Module ojalgo

Package org.ojalgo.random.process

Class GaussianField<K extends java.lang.Comparable<? super K>>

java.lang.Object

org.ojalgo.random.process.RandomField<K>

org.ojalgo.random.process.GaussianField<K>

public final class GaussianField<K extends java.lang.Comparable<? super K>>
extends RandomField<K>

This GaussianField class is a generalization, as well as the underlying implementation, of GaussianProcess. Prior to calling getDistribution(Comparable...) you must call addObservation(Comparable, double) one or more times.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	GaussianField.Covariance<K extends java.lang.Comparable<? super K>>
static interface	GaussianField.Mean<K extends java.lang.Comparable<? super K>>

Field Summary

Fields

Modifier and Type	Field	Description
private static PhysicalStore.Factory<java.lang.Double,R064Store>	FACTORY
private GaussianField.Covariance<K>	myCovarianceFunction
private GaussianField.Mean<K>	myMeanFunction
private java.util.TreeSet<EntryPair.KeyedPrimitive<K>>	myObservations

Constructor Summary

Constructors

Constructor	Description
GaussianField(GaussianField.Covariance<K> covarFunc)
GaussianField(GaussianField.Covariance<K> covarFunc, java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)
GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc)
GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc, java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)

Method Summary

Modifier and Type	Method	Description
void	addObservation(K key, double value)
void	calibrate()
(package private) MatrixStore<java.lang.Double>	getC11(K[] args)
(package private) MatrixStore<java.lang.Double>	getC12(K[] args)
(package private) MatrixStore<java.lang.Double>	getC21(K[] args)
(package private) MatrixDecomposition.Solver<java.lang.Double>	getC22()
Normal1D	getDistribution(boolean cleanCovariances, K... evaluationPoint)
Normal1D	getDistribution(K... evaluationPoint)
(package private) MatrixStore<java.lang.Double>	getM1(K[] args)
(package private) MatrixStore<java.lang.Double>	getM2()
(package private) MatrixStore<java.lang.Double>	getM2differenses()
(package private) java.util.List<EntryPair.KeyedPrimitive<K>>	getObservations()
(package private) MatrixStore<java.lang.Double>	getRegressionCoefficients(K[] args)
private static <K extends java.lang.Comparable<? super K>> GaussianField.Mean<K>	mean()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

FACTORY

private static final PhysicalStore.Factory<java.lang.Double,R064Store> FACTORY

myCovarianceFunction

private GaussianField.Covariance<K extends java.lang.Comparable<? super K>> myCovarianceFunction

myMeanFunction

private GaussianField.Mean<K extends java.lang.Comparable<? super K>> myMeanFunction

myObservations

private java.util.TreeSet<EntryPair.KeyedPrimitive<K extends java.lang.Comparable<? super K>>> myObservations

Constructor Detail

GaussianField

public GaussianField(GaussianField.Covariance<K> covarFunc)

GaussianField

public GaussianField(GaussianField.Mean<K> meanFunc,
                     GaussianField.Covariance<K> covarFunc)

GaussianField

GaussianField(GaussianField.Covariance<K> covarFunc,
              java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)

GaussianField

GaussianField(GaussianField.Mean<K> meanFunc,
              GaussianField.Covariance<K> covarFunc,
              java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)

Method Detail

mean

private static <K extends java.lang.Comparable<? super K>> GaussianField.Mean<K> mean()

addObservation

public void addObservation(K key,
                           double value)

calibrate

public void calibrate()

getDistribution

public Normal1D getDistribution(boolean cleanCovariances,
                                K... evaluationPoint)

getDistribution

public Normal1D getDistribution(K... evaluationPoint)

getC11

MatrixStore<java.lang.Double> getC11(K[] args)

getC12

MatrixStore<java.lang.Double> getC12(K[] args)

getC21

MatrixStore<java.lang.Double> getC21(K[] args)

getC22

MatrixDecomposition.Solver<java.lang.Double> getC22()

getM1

MatrixStore<java.lang.Double> getM1(K[] args)

getM2

MatrixStore<java.lang.Double> getM2()

getM2differenses

MatrixStore<java.lang.Double> getM2differenses()

getObservations

java.util.List<EntryPair.KeyedPrimitive<K>> getObservations()

getRegressionCoefficients

MatrixStore<java.lang.Double> getRegressionCoefficients(K[] args)