gstlrn::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 1 *sampleRanks=nullptr, const 1 *Z=nullptr, const MatrixSymmetric *Sigma=nullptr, const MatrixDense *X=nullptr, const MatrixSymmetric *Sigma00=nullptr, const 1 *Means=nullptr)
void	setDual (bool status)
void	resetNewData ()
	Method to be used when the data has changed (e.g. Moving Neighborhood)
Id	setData (const 1 *Z=nullptr, const 1 *indices=nullptr, const 1 *Means=nullptr)
	Modify the Data Values (and Means)
Id	setLHS (const MatrixSymmetric *Sigma=nullptr, const MatrixDense *X=nullptr)
	Modify the elements linked to the LHS.
Id	setRHS (const MatrixDense *Sigma0=nullptr, const MatrixDense *X0=nullptr)
Id	setVariance (const MatrixSymmetric *Sigma00=nullptr)
Id	setBayes (const 1 *PriorMean=nullptr, const MatrixSymmetric *PriorCov=nullptr)
Id	setXvalidUnique (const 1 *rankXvalidEqs=nullptr, const 1 *rankXvalidVars=nullptr)
	Define the elements of the input Db to be cross-validated.
Id	setColCokUnique (const 1 *Zp=nullptr, const 1 *rankColCok=nullptr)
	Define the inforlation for Collocated Option.
void	printStatus () const
void	dumpLHS (Id nbypas=5) const
void	dumpRHS () const
void	dumpWGT ()
void	dumpAux ()
	getEstimation ()
	getStdv ()
	getVarianceZstar ()
	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()

gstlrn::KrigingAlgebra::KrigingAlgebra	(	bool	flagDual = false,
		const 1 *	sampleRanks = nullptr,
		const 1 *	Z = nullptr,
		const MatrixSymmetric *	Sigma = nullptr,
		const MatrixDense *	X = nullptr,
		const MatrixSymmetric *	Sigma00 = nullptr,
		const 1 *	Means = nullptr
	)

Member Function Documentation

dumpAux()

void gstlrn::KrigingAlgebra::dumpAux

(

)

dumpLHS()

void gstlrn::KrigingAlgebra::dumpLHS

(

Id

nbypas = 5

)

const

dumpRHS()

void gstlrn::KrigingAlgebra::dumpRHS

(

)

const

dumpWGT()

void gstlrn::KrigingAlgebra::dumpWGT

(

)

getEstimation()

gstlrn::KrigingAlgebra::getEstimation

(

)

getLambda()

const MatrixDense * gstlrn::KrigingAlgebra::getLambda

(

)

getLambda0()

const MatrixDense * gstlrn::KrigingAlgebra::getLambda0

(

)

getLTerm()

double gstlrn::KrigingAlgebra::getLTerm

(

)

getMu()

const MatrixDense * gstlrn::KrigingAlgebra::getMu

(

)

getPostCov()

const MatrixSymmetric * gstlrn::KrigingAlgebra::getPostCov

(

)

getPostMean()

gstlrn::KrigingAlgebra::getPostMean

(

)

getStdv()

gstlrn::KrigingAlgebra::getStdv

(

)

getStdvMat()

const MatrixSymmetric * gstlrn::KrigingAlgebra::getStdvMat

(

)

getVarianceZstar()

gstlrn::KrigingAlgebra::getVarianceZstar

(

)

getVarianceZstarMat()

const MatrixSymmetric * gstlrn::KrigingAlgebra::getVarianceZstarMat

(

)

isDual()

bool gstlrn::KrigingAlgebra::isDual ( ) const

inline

printStatus()

void gstlrn::KrigingAlgebra::printStatus

(

)

const

resetNewData()

void gstlrn::KrigingAlgebra::resetNewData

(

)

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

setBayes()

Id gstlrn::KrigingAlgebra::setBayes	(	const 1 *	PriorMean = nullptr,
		const MatrixSymmetric *	PriorCov = nullptr
	)

setColCokUnique()

Id gstlrn::KrigingAlgebra::setColCokUnique	(	const 1 *	Zp = nullptr,
		const 1 *	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

Id 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()

Id gstlrn::KrigingAlgebra::setData	(	const 1 *	Z = nullptr,
		const 1 *	indices = nullptr,
		const 1 *	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

Id

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 gstlrn::KrigingAlgebra::setDual

(

bool

status

)

setLHS()

Id gstlrn::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

Id

Note

If one element is not provided, its address (if already defined) is

kept unchanged (even if its contents may have been updated)

setRHS()

Id gstlrn::KrigingAlgebra::setRHS	(	const MatrixDense *	Sigma0 = nullptr,
		const MatrixDense *	X0 = nullptr
	)

setVariance()

Id gstlrn::KrigingAlgebra::setVariance

(

const MatrixSymmetric *

Sigma00 = nullptr

)

setXvalidUnique()

Id gstlrn::KrigingAlgebra::setXvalidUnique	(	const 1 *	rankXvalidEqs = nullptr,
		const 1 *	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

Id 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