Re: Using the STk package for Kriging

[Julien Bect]

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