smile.interpolation

Class KrigingInterpolation2D

java.lang.Object

smile.interpolation.KrigingInterpolation2D

All Implemented Interfaces:

java.io.Serializable, Interpolation2D

public class KrigingInterpolation2D
extends java.lang.Object
implements Interpolation2D

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
KrigingInterpolation2D(double[] x1, double[] x2, double[] y) Constructor.
KrigingInterpolation2D(double[] x1, double[] x2, double[] y, double beta) Constructor.

Method Summary

Modifier and Type	Method and Description
double	interpolate(double x1, double x2) Interpolate the data at a given 2-dimensional point.
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

KrigingInterpolation2D

public KrigingInterpolation2D(double[] x1,
                              double[] x2,
                              double[] y)

Constructor. The power variogram is employed for interpolation.

Parameters:

x1 - the 1st dimension of data points.

x2 - the 2nd dimension of data points.

y - the function values.

KrigingInterpolation2D

public KrigingInterpolation2D(double[] x1,
                              double[] x2,
                              double[] y,
                              double beta)

Constructor. The power variogram is employed for interpolation.

Parameters:

x1 - the 1st dimension of data points.

x2 - the 2nd dimension of data points.

y - the function values.

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 x1,
                          double x2)

Description copied from interface: Interpolation2D

Interpolate the data at a given 2-dimensional point.

Specified by:

interpolate in interface Interpolation2D

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object