Revision 41ac653b3cb4383f5a3592a056e8689e6c457c88 authored by Julien Bect on 04 January 2023, 14:57:10 UTC, committed by Julien Bect on 04 January 2023, 14:57:10 UTC
1 parent 088b9e9
ChangeLog
2023-01-04 Julien Bect <julien.bect@centralesupelec.fr>
Update quilt patches
* admin/octpkg/patches/matlab-graphics-axis-Axes.patch: Update patch.
* admin/octpkg/patches/prevent-PKG_ADD-loop.patch: Idem.
* admin/octpkg/patches/prevent-PKG_DEL-loop.patch: Idem.
* admin/octpkg/patches/remove-buildmex.patch: Idem.
* admin/octpkg/patches/remove-testprivatemex.patch: Idem.
* admin/octpkg/patches/stk-init-mole-delete.patch: Idem.
* admin/octpkg/patches/stk-init-rmpath-cleanup.patch: Idem.
* admin/octpkg/patches/workaround-octave-bug-46350.patch: Idem.
2022-12-19 Julien Bect <julien.bect@centralesupelec.fr>
Makefile: Add quote around strings in Octave calls
* Makefile: Add quote around strings in Octave calls
2022-12-16 Julien Bect <julien.bect@centralesupelec.fr>
More Hartman functions
* examples/test_functions/stk_testfun_hartman_generic.m: Generic
implementation of Hartman functions (Dixon-Szego diagonal form).
* examples/test_functions/stk_testfun_hartman3.m: New function.
* examples/test_functions/stk_testfun_hartman4.m: Rewrite using generic.
* examples/test_functions/stk_testfun_hartman6.m: Rewrite using generic.
* admin/octpkg/INDEX: Update Octave package index.
CC0 licence for some existing test functions
* examples/test_functions/stk_testfun_braninhoo.m: Apply CC0.
* examples/test_functions/stk_testfun_twobumps.m: Reformat existing header.
* examples/test_functions/stk_testcase_truss3.m: Idem.
* examples/test_functions/stk_testfun_truss3_bb.m: Idem.
* examples/test_functions/stk_testfun_truss3_vol.m: Idem.
stk_testcase_truss3.m: Polish help text
* examples/test_functions/stk_testcase_truss3.m: Polish help text.
2022-12-13 Julien Bect <julien.bect@centralesupelec.fr>
.github/workflows: Use Matlab R2022b as well
* .github/workflows/run-linter.yml: Use Matlab R2022b as well.
* .github/workflows/run-tests.yml: Idem.
2022-08-23 Julien Bect <julien.bect@centralesupelec.fr>
CONTRIBUTING.md: Requirements for an acceptable contribution
* .github/CONTRIBUTING.md: Explain (some of) the requirements for
an acceptable contribution.
2022-08-10 Julien Bect <julien.bect@centralesupelec.fr>
Fix more linter warnings
* admin/stk_mlint_all.m: Add 'NASGU', NBRAK2', 'NCOMMA', 'SPERR', and
'UNRCH' to the list of critical errors.
* .github/workflows/run-linter.yml: Use R2022a as well.
* admin/build_tools/build_allpurpose_htmldoc.m: Fix warnings.
* admin/build_tools/generate_htmldoc.m: Idem.
* admin/build_tools/get_allpurpose_html_options.m: Idem.
* iago/crit/private/view_init_2d.m: Idem.
* iago/crit/private/view_samplingcrit_2d.m: Idem.
* iago/crit/stk_optim_crit_EI.m: Idem.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* iago/crit/stk_optim_crit_iago.m: Idem.
* iago/rep/stk_fakenorep.m: Idem.
* iago/stk_optimscript.m: Idem.
* iago/utils/stk_quadrature.m: Idem.
* misc/benchmarks/stk_benchmark_uppertriangular.m: Idem.
* misc/dist/stk_filldist_exact.m: Idem.
* misc/distrib/stk_distrib_bivnorm_cdf.m: Idem.
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog.m: Idem.
* misc/test/stk_is_lhs.m: Idem.
* misc/test/stk_test.m: Idem.
* sampling/@stk_sampcrit_ei/set.m: Idem.
2022-08-08 Julien Bect <julien.bect@centralesupelec.fr>
.github/workflows: Update actions
* .github/workflows/run-linter.yml: Update actions.
* .github/workflows/run-tests.yml: Idem.
2022-03-20 Julien Bect <julien.bect@centralesupelec.fr>
Provide unscaled Hartman4 function
* examples/test_functions/stk_testfun_hartman4s.m: Rename from...
* examples/test_functions/stk_testfun_hartman4.m: ...Rename to. Remove
output scaling, adapt help text & unit tests.
* admin/octpkg/INDEX: Update Octave package index.
