Package org.ojalgo.random.process
Class GaussianField<K extends java.lang.Comparable<? super K>>
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- org.ojalgo.random.process.RandomField<K>
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- org.ojalgo.random.process.GaussianField<K>
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public final class GaussianField<K extends java.lang.Comparable<? super K>> extends RandomField<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 Classes Modifier and Type Class Description static interface
GaussianField.Covariance<K extends java.lang.Comparable<? super K>>
static interface
GaussianField.Mean<K extends java.lang.Comparable<? super K>>
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Field Summary
Fields Modifier and Type Field Description private static PhysicalStore.Factory<java.lang.Double,R064Store>
FACTORY
private GaussianField.Covariance<K>
myCovarianceFunction
private GaussianField.Mean<K>
myMeanFunction
private java.util.TreeSet<EntryPair.KeyedPrimitive<K>>
myObservations
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Constructor Summary
Constructors Constructor Description GaussianField(GaussianField.Covariance<K> covarFunc)
GaussianField(GaussianField.Covariance<K> covarFunc, java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)
GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc)
GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc, java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description void
addObservation(K key, double value)
void
calibrate()
(package private) MatrixStore<java.lang.Double>
getC11(K[] args)
(package private) MatrixStore<java.lang.Double>
getC12(K[] args)
(package private) MatrixStore<java.lang.Double>
getC21(K[] args)
(package private) MatrixDecomposition.Solver<java.lang.Double>
getC22()
Normal1D
getDistribution(boolean cleanCovariances, K... evaluationPoint)
Normal1D
getDistribution(K... evaluationPoint)
(package private) MatrixStore<java.lang.Double>
getM1(K[] args)
(package private) MatrixStore<java.lang.Double>
getM2()
(package private) MatrixStore<java.lang.Double>
getM2differenses()
(package private) java.util.List<EntryPair.KeyedPrimitive<K>>
getObservations()
(package private) MatrixStore<java.lang.Double>
getRegressionCoefficients(K[] args)
private static <K extends java.lang.Comparable<? super K>>
GaussianField.Mean<K>mean()
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Field Detail
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FACTORY
private static final PhysicalStore.Factory<java.lang.Double,R064Store> FACTORY
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myCovarianceFunction
private GaussianField.Covariance<K extends java.lang.Comparable<? super K>> myCovarianceFunction
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myMeanFunction
private GaussianField.Mean<K extends java.lang.Comparable<? super K>> myMeanFunction
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myObservations
private java.util.TreeSet<EntryPair.KeyedPrimitive<K extends java.lang.Comparable<? super K>>> myObservations
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Constructor Detail
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GaussianField
public GaussianField(GaussianField.Covariance<K> covarFunc)
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GaussianField
public GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc)
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GaussianField
GaussianField(GaussianField.Covariance<K> covarFunc, java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)
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GaussianField
GaussianField(GaussianField.Mean<K> meanFunc, GaussianField.Covariance<K> covarFunc, java.util.TreeSet<EntryPair.KeyedPrimitive<K>> observations)
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Method Detail
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mean
private static <K extends java.lang.Comparable<? super K>> GaussianField.Mean<K> mean()
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addObservation
public void addObservation(K key, double value)
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calibrate
public void calibrate()
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getC11
MatrixStore<java.lang.Double> getC11(K[] args)
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getC12
MatrixStore<java.lang.Double> getC12(K[] args)
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getC21
MatrixStore<java.lang.Double> getC21(K[] args)
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getC22
MatrixDecomposition.Solver<java.lang.Double> getC22()
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getM1
MatrixStore<java.lang.Double> getM1(K[] args)
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getM2
MatrixStore<java.lang.Double> getM2()
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getM2differenses
MatrixStore<java.lang.Double> getM2differenses()
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getObservations
java.util.List<EntryPair.KeyedPrimitive<K>> getObservations()
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getRegressionCoefficients
MatrixStore<java.lang.Double> getRegressionCoefficients(K[] args)
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