stk-kriging · jbect · Mar 29, 2020 · Feb 22, 2023
diff --git a/NEWS.md b/NEWS.md
@@ -86,6 +86,12 @@
 * `get_input_data`, `get_output_data`, `get_prior_model`: Removed
   (these getters were already deprecated, cf. STK 2.6.0 release notes).
 
+## Simulation
+
+* `stk_generate_samplepaths`: the syntaxes with arguments XI, ZI
+  (conditional simulations) are deprecated; use a posterior model
+  object instead.
+
 ## Arrays
 
 * `stk_dataframe` arrays now possess a `sample_size` property, which

diff --git a/admin/octpkg/INDEX b/admin/octpkg/INDEX
@@ -90,7 +90,9 @@ Simulations
 #@stk_model_/stk_predict_                   [internal]
 #@stk_model_/stk_covmat_noise               [overload STK]
 #@stk_model_/stk_get_input_data             [overload STK]
+#@stk_model_/stk_get_input_dim              [overload STK]
 #@stk_model_/stk_get_output_data            [overload STK]
+#@stk_model_/stk_get_output_dim              [overload STK]
 #@stk_model_/stk_get_prior_model            [overload STK]
 #@stk_model_/stk_get_sample_size            [overload STK]
 #@stk_model_/stk_get_observation_variances  [overload STK]
@@ -106,26 +108,50 @@ Simulations
 
 Get/set model properties
  stk_get_input_data
+ stk_get_input_dim
  stk_get_output_data
+ stk_get_output_dim
  stk_get_prior_model
  stk_get_observation_variances
  stk_isnoisy
 #stk_set_optimizable_model_parameters          [internal]
 #stk_get_optimizable_model_parameters          [internal]
 #stk_get_optimizable_noise_parameters          [internal]
 
+Input/output data: the @stk_iodata class
+ @stk_iodata/stk_iodata
+ @stk_iodata/stk_get_input_data
+ @stk_iodata/stk_get_input_dim
+ @stk_iodata/stk_get_output_data
+ @stk_iodata/stk_get_output_dim
+ @stk_iodata/stk_get_output_nrep
+ @stk_iodata/stk_get_output_var
+ @stk_iodata/stk_get_sample_size
+ @stk_iodata/stk_normalize_input_data
+ @stk_iodata/stk_normalize_output_data
+ @stk_iodata/stk_update
+#@stk_iodata/stk_warn_about_constant_response  [internal]
+#@stk_iodata/stk_assert_no_duplicates          [overload STK]
+#@stk_iodata/stk_sprintf_sizetype              [overload STK]
+#@stk_iodata/disp                              [overload base]
+#@stk_iodata/display                           [overload base]
+#@stk_iodata/get                               [overload base]
+#@stk_iodata/set                               [overload base]
+#@stk_iodata/subsasgn                          [overload base]
+#@stk_iodata/subsref                           [overload base]
+
 Posterior model objects
  @stk_model_gpposterior/stk_model_gpposterior
  @stk_model_gpposterior/stk_predict_leaveoneout
  @stk_model_gpposterior/stk_model_update
 #@stk_model_gpposterior/stk_covmat_noise                      [overload STK]
 #@stk_model_gpposterior/stk_isnoisy                           [overload STK]
-#@stk_model_gpposterior/stk_generate_samplepaths              [overload STK]
 #@stk_model_gpposterior/stk_get_observation_variances         [overload STK]
 #@stk_model_gpposterior/stk_get_optimizable_parameters        [overload STK]
 #@stk_model_gpposterior/stk_set_optimizable_parameters        [overload STK]
 #@stk_model_gpposterior/stk_get_optimizable_noise_parameters  [overload STK]
 #@stk_model_gpposterior/stk_get_input_data                    [overload STK]
+#@stk_model_gpposterior/stk_get_input_dim                     [overload STK]
 #@stk_model_gpposterior/stk_get_output_data                   [overload STK]
 #@stk_model_gpposterior/stk_get_prior_model                   [overload STK]
 #@stk_model_gpposterior/stk_get_sample_size                   [overload STK]
@@ -549,6 +575,7 @@ Miscellaneous: unit tests
 #stk_test_class              [internal]
 #stk_test_dfbinaryop         [internal]
 #stk_test_critgrad           [internal]
+#stk_process_data_arg        [internal]
 
 ## misc/text
 #stk_disp_examplewelcome         [internal]
@@ -589,3 +616,7 @@ Miscellaneous: unit tests
 #stk_param_estim_withrep         [experimental]
 #stk_predict_withrep             [experimental]
 #stk_quadrature                  [experimental]
+
+## TEMP (iodata branch)
+#essai_stk_iodata
+#likelihood_challenge
diff --git a/arrays/@stk_dataframe/stk_get_sample_size.m b/arrays/@stk_dataframe/stk_get_sample_size.m
@@ -1,4 +1,6 @@
 % STK_GET_SAMPLE_SIZE [overload STK function]
+%
+% See also: stk_get_sample_size
 