2022-03-10 Julien Bect <julien.bect@centralesupelec.fr>
stk_testfun_hartman6.m: Hartman6 test function
* examples/test_functions/stk_testfun_hartman6.m: New test
function ("Hartman6") from the Dixon & Szego (1978) benchmark.
* admin/octpkg/INDEX: Update Octave package index.
2022-03-07 Julien Bect <julien.bect@centralesupelec.fr>
Contributing guidelines
* .github/CONTRIBUTING.md: Explain the contribution process.
* README.md: Link to CONTRIBUTING.md on GitHub.
2022-03-04 Julien Bect <julien.bect@centralesupelec.fr>
Fix more linter warnings
* admin/stk_mlint_all.m: Display critical errors separately. Add
'EXIST' and 'NOSEL' to the list of critical errors.
* misc/parallel/@stk_parallel_engine_parfor/stk_parallel_engine_parfor.m:
Fix warnings.
* misc/test/stk_isequal_tolabs.m: Idem.
* misc/test/stk_isequal_tolrel.m: Idem.
* misc/test/stk_test.m: Idem.
* sampling/stk_sampling_nestedlhs.m: Idem.
2022-03-03 Julien Bect <julien.bect@centralesupelec.fr>
stk_testfun_hartman4s.m: Scaled Hartman4 test function
* examples/test_functions/stk_testfun_hartman4s.m: New test
function ("scaled Hartman4") from Picheny et al (2013).
* admin/octpkg/INDEX: Update Octave package index.
2022-02-27 Julien Bect <julien.bect@centralesupelec.fr>
README.md: Prefer triple backquotes
* README.md: Prefer triple backquotes to emphasize commands
to be typed.
2022-02-23 Julien Bect <julien.bect@centralesupelec.fr>
stk_init.m: Update the list of functions that contain persistents
* stk_init.m (stk_init__clear_persistents): Update the list of
functions that contain persistent variables.
2022-02-15 Julien Bect <julien.bect@centralesupelec.fr>
README.md: Explain how to initialize STK when using the PCT
* README.md: Explain how to initialize STK when using the Parallel
Computing Toolbox in Matlab, by means of the `pctRunOnAll` function.
* NEWS.md: Advertise the change.
Remove two deprecated functions
* misc/optim/stk_optim_hasfmincon.m: Remove deprecated function.
* misc/optim/stk_select_optimizer.m: Remove deprecated function.
* admin/octpkg/INDEX: Update Octave package index.
* admin/build_tools/build_octpkg.m: Update build process.
* NEWS.md: Advertise the removal.
stk_init.m: Call stk_options_set with the 'default' argument
* stk_init.m: Call stk_options_set with the 'default' argument.
This can make a different in situations where stk_init is called
during a Matlab/Octave session where STK was previously
initialized.
stk_options_set.m: Fix copyright notice
* misc/options/stk_options_set.m: Fix copyright notice.
2022-02-14 Julien Bect <julien.bect@centralesupelec.fr>
.gitattributes: Convert CRLF to LF automatically for text files
* .gitattributes: Convert CRLF to LF automatically for text files.
2022-02-11 Julien Bect <julien.bect@centralesupelec.fr>
run-tests.yml: Test the all purpose release on ubuntu-latest
* .github/workflows/run-tests.yml: Test the all purpose release on
ubuntu-latest
2022-02-10 Julien Bect <julien.bect@centralesupelec.fr>
run-tests.yml: Test Octage package tarball on ubuntu-latest
* .github/workflows/run-tests.yml: Test Octage package tarball on
Ubuntu latest.
2022-02-05 Julien Bect <julien.bect@centralesupelec.fr>
Rename github action: run-unit-tests.yml -> run-tests.yml
* .github/workflows/run-unit-tests.yml: Rename from.
* .github/workflows/run-tests.yml: Rename to.
* README.md: Update badge.
build_octpkg.m: Exclude misc/mole entirely
* admin/build_tools/build_octpkg.m: Exclude misc/mole entirely.
* admin/octpkg/patches/stk-init-mole-delete.patch: Simplify patch.
startup.m: Run stk_init automatically for in-place use
* startup.m: New script that runs stk_init automatically for
in-place use.
* admin/build_tools/build_octpkg.m: Do not include startup.m in
the Octave package release.
* NEWS.md: Advertise new script.
2022-02-04 Julien Bect <julien.bect@centralesupelec.fr>
Remove old (hg) release instructions
* admin/RELEASE.md: Deleted
2022-02-03 Julien Bect <julien.bect@centralesupelec.fr>
stk_predict_leaveoneout.m: Avoid complex-valued norm_res
* model/@stk_model_gpposterior/stk_predict_leaveoneout.m: Prevent
norm_res from being complex-valued by cancelling negative elements
in dR.
stk_plot_histnormres.m: Ensure non-zero binsize
* utils/stk_plot_histnormres.m: Introduce a safety net for samples
with small (possibly zero) IQR.
