Package org.ojalgo.random.process
Class GaussianField<K extends Comparable<? super K>>
java.lang.Object
org.ojalgo.random.process.RandomField<K>
org.ojalgo.random.process.GaussianField<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.
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic interface
GaussianField.Covariance<K extends Comparable<? super K>>
static interface
GaussianField.Mean<K extends Comparable<? super K>>
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate static final PhysicalStore.Factory
<Double, R064Store> private GaussianField.Covariance
<K> private GaussianField.Mean
<K> private TreeSet
<EntryPair.KeyedPrimitive<K>> -
Constructor Summary
ConstructorsConstructorDescriptionGaussianField
(GaussianField.Covariance<K> covarFunc) GaussianField
(GaussianField.Covariance<K> covarFunc, TreeSet<EntryPair.KeyedPrimitive<K>> observations) GaussianField
(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc) GaussianField
(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc, TreeSet<EntryPair.KeyedPrimitive<K>> observations) -
Method Summary
Modifier and TypeMethodDescriptionvoid
addObservation
(K key, double value) void
(package private) MatrixStore
<Double> (package private) MatrixStore
<Double> (package private) MatrixStore
<Double> (package private) MatrixDecomposition.Solver
<Double> getC22()
getDistribution
(boolean cleanCovariances, K... evaluationPoint) getDistribution
(K... evaluationPoint) (package private) MatrixStore
<Double> (package private) MatrixStore
<Double> getM2()
(package private) MatrixStore
<Double> (package private) List
<EntryPair.KeyedPrimitive<K>> (package private) MatrixStore
<Double> getRegressionCoefficients
(K[] args) private static <K extends Comparable<? super K>>
GaussianField.Mean<K> mean()
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Field Details
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FACTORY
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myCovarianceFunction
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myMeanFunction
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myObservations
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Constructor Details
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GaussianField
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GaussianField
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GaussianField
GaussianField(GaussianField.Covariance<K> covarFunc, TreeSet<EntryPair.KeyedPrimitive<K>> observations) -
GaussianField
GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc, TreeSet<EntryPair.KeyedPrimitive<K>> observations)
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Method Details
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mean
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addObservation
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calibrate
public void calibrate() -
getDistribution
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getDistribution
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getC11
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getC12
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getC21
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getC22
MatrixDecomposition.Solver<Double> getC22() -
getM1
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getM2
MatrixStore<Double> getM2() -
getM2differenses
MatrixStore<Double> getM2differenses() -
getObservations
List<EntryPair.KeyedPrimitive<K>> getObservations() -
getRegressionCoefficients
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