expressed as the average departure between Model and Variogram scaled to the variance. As this variance may be poorly calculated (< gmax / 5), it may be replaced by the largest value (gmax) divided by 2 (highly non_stationary cases).

Parameters

vario	Experimental variogram
verbose	Verbose flag

Returns

Value for the Goodness-of_fit (as percentage of the total sill)

informCoords()

gstlrn::ACov::informCoords	(	const 1 &	coords,
		const EConsElem &	econs,
		Id	iv1 = 0,
		Id	iv2 = 0
	)		const

informDbIn()

void gstlrn::ACov::informDbIn

(

const Db *

dbin

)

const

informDbOut()

void gstlrn::ACov::informDbOut

(

const Db *

dbout

)

const

informMeshByApex()

void gstlrn::ACov::informMeshByApex

(

const AMesh *

amesh

)

const

informMeshByMesh()

void gstlrn::ACov::informMeshByMesh

(

const AMesh *

amesh

)

const

initFromContext()

void gstlrn::ACov::initFromContext

(

)

initParams()

virtual void gstlrn::ACov::initParams ( const MatrixSymmetric &  vars, double  href = 1.  )

inlinevirtual

Reimplemented in gstlrn::CorAniso, gstlrn::CovBase, and gstlrn::CovList.

isConsistent()

virtual bool gstlrn::ACov::isConsistent ( const ASpace *  space ) const

inlinevirtual

Reimplemented in gstlrn::CorAniso, gstlrn::CorGneiting, gstlrn::CorMatern, gstlrn::CovAnisoList, gstlrn::CovBase, and gstlrn::CovGradientGeneric.

isIndexable()

virtual bool gstlrn::ACov::isIndexable ( ) const

inlinevirtual

Reimplemented in gstlrn::CovAnisoList, and gstlrn::CovList.

isNoStat()

bool gstlrn::ACov::isNoStat ( ) const

inline

isOptimEnabled()

virtual bool gstlrn::ACov::isOptimEnabled ( ) const

inlinevirtual

Functions linked to Optimization during Covariance calculations.

load()

void gstlrn::ACov::load	(	const SpacePoint &	p,
		bool	case1
	)		const

makeElemNoStat()

Id gstlrn::ACov::makeElemNoStat ( const EConsElem &  econs, Id  iv1, Id  iv2, const AFunctional *  func = nullptr, const Db *  db = nullptr, const String &  namecol = String()  )

virtual

Reimplemented in gstlrn::CovBase, and gstlrn::CovList.

makeStationary()

void gstlrn::ACov::makeStationary

(

)

manage()

void gstlrn::ACov::manage ( const Db *  db1, const Db *  db2  ) const

inline

operator=()

ACov & gstlrn::ACov::operator=

(

const ACov &

r

)

optimizationLoadInPlace()

SpacePoint & gstlrn::ACov::optimizationLoadInPlace	(	Id	iech,
		Id	mode,
		Id	rank
	)		const

optimizationPostProcess()

void gstlrn::ACov::optimizationPostProcess

(

)

const

optimizationPreProcess()

void gstlrn::ACov::optimizationPreProcess	(	Id	mode,
		const std::vector< SpacePoint > &	ps
	)		const

optimizationPreProcessForData()

void gstlrn::ACov::optimizationPreProcessForData

(

const Db *

db1 = nullptr

)

const

optimizationSetTarget()

void gstlrn::ACov::optimizationSetTarget

(

SpacePoint &

pt

)

const

sample()

gstlrn::ACov::sample	(	const 1 &	h,
		const 1 &	codir = 1(),
		Id	ivar = 0,
		Id	jvar = 0,
		const CovCalcMode *	mode = nullptr,
		const CovInternal *	covint = nullptr
	)		const

