Class interp_krige_optim (o2scl)¶
-
template<class
vec_t
, classvec2_t
= vec_t>
classo2scl
::
interp_krige_optim
: public o2scl::interp_krige<vec_t, vec_t>¶ One-dimensional interpolation using an optimized covariance function.
See also the Interpolation section of the O2scl User’s guide.
- Note
This class is experimental.
Function to minimize and various option
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const size_t
mode_loo_cv
= 1¶ Leave-one-out cross validation.
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const size_t
mode_max_lml
= 2¶ Minus Log-marginal-likelihood.
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size_t
mode
¶ Function to minimize (default mode_loo_cv)
Public Types
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typedef boost::numeric::ublas::vector<double>
ubvector
¶
-
typedef boost::numeric::ublas::matrix<double>
ubmatrix
¶
Public Functions
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interp_krige_optim
()¶
Public Members
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int
verbose
¶ Verbosity parameter.
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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.
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bool
full_min
¶ If true, use the full minimizer.
Protected Functions
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double
covar
(double x1, double x2)¶ The covariance function.
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double
deriv_covar
(double x1, double x2)¶ The derivative of the covariance function.
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double
deriv2_covar
(double x1, double x2)¶ The second derivative of the covariance function.
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double
integ_covar
(double x, double x1, double x2)¶ The integral of the covariance function.
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double
qual_fun
(double x, double noise_var, int &success)¶ Function to optimize the covariance parameters.