private CovarianceScale(CovarianceScale original, Cloner cloner)
: base(original, cloner)
{
}
public void CovScaleTest() {
var cov = new CovarianceScale();
cov.CovarianceFunctionParameter.Value = new CovarianceSquaredExponentialIso();
TestCovarianceFunction(cov, 0,
new double[,]
{
{ 0.5770, 0.5404, 0.8569, 0.5612, 0.7545, 0.4981, 0.6649, 0.7483, 0.6564, 0.8184},
{ 0.6206, 0.7027, 0.7091, 0.6015, 0.7295, 0.5338, 0.6706, 0.8202, 0.7155, 0.8029},
{ 0.7743, 0.7513, 0.8468, 0.6864, 0.5644, 0.7861, 0.8404, 0.6625, 0.7555, 0.8335},
{ 0.7773, 0.5513, 0.7793, 0.7166, 0.4533, 0.5870, 0.8913, 0.8797, 0.8656, 0.8245},
{ 0.8839, 0.5934, 0.7689, 0.8982, 0.4126, 0.4742, 0.7883, 0.9202, 0.9077, 0.8649},
{ 0.8746, 0.7341, 0.7021, 0.8323, 0.4826, 0.5923, 0.8706, 0.9508, 0.9524, 0.8660},
{ 0.6133, 0.7560, 0.7280, 0.5749, 0.8722, 0.5651, 0.6530, 0.6259, 0.6633, 0.8194},
{ 0.6113, 0.6277, 0.8110, 0.5489, 0.7110, 0.6222, 0.6948, 0.5425, 0.6227, 0.7828},
{ 0.6394, 0.6950, 0.8669, 0.6107, 0.7933, 0.5985, 0.6824, 0.6858, 0.6703, 0.8492},
{ 0.5791, 0.7156, 0.6274, 0.5324, 0.6323, 0.6100, 0.6863, 0.8091, 0.6855, 0.7173},
},
new double[][,]
{
new double[,]
{
{ 2.0000, 1.6472, 1.1513, 1.3142, 1.3662, 1.2437, 1.6267, 1.4148, 1.7372, 1.2786},
{ 1.6472, 2.0000, 1.0689, 1.1876, 1.4541, 1.5370, 1.5174, 1.0103, 1.5898, 1.8381},
{ 1.1513, 1.0689, 2.0000, 1.2199, 1.3398, 1.2402, 1.2244, 1.5320, 1.5293, 1.0276},
{ 1.3142, 1.1876, 1.2199, 2.0000, 1.5197, 1.7027, 1.1555, 1.2033, 1.0675, 1.1291},
{ 1.3662, 1.4541, 1.3398, 1.5197, 2.0000, 1.7299, 1.0916, 0.9989, 1.3706, 1.3407},
{ 1.2437, 1.5370, 1.2402, 1.7027, 1.7299, 2.0000, 1.2223, 0.9923, 1.1787, 1.5758},
{ 1.6267, 1.5174, 1.2244, 1.1555, 1.0916, 1.2223, 2.0000, 1.6461, 1.6369, 1.1928},
{ 1.4148, 1.0103, 1.5320, 1.2033, 0.9989, 0.9923, 1.6461, 2.0000, 1.5176, 0.7806},
{ 1.7372, 1.5898, 1.5293, 1.0675, 1.3706, 1.1787, 1.6369, 1.5176, 2.0000, 1.3009},
{ 1.2786, 1.8381, 1.0276, 1.1291, 1.3407, 1.5758, 1.1928, 0.7806, 1.3009, 2.0000},
},
new double[,]
{
{ 0, 0.3197, 0.6358, 0.5518, 0.5207, 0.5909, 0.3361, 0.4897, 0.2447, 0.5720},
{ 0.3197, 0, 0.6697, 0.6190, 0.4635, 0.4047, 0.4190, 0.6899, 0.3650, 0.1552},
{ 0.6358, 0.6697, 0, 0.6031, 0.5367, 0.5927, 0.6008, 0.4084, 0.4103, 0.6843},
{ 0.5518, 0.6190, 0.6031, 0, 0.4173, 0.2740, 0.6339, 0.6114, 0.6702, 0.6455},
{ 0.5207, 0.4635, 0.5367, 0.4173, 0, 0.2510, 0.6610, 0.6935, 0.5180, 0.5362},
{ 0.5909, 0.4047, 0.5927, 0.2740, 0.2510, 0, 0.6019, 0.6955, 0.6232, 0.3756},
{ 0.3361, 0.4190, 0.6008, 0.6339, 0.6610, 0.6019, 0, 0.3205, 0.3279, 0.6165},