 % Copyright Notice
 %

diff --git a/arrays/@stk_iodata/disp.m b/arrays/@stk_iodata/disp.m
@@ -0,0 +1,33 @@
+% DISP [overload base function]
+
+% Copyright Notice
+%
+%    Copyright (C) 2015 CentraleSupelec
+%
+%    Author:  Julien Bect  <julien.bect@centralesupelec.fr>
+
+% Copying Permission Statement
+%
+%    This file is part of
+%
+%            STK: a Small (Matlab/Octave) Toolbox for Kriging
+%               (http://sourceforge.net/projects/kriging)
+%
+%    STK is free software: you can redistribute it and/or modify it under
+%    the terms of the GNU General Public License as published by the Free
+%    Software Foundation,  either version 3  of the License, or  (at your
+%    option) any later version.
+%
+%    STK is distributed  in the hope that it will  be useful, but WITHOUT
+%    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
+%    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
+%    License for more details.
+%
+%    You should  have received a copy  of the GNU  General Public License
+%    along with STK.  If not, see <http://www.gnu.org/licenses/>.
+
+function disp (data)
+
+disp (struct (data));
+
+end % function
diff --git a/arrays/@stk_iodata/display.m b/arrays/@stk_iodata/display.m
@@ -0,0 +1,37 @@
+% DISPLAY [overload base function]
+
+% Copyright Notice
+%
+%    Copyright (C) 2015 CentraleSupelec
+%
+%    Author:  Julien Bect  <julien.bect@centralesupelec.fr>
+
+% Copying Permission Statement
+%
+%    This file is part of
+%
+%            STK: a Small (Matlab/Octave) Toolbox for Kriging
+%               (http://sourceforge.net/projects/kriging)
+%
+%    STK is free software: you can redistribute it and/or modify it under
+%    the terms of the GNU General Public License as published by the Free
+%    Software Foundation,  either version 3  of the License, or  (at your
+%    option) any later version.
+%
+%    STK is distributed  in the hope that it will  be useful, but WITHOUT
+%    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
+%    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
+%    License for more details.
+%
+%    You should  have received a copy  of the GNU  General Public License
+%    along with STK.  If not, see <http://www.gnu.org/licenses/>.
+
+function display (data)
+
+fprintf ('\n%s = <%s>\n\n', inputname (1), stk_sprintf_sizetype (data));
+
+disp (data);
+
+fprintf ('\n');
+
+end % function
diff --git a/arrays/@stk_iodata/get.m b/arrays/@stk_iodata/get.m
@@ -0,0 +1,37 @@
+% GET [overload base function]
+
+% Copyright Notice
+%
+%    Copyright (C) 2019 CentraleSupelec
+%
+%    Author:  Julien Bect  <julien.bect@centralesupelec.fr>
+
+% Copying Permission Statement
+%
+%    This file is part of
+%
+%            STK: a Small (Matlab/Octave) Toolbox for Kriging
+%               (http://sourceforge.net/projects/kriging)
+%
+%    STK is free software: you can redistribute it and/or modify it under
+%    the terms of the GNU General Public License as published by the Free
+%    Software Foundation,  either version 3  of the License, or  (at your
+%    option) any later version.
+%
+%    STK is distributed  in the hope that it will  be useful, but WITHOUT
+%    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
+%    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
+%    License for more details.
+%
+%    You should  have received a copy  of the GNU  General Public License
+%    along with STK.  If not, see <http://www.gnu.org/licenses/>.
+
+function value = get (data, propname)
+
+if ~ ischar (propname)
+    stk_error ('Invalid property name.', 'InvalidArgument');
+end
+
+value = data.(propname);
+
+end % function
diff --git a/arrays/@stk_iodata/private/gather_repetitions_inside.m b/arrays/@stk_iodata/private/gather_repetitions_inside.m
@@ -0,0 +1,111 @@
+% GATHER_REPETITIONS_INSIDE [STK internal]
+
+% Copyright Notice
+%
+%    Copyright (C) 2015, 2019, 2020 CentraleSupelec
+%
+%    Author:  Julien Bect  <julien.bect@supelec.fr>
+
+% Copying Permission Statement
+%
+%    This file is part of
+%
+%            STK: a Small (Matlab/Octave) Toolbox for Kriging
+%               (http://sourceforge.net/projects/kriging)
+%
+%    STK is free software: you can redistribute it and/or modify it under
+%    the terms of the GNU General Public License as published by the Free
+%    Software Foundation,  either version 3  of the License, or  (at your
+%    option) any later version.
+%
+%    STK is distributed  in the hope that it will  be useful, but WITHOUT
+%    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
+%    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
+%    License for more details.
+%
+%    You should  have received a copy  of the GNU  General Public License
+%    along with STK.  If not, see <http://www.gnu.org/licenses/>.
+
+function [x, zm, zv, nrep] = gather_repetitions_inside (x, zm, zv, nrep)
+
+sample_size = size (x, 1);
