/*******************************************************************************
 * Copyright (c) 2010 Haifeng Li
 *   
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *  
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *******************************************************************************/

package smile.interpolation.variogram;

import smile.math.Math;

/**
 * Power variogram
 * 

* v(r) = c + α rβ *

* where β is fixed and α is fitted by unweighted least squares * over all pairs of data points. The value of β should be in the range * 1 ≤ β < 2. A good general choice is 1.5, but for functions with * a strong linear trend, we may experiment with values as large as 1.99. *

* The parameter c is the so-called nugget effect. Though the value of the * variogram for h = 0 is strictly 0, several factors, such as sampling error * and short scale variability, may cause sample values separated by extremely * small distances to be quite dissimilar. This causes a discontinuity at the * origin of the variogram. The vertical jump from the value of 0 at the origin * to the value of the variogram at extremely small separation distances is * called the nugget effect. * * @author Haifeng Li */ public class PowerVariogram implements Variogram { private double alpha; private double beta; private double nugget; /** * Constructor. No nugget effect and β = 1.5 and α will be estimated from x and y. */ public PowerVariogram(double[][] x, double[] y) { this(x, y, 1.5); } /** * Constructor. No nugget effect and α will be estimated from x and y. */ public PowerVariogram(double[][] x, double[] y, double beta) { this(x, y, beta, 0.0); } /** * Constructor. α will be estimated from x and y. * @param nugget the nugget effect parameter. The height of the jump of * the variogram at the discontinuity at the origin. */ public PowerVariogram(double[][] x, double[] y, double beta, double nugget) { if (beta < 1 || beta >= 2) { throw new IllegalArgumentException("Invalid beta = " + beta); } if (nugget < 0) { throw new IllegalArgumentException("Invalid nugget effect = " + nugget); } this.beta = beta; this.nugget = nugget; int n = x.length; int dim = x[0].length; double num = 0.0, denom = 0.0; for (int i = 0; i < n; i++) { for (int j = i + 1; j < n; j++) { double rb = 0.0; for (int k = 0; k < dim; k++) { rb += Math.sqr(x[i][k] - x[j][k]); } rb = Math.pow(rb, 0.5 * beta); num += rb * 0.5 * Math.sqr(y[i] - y[j] - nugget); denom += rb * rb; } } alpha = num / denom; } @Override public double f(double r) { return nugget + alpha * Math.pow(r, beta); } @Override public String toString() { return String.format("Power Variogram (range = %.4f, sill = %.4f, nugget effect = %.4f)", alpha, beta, nugget); } }

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