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Re: Using the STk package for Kriging

From: Julien Bect
Subject: Re: Using the STk package for Kriging
Date: Sat, 12 Nov 2016 11:49:48 +0100
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Le 11/11/2016 à 14:02, Julien Bect a écrit :
Le 11/11/2016 à 12:33, Francesco Potortì a écrit :
I am experimenting with Kriging interpolation and I am studying the STK

I am surprised at the fact that the provided covariance functions are
Metérn, Gauss, and empirical.  The commonly used exponential and
spherical models are missing, like other common models.

Sure, I can write my own covariance function, but since I am a beginner
at Kriging I wonder why exponential and spherical are missing: is simply
lack of manpower or is there a reason why those functions are not
implemented? Or maybe they are there under a different name or the like?

Specifically, I need a spherical variogram: if it is not there, are
there people here that have written one for themselves and would share

Hi Francesco,

You're right, the number of available covariance functions in STK is currently quite limited.

The main reason is that the way covariance functions are written in STK makes it difficult to expand the catalog of available covariance functions properly without duplicating a lot of code (code that handles a computation cache). Future evolutions of STK will make it much easier. Which is why I was wiaiting for this evolution to happen before adding more covariance functions... The main reason why this hasn't happened yet is lack of manpower, as you said. Recent developments in STK were simply heading in a different direction ;-)

Now, to answer your request more specifically :

The "exponential variogram" is actually the same thing as the Matern 1/2 covariance function, so it is available as a special case of the Matern covariance function (if you're interested in parameter estimation, however, you will have to make a wrapper that "fixes" the shape parameter to 1/2).

The spherical covariance is not available yet, but I will add it soon, since you need it ;-)

Hi Francesco,

I have added the exponential and spherical covariance functions to STK (see changeset [1]).

It will be available in STK 2.4.0, which I hope should be released soon... (within a month or two).

In the meantime, you can try the beta version that is available from SourceForge [2].

The functions that you are looking for are : stk_expcov_*, stk_sphcov_*, stk_rbf_exponential, stk_rbf_spherical.

Please keep in mind that this is just a beta, and report any problem that you encounter.




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