Documentation of 'smile.interpolation.KrigingInterpolation1D' Java class
KrigingInterpolation1D
smile.interpolation

Class KrigingInterpolation1D

  • All Implemented Interfaces:
    Interpolation


    public class KrigingInterpolation1D
    extends java.lang.Object
    implements Interpolation
    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.
    • Constructor Summary

      Constructors 
      Constructor and Description
      KrigingInterpolation1D(double[] x, double[] y)
      Constructor.
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method and Description
      double interpolate(double x)
      Given a value x, return an interploated value.
      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • KrigingInterpolation1D

        public KrigingInterpolation1D(double[] x,
                                      double[] y)
        Constructor. The power variogram is employed for interpolation.
        Parameters:
        x - the point set.
        y - the function values at given points.
    • Method Detail

      • interpolate

        public double interpolate(double x)
        Description copied from interface: Interpolation
        Given a value x, return an interploated value.
        Specified by:
        interpolate in interface Interpolation

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