Class interpm_krige_optim (o2scl)¶
-
template<class
vec_t
= boost::numeric::ublas::vector<double>, classmat_t
= boost::numeric::ublas::vector<double>, classmat_row_t
= boost::numeric::ublas::matrix_row<boost::numeric::ublas::vector<double>>>
classo2scl
::
interpm_krige_optim
: public o2scl::interpm_krige<boost::numeric::ublas::vector<double>, boost::numeric::ublas::vector<double>, boost::numeric::ublas::matrix_row<boost::numeric::ublas::vector<double>>>¶ One-dimensional interpolation using an optimized covariance function.
See also the intp_section section of the User’s guide.
- Note
This class is experimental.
Function to minimize and various option
-
size_t
mode
¶ Function to minimize (default mode_loo_cv)
-
size_t
loo_npts
¶ Number of points to test for cross validation (default 100)
-
const size_t
mode_loo_cv
= 1¶ Leave-one-out cross validation.
-
const size_t
mode_max_lml
= 2¶ Minus Log-marginal-likelihood.
-
const size_t
mode_final
= 10¶ No optimization (for internal use)
Public Types
-
typedef boost::numeric::ublas::vector<double>
ubvector
¶
-
typedef boost::numeric::ublas::matrix<double>
ubmatrix
¶
Public Functions
-
interpm_krige_optim
()¶
-
void
set_len_range
(double min2, double max2)¶ Set the range for the length parameter.
-
template<class
mat2_row_t
, classmat2_t
, classvec2_t
, classvec3_t
>
intset_data_noise
(size_t n_in, size_t n_out, size_t n_points, mat_t &user_x, mat2_t &user_y, const vec2_t &noise_var, const vec3_t &len_precompute, bool rescale = false, bool err_on_fail = true)¶ Initialize interpolation routine.
-
template<class
mat2_row_t
, classmat2_t
, classvec2_t
>
intset_data
(size_t n_in, size_t n_out, size_t n_points, mat_t &user_x, mat2_t &user_y, const vec2_t &len_precompute, bool rescale = false, bool err_on_fail = true)¶ Initialize the data for the interpolation.
- Note
This function works differently than o2scl::interpm_idw::set_data() . See this class description for more details.
Public Members
-
std::vector<std::function<double(const mat_row_t&, const vec_t&)>>
ff2
¶ Function objects for the covariance.
-
int
verbose
¶ Verbosity parameter.
-
size_t
nlen
¶ Number of length scale points to try when full minimizer is not used (default 20)
-
min_brent_gsl
def_min
¶ Default minimizer.
-
bool
full_min
¶ If true, use the full minimizer.
Protected Functions
Protected Attributes
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std::vector<std::function<double(const mat_row_t&, const mat_row_t&)>>
ff1
¶ Function objects for the covariance.
-
std::vector<double>
len
¶ The covariance function length scale for each output function.
-
std::vector<double>
qual
¶ The quality factor of the optimization for each output function.
-
bool
len_guess_set
¶ If true, min and max has been set for the length parameter.
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double
len_min
¶ Minimum for length parameter range.
-
double
len_max
¶ Maximum for length parameter range.