Class interpm_krige_optim (o2scl)¶
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template<class vec_t, class mat_t, class mat_row_t, class mat_col_t, class mat2_t, class mat2_row_t, class mat3_t, class mat_inv_t = o2scl_linalg::matrix_invert_det_cholesky<mat3_t>>
class o2scl::interpm_krige_optim : public o2scl::interpm_krige<vec_t, mat_t, mat_row_t, mat_col_t, mat2_t, mat2_row_t, mat3_t, o2scl_linalg::matrix_invert_det_cholesky<mat3_t>>¶ One-dimensional interpolation using an optimized covariance function.
See also the Higher-dimensional Interpolation section of the User’s guide.
Note
This class is experimental.
Function to minimize and various option
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size_t mode¶
Function to minimize (default mode_loo_cv)
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size_t loo_npts¶
Number of points to test for cross validation (default 100)
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static const size_t mode_loo_cv = 1¶
Leave-one-out cross validation.
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static const size_t mode_max_lml = 2¶
Minus Log-marginal-likelihood.
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static const size_t mode_final = 10¶
No optimization (for internal use)
Public Functions
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inline interpm_krige_optim()¶
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inline void set_len_range(double min2, double max2)¶
Set the range for the length parameter.
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template<class vec2_t, class vec3_t>
inline int set_data_noise(size_t n_in, size_t n_out, size_t n_points, mat_t &user_x, mat2_t &user_y, const vec2_t &noise_var, const vec3_t &len_precompute, bool rescale = false, bool err_on_fail = true)¶ Initialize interpolation routine.
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template<class vec2_t>
inline int set_data(size_t n_in, size_t n_out, size_t n_points, mat_t &user_x, mat2_t &user_y, const vec2_t &len_precompute, bool rescale = false, bool err_on_fail = true)¶ Initialize the data for the interpolation.
Note
This function works differently than o2scl::interpm_idw::set_data() . See this class description for more details.
Public Members
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std::vector<std::function<double(const mat_row_t&, const vec_t&)>> ff2¶
Function objects for the covariance.
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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)
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min_brent_gsl def_min¶
Default minimizer.
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bool full_min¶
If true, use the full minimizer.
Protected Functions
Protected Attributes
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std::vector<std::function<double(const mat_row_t&, const mat_row_t&)>> ff1¶
Function objects for the covariance.
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std::vector<double> len¶
The covariance function length scale for each output function.
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std::vector<double> qual¶
The quality factor of the optimization for each output function.
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bool len_guess_set¶
If true, min and max has been set for the length parameter.
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double len_min¶
Minimum for length parameter range.
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double len_max¶
Maximum for length parameter range.
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size_t mode¶