{ 0.4897, 0.6899, 0.4084, 0.6114, 0.6935, 0.6955, 0.3205, 0, 0.4189, 0.7344},
{ 0.2447, 0.3650, 0.4103, 0.6702, 0.5180, 0.6232, 0.3279, 0.4189, 0, 0.5595},
{ 0.5720, 0.1552, 0.6843, 0.6455, 0.5362, 0.3756, 0.6165, 0.7344, 0.5595, 0},
},
new double[,]
{
{ 2.0000, 1.6472, 1.1513, 1.3142, 1.3662, 1.2437, 1.6267, 1.4148, 1.7372, 1.2786},
{ 1.6472, 2.0000, 1.0689, 1.1876, 1.4541, 1.5370, 1.5174, 1.0103, 1.5898, 1.8381},
{ 1.1513, 1.0689, 2.0000, 1.2199, 1.3398, 1.2402, 1.2244, 1.5320, 1.5293, 1.0276},
{ 1.3142, 1.1876, 1.2199, 2.0000, 1.5197, 1.7027, 1.1555, 1.2033, 1.0675, 1.1291},
{ 1.3662, 1.4541, 1.3398, 1.5197, 2.0000, 1.7299, 1.0916, 0.9989, 1.3706, 1.3407},
{ 1.2437, 1.5370, 1.2402, 1.7027, 1.7299, 2.0000, 1.2223, 0.9923, 1.1787, 1.5758},
{ 1.6267, 1.5174, 1.2244, 1.1555, 1.0916, 1.2223, 2.0000, 1.6461, 1.6369, 1.1928},
{ 1.4148, 1.0103, 1.5320, 1.2033, 0.9989, 0.9923, 1.6461, 2.0000, 1.5176, 0.7806},
{ 1.7372, 1.5898, 1.5293, 1.0675, 1.3706, 1.1787, 1.6369, 1.5176, 2.0000, 1.3009},
{ 1.2786, 1.8381, 1.0276, 1.1291, 1.3407, 1.5758, 1.1928, 0.7806, 1.3009, 2.0000},
},
}
);
cov = new CovarianceScale();
cov.CovarianceFunctionParameter.Value = new CovarianceSquaredExponentialIso();
TestCovarianceFunction(cov, 1,
new double[,]
{
{ 50.6828, 50.2342, 53.4685, 50.4920, 52.5559, 49.6832, 51.6641, 52.4976, 51.5740, 53.1373},
{ 51.1850, 52.0523, 52.1160, 50.9689, 52.3171, 50.1516, 51.7239, 53.1529, 52.1794, 52.9998},
{ 52.7403, 52.5260, 53.3832, 51.8877, 50.5317, 52.8481, 53.3281, 51.6395, 52.5652, 53.2686},
{ 52.7683, 50.3705, 52.7860, 52.1901, 49.0546, 50.8004, 53.7544, 53.6589, 53.5423, 53.1907},
{ 53.6941, 50.8746, 52.6909, 53.8103, 48.4337, 49.3535, 52.8689, 53.9867, 53.8874, 53.5365},
{ 53.6171, 52.3616, 52.0459, 53.2586, 49.4713, 50.8619, 53.5837, 54.2264, 54.2390, 53.5454},
{ 51.1026, 52.5698, 52.3019, 50.6571, 53.5972, 50.5394, 51.5383, 51.2437, 51.6476, 53.1463},
{ 51.0802, 51.2635, 53.0723, 50.3407, 52.1347, 51.2021, 51.9731, 50.2612, 51.2082, 52.8185},
{ 51.3920, 51.9750, 53.5529, 51.0735, 52.9133, 50.9343, 51.8460, 51.8810, 51.7204, 53.4037},
{ 50.7067, 52.1810, 51.2605, 50.1330, 51.3144, 51.0653, 51.8868, 53.0548, 51.8777, 52.1974},
},
new double[][,]
{
new double[,]
{
{ 109.1963, 106.3653, 101.3323, 103.1642, 103.7069, 102.3962, 106.1856, 104.1987, 107.1342, 102.7815},
{ 106.3653, 109.1963, 100.3190, 101.7587, 104.5858, 105.3734, 105.1910, 99.5562, 105.8559, 107.9559},
{ 101.3323, 100.3190, 109.1963, 102.1292, 103.4337, 102.3572, 102.1802, 105.3271, 105.3022, 99.7852},
{ 103.1642, 101.7587, 102.1292, 109.1963, 105.2127, 106.8440, 101.3820, 101.9396, 100.3013, 101.0662},
