public class KrigingInterpolation extends java.lang.Object
Kriging can be either an interpolation method or a fitting method. The distinction between the two is whether the fitted/interpolated function goes exactly through all the input data points (interpolation), or whether it allows measurement errors to be specified and then "smooths" to get a statistically better predictor that does not generally go through the data points.
The aim of kriging is to estimate the value of an unknown real-valued function, f, at a point, x, given the values of the function at some other points, x1,…, xn. Kriging computes the best linear unbiased estimator based on a stochastic model of the spatial dependence quantified either by the variogram γ(x,y) or by expectation μ(x) = E[f(x)] and the covariance function c(x,y) of the random field. A kriging estimator is a linear combination that may be written as
ƒ(x) = Σ λi(x) f(xi)
The weights λi are solutions of a system of linear equations which is obtained by assuming that f is a sample-path of a random process F(x), and that the error of prediction
ε(x) = F(x) - Σ λi(x) F(xi)
is to be minimized in some sense.
Depending on the stochastic properties of the random field different types of kriging apply. The type of kriging determines the linear constraint on the weights λi implied by the unbiasedness condition; i.e. the linear constraint, and hence the method for calculating the weights, depends upon the type of kriging.
This class implements ordinary kriging, which is the most commonly used type of kriging. The typical assumptions for the practical application of ordinary kriging are:
|Constructor and Description|
|Modifier and Type||Method and Description|
Interpolate the function at given point.
public KrigingInterpolation(double x, double y)
public KrigingInterpolation(double x, double y, Variogram variogram, double error)
x- the point set.
y- the function values at given points.
variogram- the variogram function of offset distance to estimate the mean square variation of function y(x).
error- the measure error associated with y. It is the sqrt of diagonal elements of covariance matrix.