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GridSpline2dDesign

Struct GridSpline2dDesign 

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pub struct GridSpline2dDesign { /* private fields */ }
Expand description

Banded sufficient statistics of one streaming pass plus the exact penalty: everything needed to evaluate the REML criterion and solve at any λ.

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impl GridSpline2dDesign

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pub fn build( x1: &[f64], x2: &[f64], y: &[f64], w: &[f64], k: usize, metric: [f64; 2], ) -> Result<Self, String>

Single-response entry: see Self::build_multi.

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pub fn build_multi( x1: &[f64], x2: &[f64], responses: &[&[f64]], w: &[f64], k: usize, metric: [f64; 2], ) -> Result<Self, String>

One streaming pass over the rows plus the exact per-cell quadrature assembly of the penalty. k is the number of cells per axis; metric = [a1, a2] is the diagonal anisotropy of the biharmonic form. responses holds one length-n response per dimension; the design, penalty, and the REML-shared λ are common to all dimensions (one surface smoothness), only the right-hand sides differ.

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pub fn num_cells(&self) -> usize

Number of cells per axis (the caller-supplied K).

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pub fn basis_per_axis(&self) -> usize

Basis functions per axis, K + 3.

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pub fn num_coeffs(&self) -> usize

Total coefficient count (K + 3)².

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pub fn lower_corner(&self) -> [f64; 2]

Lower corner of the data bounding box per axis.

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pub fn cell_widths(&self) -> [f64; 2]

Knot-cell width per axis.

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pub fn num_rows(&self) -> usize

Number of data rows the design was streamed from.

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pub fn num_responses(&self) -> usize

Number of response dimensions sharing the design.

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pub fn axis_basis( &self, axis: usize, x: f64, ) -> Result<(usize, [f64; 4]), String>

The four active cubic B-spline values of one AXIS at x: returns (j0, values) where values[i] weights basis j0 + i of that axis (0..K+3). The tensor flat index of (j1, j2) is j1·(K+3) + j2 — row-major, axis 0 major. Outside the bounding box the boundary cell’s cubic polynomial extends (same convention as fitting and prediction).

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pub fn penalty_value(&self, coeff: &[f64]) -> Result<f64, String>

Exact penalty quadratic form J(f) = c'Sc of a coefficient vector — the assembled anisotropic biharmonic energy of the spline it encodes.

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pub fn fit_at( &self, log_lambda: f64, sigma2: Option<f64>, ) -> Result<GridSpline2dFit, String>

Fit at a FIXED log λ, with σ² either supplied (applied to every response dimension) or profiled per dimension.

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pub fn fit_reml(&self) -> Result<GridSpline2dFit, String>

Fit with log λ selected by the profiled REML criterion: deterministic coarse grid then golden-section refinement (no RNG — same data, same fit).

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pub fn posterior( &self, fit: &GridSpline2dFit, ) -> Result<GridSpline2dPosterior, String>

Posterior summary of a fit FROM THIS DESIGN, in the exact algebra of the solved system (no approximation):

  • unit_covariance = (X'WX + λS)⁻¹ (scale-free Bayesian posterior covariance of the row-major coefficient vec, shared by dimensions);
  • edf = tr[(X'WX + λS)⁻¹ X'WX] (the smoother’s effective degrees of freedom at the fitted λ);
  • residual_cross_cov[d,e] = r_d'W r_e / (n − edf) assembled from the streamed sufficient statistics (y_d'Wy_e − c_d'X'Wy_e − c_e'X'Wy_d + c_d'X'WX c_e).

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