Re: Using the STk package for Kriging

[Juan Pablo Carbajal]

On Fri, Nov 11, 2016 at 2:02 PM, Julien Bect
<address@hidden> wrote:
> Le 11/11/2016 à 12:33, Francesco Potortì a écrit :
>>
>> I am experimenting with Kriging interpolation and I am studying the STK
>> package.
>>
>> 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
>> it?
>
>
> 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 ;-)
>
> @++
> Julien
>
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Hi,
If you want to try other pcakages try GPML[1], it works on Octave and
I been porting it to an Octave SF package[2]

[1]: http://www.gaussianprocess.org/gpml/code/matlab/doc/
[2]: https://bitbucket.org/KaKiLa/gpml