public final class GaussianProcess extends Object
RandomProcess.SimulationResults
Constructor and Description |
---|
GaussianProcess(GaussianField.Covariance<Double> covarFunc) |
GaussianProcess(GaussianField.Mean<Double> meanFunc,
GaussianField.Covariance<Double> covarFunc) |
Modifier and Type | Method and Description |
---|---|
boolean |
addObservation(Double x,
double y) |
void |
calibrate() |
Normal1D |
getDistribution(Double... evaluationPoint) |
Normal |
getDistribution(double evaluationPoint) |
double |
getExpected()
Equivalent to calling
RandomProcess.getDistribution(double) with argumant 1.0 , and
then Distribution.getExpected() . |
double |
getLowerConfidenceQuantile(double confidence)
The same thing can be achieved by first calling
RandomProcess.getDistribution(double) with
argumant 1.0 , and then ContinuousDistribution.getQuantile(double) (but with
different input argument). |
protected double |
getNormalisedRandomIncrement() |
double |
getStandardDeviation()
Equivalent to calling
RandomProcess.getDistribution(double) with argumant 1.0 , and
then Distribution.getStandardDeviation() . |
double |
getUpperConfidenceQuantile(double confidence)
The same thing can be achieved by first calling
RandomProcess.getDistribution(double) with
argumant 1.0 , and then ContinuousDistribution.getQuantile(double) (but with
different input argument). |
double |
getValue() |
double |
getVariance()
Equivalent to calling
RandomProcess.getDistribution(double) with argumant 1.0 , and
then Distribution.getVariance() . |
protected void |
setObservations(Collection<? extends ComparableToDouble<Double>> c) |
void |
setValue(double newValue) |
RandomProcess.SimulationResults |
simulate(int numberOfRealisations,
int numberOfSteps,
double stepSize) |
protected double |
step(double currentValue,
double stepSize,
double normalisedRandomIncrement) |
public GaussianProcess(GaussianField.Covariance<Double> covarFunc)
public GaussianProcess(GaussianField.Mean<Double> meanFunc, GaussianField.Covariance<Double> covarFunc)
public void calibrate()
public Normal getDistribution(double evaluationPoint)
evaluationPoint
- How far into the future?protected double getNormalisedRandomIncrement()
protected double step(double currentValue, double stepSize, double normalisedRandomIncrement)
public final boolean addObservation(Double x, double y)
public final double getExpected()
RandomProcess.getDistribution(double)
with argumant 1.0
, and
then Distribution.getExpected()
.public final double getLowerConfidenceQuantile(double confidence)
RandomProcess.getDistribution(double)
with
argumant 1.0
, and then ContinuousDistribution.getQuantile(double)
(but with
different input argument).public final double getStandardDeviation()
RandomProcess.getDistribution(double)
with argumant 1.0
, and
then Distribution.getStandardDeviation()
.public final double getUpperConfidenceQuantile(double confidence)
RandomProcess.getDistribution(double)
with
argumant 1.0
, and then ContinuousDistribution.getQuantile(double)
(but with
different input argument).public final double getValue()
public final double getVariance()
RandomProcess.getDistribution(double)
with argumant 1.0
, and
then Distribution.getVariance()
.public final void setValue(double newValue)
public final RandomProcess.SimulationResults simulate(int numberOfRealisations, int numberOfSteps, double stepSize)
simulate
in interface RandomProcess<D extends Distribution>
protected final void setObservations(Collection<? extends ComparableToDouble<Double>> c)
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