Calculate the value of the model for a set of distances

Returns

Array containing the model values

Parameters

[in]	ivar	Rank of the first variable
[in]	jvar	Rank of the second variable
[in]	codir	Array giving the direction coefficients (optional)
[in]	h	Vector of increments
[in]	mode	CovCalcMode structure
[in]	covint	Non-stationary parameters

sampleUnitary()

gstlrn::ACov::sampleUnitary	(	const 1 &	hh,
		Id	ivar = 0,
		Id	jvar = 0,
		1	codir = 1(),
		const CovCalcMode *	mode = nullptr
	)		const

Returns the value of the normalized covariance (by the variance/covariance value) for a given pair of variables

Parameters

hh	Vector of distances
ivar	Rank of the first variable
jvar	Rank of the second variable
codir	Direction coefficients
mode	CovCalcMode structure

Returns

samplingDensityVariance()

double gstlrn::ACov::samplingDensityVariance	(	const Db *	db,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0
	)		const

Calculate the Sampling Density Variance

Parameters

db	Set of data points
ext	Block extension
ndisc	Discretization
angles	Optional rotation angles for the Block
x0	Optional origin of the block
ivar	Rank of the first variable
jvar	Rank of the second variable

Returns

setContext()

void gstlrn::ACov::setContext

(

const CovContext &

ctxt

)

setNoStatDbIfNecessary() [1/2]

void gstlrn::ACov::setNoStatDbIfNecessary

(

const Db *

db

)

setNoStatDbIfNecessary() [2/2]

void gstlrn::ACov::setNoStatDbIfNecessary

(

std::shared_ptr< const Db > &

db

)

setOptimEnabled()

virtual void gstlrn::ACov::setOptimEnabled ( bool  enabled ) const

inlinevirtual

Reimplemented in gstlrn::CovBase, and gstlrn::CovList.

specificVolume()

double gstlrn::ACov::specificVolume	(	const Db *	db,
		double	mean,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0
	)		const

Calculate the Specific Volume

Parameters

db	Set of data points
mean	Value of the Mean
ext	Target Block extension
ndisc	Vector of discretization
angles	Optional rotation angle for block
x0	Optional origin of the Block
ivar	Rank of the first variable
jvar	Rank of the second variable

Returns

specificVolumeFromCoV()

double gstlrn::ACov::specificVolumeFromCoV	(	Db *	db,
		double	cov,
		double	mean,
		const 1 &	ext,
		const 1 &	ndisc,
		const 1 &	angles = 1(),
		const 1 &	x0 = 1(),
		Id	ivar = 0,
		Id	jvar = 0
	)		const

Derive the Specific volume for a given CoV

Parameters

db	Set of data points
cov	Target Coefficient of Variation
mean	Value of the Mean
ext	Target Block extension
ndisc	Vector of discretization
angles	Optional rotation angle for block
x0	Optional origin of the Block
ivar	Rank of the first variable
jvar	Rank of the second variable

Returns

updateCov()

virtual void gstlrn::ACov::updateCov ( )

inlinevirtual

Reimplemented in gstlrn::CorAniso, gstlrn::CovBase, and gstlrn::CovList.

updateCovByMesh()

virtual void gstlrn::ACov::updateCovByMesh ( Id  imesh, bool  aniso = true  ) const

inlinevirtual

Reimplemented in gstlrn::CorAniso, and gstlrn::CovBase.

updateCovByPoints() [1/2]

virtual void gstlrn::ACov::updateCovByPoints ( Id  icas1, Id  iech1, Id  icas2, Id  iech2  )

inlinevirtual

Reimplemented in gstlrn::CorAniso.

updateCovByPoints() [2/2]

virtual void gstlrn::ACov::updateCovByPoints ( Id  icas1, Id  iech1, Id  icas2, Id  iech2  ) const

inlinevirtual

Reimplemented in gstlrn::CovBase, and gstlrn::CovList.

updateFromContext()

void gstlrn::ACov::updateFromContext ( )

inline

---

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

• include/Covariances/ACov.hpp
• src/Covariances/ACov.cpp