smile.interpolation

Class KrigingInterpolation1D

java.lang.Object

smile.interpolation.KrigingInterpolation1D

All Implemented Interfaces:

java.io.Serializable, Interpolation

public class KrigingInterpolation1D
extends java.lang.Object
implements Interpolation

Kriging interpolation for the data points irregularly distributed in space. Kriging belongs to the family of linear least squares estimation algorithms, also known as Gauss-Markov estimation or Gaussian process regression. This class implements ordinary kriging for interpolation with power variogram.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
KrigingInterpolation1D(double[] x, double[] y) Constructor.
KrigingInterpolation1D(double[] x, double[] y, double beta) Constructor.

Method Summary

Modifier and Type	Method and Description
double	interpolate(double x) Given a value x, return an interpolated value.
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

KrigingInterpolation1D

public KrigingInterpolation1D(double[] x,
                              double[] y)

Constructor. The power variogram is employed for interpolation.

Parameters:

x - the point set.

y - the function values at given points.

KrigingInterpolation1D

public KrigingInterpolation1D(double[] x,
                              double[] y,
                              double beta)

Constructor. The power variogram is employed for interpolation.

Parameters:

x - the point set.

y - the function values at given points.

beta - the parameter of power variogram. The value of β should be in the range 1 ≤ β < 2. A good general choice is 1.5, but for functions with a strong linear trend, we may experiment with values as large as 1.99.

Method Detail

interpolate

public double interpolate(double x)

Description copied from interface: Interpolation

Given a value x, return an interpolated value.

Specified by:

interpolate in interface Interpolation

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object