com.opengamma.analytics.math.interpolation.KrigingInterpolatorND.java Source code

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Here is the source code for com.opengamma.analytics.math.interpolation.KrigingInterpolatorND.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.math.interpolation;

import java.util.List;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.interpolation.data.InterpolatorNDDataBundle;
import com.opengamma.analytics.math.interpolation.data.KrigingInterpolatorDataBundle;
import com.opengamma.util.tuple.Pair;

/**
 * 
 */
public class KrigingInterpolatorND extends InterpolatorND {
    private final double _beta;

    public KrigingInterpolatorND(final double beta) {
        Validate.isTrue(beta >= 1 && beta < 2, "Beta was not in acceptable range (1 <= beta < 2");
        _beta = beta;
    }

    @Override
    public Double interpolate(final InterpolatorNDDataBundle data, final double[] x) {
        validateInput(data, x);
        Validate.isTrue(data instanceof KrigingInterpolatorDataBundle,
                "KriginInterpolatorND needs a KriginInterpolatorDataBundle");
        KrigingInterpolatorDataBundle krigingData = (KrigingInterpolatorDataBundle) data;
        final List<Pair<double[], Double>> rawData = krigingData.getData();
        final Function1D<Double, Double> variogram = krigingData.getVariogram();
        final double[] w = krigingData.getWeights();

        final int n = rawData.size();
        double sum = 0.0;
        double r;
        for (int i = 0; i < n; i++) {
            r = DistanceCalculator.getDistance(x, rawData.get(i).getFirst());
            sum += variogram.evaluate(r) * w[i];
        }
        sum += w[n];

        return sum;
    }

    @Override
    public KrigingInterpolatorDataBundle getDataBundle(final double[] x, final double[] y, final double[] z,
            final double[] values) {
        return new KrigingInterpolatorDataBundle(transformData(x, y, z, values), _beta);
    }

    @Override
    public KrigingInterpolatorDataBundle getDataBundle(final List<Pair<double[], Double>> data) {
        return new KrigingInterpolatorDataBundle(data, _beta);
    }

    @Override
    public int hashCode() {
        final int prime = 31;
        int result = 1;
        long temp;
        temp = Double.doubleToLongBits(_beta);
        result = prime * result + (int) (temp ^ (temp >>> 32));
        return result;
    }

    @Override
    public boolean equals(final Object obj) {
        if (this == obj) {
            return true;
        }
        if (obj == null) {
            return false;
        }
        if (getClass() != obj.getClass()) {
            return false;
        }
        final KrigingInterpolatorND other = (KrigingInterpolatorND) obj;
        return Double.doubleToLongBits(_beta) == Double.doubleToLongBits(other._beta);
    }

}