+
+[ignd, idx, pos] = unique (x, 'rows', 'first');  %#ok<ASGLU> CG#07
+nb_unique = length (idx);
+
+% Stop here if there are no repetitions
+if nb_unique == sample_size
+    return
+end
+
+% Prepare to gather repetitions
+if isempty (nrep)
+    nrep = ones (sample_size, 1);
+end
+if isempty (zv)
+    zv = zeros (sample_size, size (zm, 2));
+end
+
+% Note: Octave doesn't support the 'stable' option, so we just reorder manually
+[idx_stable, k] = sort (idx);
+
+% Keep unique input data only
+x_out = x(idx_stable, :);
+
+% Initialize outputs with inputs
+% (this way, the output is already correct for the rows that are not repeated)
+zm_out = zm(idx_stable, :);
+zv_out = zv(idx_stable, :);
+nrep_out = nrep(idx_stable);
+
+% Loop over the rows of the output matrix
+for r = 1:nb_unique
+    %  * r:              index of the row in the output data
+    %  * k(r):           index of the row in the "intermediate" data
+    %  * idx_stable(r):  index of the row in the input data
+
+    % Find which rows in the input are repetitions of x_out(r, :)
+    i_rep = find (pos == k(r));
+
+    % Count repetitions of x_out(r, :)
+    n_rep = length (i_rep);  assert (n_rep > 0);
+
+    if n_rep > 1
+
+        % Keep relevant data only
+        zm_ = zm(i_rep, :);
+        zv_ = zv(i_rep, :);
+        nrep_ = nrep(i_rep);
+
+        % Total number of repetitions
+        nrep_out(r) = sum (nrep_);
+
+        % Prepare for computing weighted means
+        p = nrep_ / nrep_out(r);
+
+        % Batch mean (law of total expectation)
+        zm_out(r, :) = sum (bsxfun (@times, p, zm_));
+
+        % Batch variance (law of total variance)
+        dzm = bsxfun (@minus, zm_, zm_out(r, :));
+        zv_out(r, :) = ...
+            sum (bsxfun (@times, p, zv_)) + ...
+            sum (bsxfun (@times, p, dzm .^ 2));
+
+        % We can't preserve row names
+        if (isa (x_out, 'stk_dataframe')) && (~ isempty (x_out.rownames))
+            x_out.rownames{r} = '';
+        end
+        if (isa (zm_out, 'stk_dataframe')) && (~ isempty (zm_out.rownames))
+            zm_out.rownames{r} = '';
+        end
+
+    end
+end
+
+x = x_out;
+zm = zm_out;
+zv = zv_out;
+nrep = nrep_out;
+
+end % function
diff --git a/arrays/@stk_iodata/set.m b/arrays/@stk_iodata/set.m
@@ -0,0 +1,37 @@
+% SET [overload base function]
+
+% Copyright Notice
+%
+%    Copyright (C) 2016 CentraleSupelec
+%
+%    Author:  Julien Bect  <julien.bect@centralesupelec.fr>
+
+% Copying Permission Statement
+%
+%    This file is part of
+%
+%            STK: a Small (Matlab/Octave) Toolbox for Kriging
+%               (http://sourceforge.net/projects/kriging)
+%
+%    STK is free software: you can redistribute it and/or modify it under
+%    the terms of the GNU General Public License as published by the Free
+%    Software Foundation,  either version 3  of the License, or  (at your
+%    option) any later version.
+%
+%    STK is distributed  in the hope that it will  be useful, but WITHOUT
+%    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
+%    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
+%    License for more details.
+%
+%    You should  have received a copy  of the GNU  General Public License
+%    along with STK.  If not, see <http://www.gnu.org/licenses/>.
+
+function data = set (data, propname, value)
+
+stk_error ('stk_iodata objects are immutable', 'ReadOnlyProperty');
+
+% FIXME: Consider making rep_mode writeable (?).
+
+end % function
+
+%#ok<*INUSD>
diff --git a/arrays/@stk_iodata/stk_assert_no_duplicates.m b/arrays/@stk_iodata/stk_assert_no_duplicates.m
@@ -0,0 +1,38 @@
+% STK_ASSERT_NO_DUPLICATES [overload STK function]
+
+% Copyright Notice
+%
+%    Copyright (C) 2020 CentraleSupelec
+%
+%    Author:  Julien Bect  <julien.bect@centralesupelec.fr>
+
+% Copying Permission Statement
+%
+%    This file is part of
+%
+%            STK: a Small (Matlab/Octave) Toolbox for Kriging
+%               (http://sourceforge.net/projects/kriging)
+%
+%    STK is free software: you can redistribute it and/or modify it under
+%    the terms of the GNU General Public License as published by the Free
+%    Software Foundation,  either version 3  of the License, or  (at your
+%    option) any later version.
+%
+%    STK is distributed  in the hope that it will  be useful, but WITHOUT
+%    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
+%    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
+%    License for more details.
+%
+%    You should  have received a copy  of the GNU  General Public License
+%    along with STK.  If not, see <http://www.gnu.org/licenses/>.
+
+function stk_assert_no_duplicates (data)
+
+if strcmp (data.rep_mode, 'ignore')
+    stk_assert_no_duplicates (data.input_data);
+end
+
+% For the other modes ('forbid', 'gather') we already know
+% that there are no duplicated inputs (otherwise, it's a bug).
+
+end % function