{ 103.7069, 104.5858, 103.4337, 105.2127, 109.1963, 107.0730, 100.6050, 99.4038, 103.7518, 103.4431},
{ 102.3962, 105.3734, 102.3572, 106.8440, 107.0730, 109.1963, 102.1564, 99.3144, 101.6555, 105.7297},
{ 106.1856, 105.1910, 102.1802, 101.3820, 100.6050, 102.1564, 109.1963, 106.3564, 106.2756, 101.8199},
{ 104.1987, 99.5562, 105.3271, 101.9396, 99.4038, 99.3144, 106.3564, 109.1963, 105.1926, 96.1411},
{ 107.1342, 105.8559, 105.3022, 100.3013, 103.7518, 101.6555, 106.2756, 105.1926, 109.1963, 103.0217},
{ 102.7815, 107.9559, 99.7852, 101.0662, 103.4431, 105.7297, 101.8199, 96.1411, 103.0217, 109.1963},
},
new double[,]
{
{ 0, 2.7940, 7.5738, 5.8624, 5.3491, 6.5838, 2.9688, 4.8814, 2.0425, 6.2226},
{ 2.7940, 0, 8.5062, 7.1784, 4.5117, 3.7552, 3.9310, 9.2014, 3.2888, 1.2334},
{ 7.5738, 8.5062, 0, 6.8334, 5.6078, 6.6203, 6.7857, 3.7999, 3.8238, 8.9934},
{ 5.8624, 7.1784, 6.8334, 0, 3.9101, 2.3268, 7.5278, 7.0100, 8.5225, 7.8196},
{ 5.3491, 4.5117, 5.6078, 3.9101, 0, 2.1025, 8.2441, 9.3397, 5.3065, 5.5989},
{ 6.5838, 3.7552, 6.6203, 2.3268, 2.1025, 0, 6.8080, 9.4206, 7.2742, 3.4110},
{ 2.9688, 3.9310, 6.7857, 7.5278, 8.2441, 6.8080, 0, 2.8026, 2.8812, 7.1214},
{ 4.8814, 9.2014, 3.7999, 7.0100, 9.3397, 9.4206, 2.8026, 0, 3.9294, 12.2417},
{ 2.0425, 3.2888, 3.8238, 8.5225, 5.3065, 7.2742, 2.8812, 3.9294, 0, 5.9966},
{ 6.2226, 1.2334, 8.9934, 7.8196, 5.5989, 3.4110, 7.1214, 12.2417, 5.9966, 0},
},
new double[,]
{
{ 109.1963, 106.3653, 101.3323, 103.1642, 103.7069, 102.3962, 106.1856, 104.1987, 107.1342, 102.7815},
{ 106.3653, 109.1963, 100.3190, 101.7587, 104.5858, 105.3734, 105.1910, 99.5562, 105.8559, 107.9559},
{ 101.3323, 100.3190, 109.1963, 102.1292, 103.4337, 102.3572, 102.1802, 105.3271, 105.3022, 99.7852},
{ 103.1642, 101.7587, 102.1292, 109.1963, 105.2127, 106.8440, 101.3820, 101.9396, 100.3013, 101.0662},
{ 103.7069, 104.5858, 103.4337, 105.2127, 109.1963, 107.0730, 100.6050, 99.4038, 103.7518, 103.4431},
{ 102.3962, 105.3734, 102.3572, 106.8440, 107.0730, 109.1963, 102.1564, 99.3144, 101.6555, 105.7297},
{ 106.1856, 105.1910, 102.1802, 101.3820, 100.6050, 102.1564, 109.1963, 106.3564, 106.2756, 101.8199},
{ 104.1987, 99.5562, 105.3271, 101.9396, 99.4038, 99.3144, 106.3564, 109.1963, 105.1926, 96.1411},
{ 107.1342, 105.8559, 105.3022, 100.3013, 103.7518, 101.6555, 106.2756, 105.1926, 109.1963, 103.0217},
{ 102.7815, 107.9559, 99.7852, 101.0662, 103.4431, 105.7297, 101.8199, 96.1411, 103.0217, 109.1963},
},
}
);
}
private CovarianceScale(CovarianceScale original, Cloner cloner)
: base(original, cloner) {
}