2022-01-31 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_histnormres.m: Ensure non-zero number of bins
* utils/stk_plot_histnormres.m: Make sure that we have a non-zero
number of bins using Sturges' rule.
2022-01-28 Julien Bect <julien.bect@centralesupelec.fr>
Remove the MOLE from the Octave package entirely
* stk_init.m: Update comments.
* admin/octpkg/patches/stk-init-mole-cleanup.patch: Rename from.
* admin/octpkg/patches/stk-init-mole-delete.patch: Rename to.
Delete everything related to the MOLE inside stk_init.
* admin/octpkg/patches/series: Refresh.
* admin/octpkg/post_install.m: Delete (no longer needed).
* admin/build_tools/build_octpkg.m: Refresh.
Raise required Octave version number to 4.0.0
* README.md: Raise required Octave version number to 4.0.0.
* admin/build_tools/build_octpkg.m: Iem.
* admin/CODING_GUIDELINES: Update.
* arrays/@stk_hrect/stk_hrect.m: Refer to CG#08.
* misc/test/stk_runtests.m: Remove reference to 3.8.2.
Avoid using isrow
* admin/CODING_GUIDELINES: Explain why.
* misc/mole/isrow/isrow.m: Delete.
* stk_init.m: isrow removed from the MOLE.
* misc/mole/README: Minor update.
* admin/octpkg/patches/stk-init-mole-cleanup.patch: Refresh patch.
* arrays/@stk_dataframe/plot.m: Don't use isrow.
* misc/pareto/stk_dominatedhv.m: Don't use isrow.
2022-01-26 Julien Bect <julien.bect@centralesupelec.fr>
MOLE: linsolve is no longer needed
* misc/mole/linsolve/linsolve.m: Deleted.
* admin/octpkg/patches/stk-init-mole-cleanup.patch: Refresh patch.
* misc/mole/README: Remove linsolve.
* stk_init.m: Remove linsolve.
build: Fix path issue
* admin/build.m: Do not add root dir to the path.
* admin/build_tools/check_index_file.m: Remove unused portion.
* admin/build_tools/get_public_mfile_list.m: Take extra precautions.
* admin/build_tools/get_version_number.m: Add root dir to the path.
build: Makefile: Remove reference to Mercurial
* Makefile: Remove reference to Mercurial
build: New patch for stk_init
* admin/octpkg/patches/stk-init-mole-cleanup.patch: New patch to
trim some Matlab-related things out of stk_init.
* admin/octpkg/patches/series: Add the patch to the series.
build: Wrap system calls in asserts
* admin/build_tools/build_allpurpose.m: Wrap system calls in asserts.
* admin/build_tools/build_octpkg.m: Idem.
* admin/build_tools/generate_htmldoc.m: Idem.
admin/octpkg/patches: Refresh patches
* admin/octpkg/patches/matlab-graphics-axis-Axes.patch: Refresh.
* admin/octpkg/patches/remove-buildmex.patch: Refresh.
* admin/octpkg/patches/stk-init-rmpath-cleanup.patch: Refresh.
Refresh README.md
* README.md: Update sourceforge -> github + other changes.
2022-01-25 Julien Bect <julien.bect@centralesupelec.fr>
Add missing 'hold off' in some plotting functions
* utils/stk_plot_histnormres.m: Add missing 'hold off'.
* utils/stk_plot_predvsobs.m: Idem.
stk_example_kb10.m: Fix typo.
* stk_example_kb10.m: Fix typo.
2022-01-23 Julien Bect <julien.bect@centralesupelec.fr>
Makefile: sourceforge -> github in variable names & targets
* Makefile: sourceforge -> github in variable names & targets.
2022-01-20 Julien Bect <julien.bect@centralesupelec.fr>
stk_generate_samplepaths.m: Fix copyright notice
* utils/stk_generate_samplepaths.m: Fix copyright notice.
2022-01-10 Julien Bect <julien.bect@centralesupelec.fr>
Calling stk_model with a function handle is better
* core/stk_make_matcov.m: Call stk_model with a function handle.
* core/stk_model_update.m: Idem.
* core/stk_predict.m: Idem.
* core/stk_predict_leaveoneout.m: Idem.
* covfcs/stk_discretecov.m: Idem.
* examples/01_kriging_basics/stk_example_kb01.m: Idem.
* examples/01_kriging_basics/stk_example_kb01n.m: Idem.
* examples/01_kriging_basics/stk_example_kb02.m: Idem.
* examples/01_kriging_basics/stk_example_kb02n.m: Idem.
* examples/01_kriging_basics/stk_example_kb03.m: Idem.
* examples/01_kriging_basics/stk_example_kb05.m: Idem.
* examples/01_kriging_basics/stk_example_kb06.m: Idem.
* examples/01_kriging_basics/stk_example_kb07.m: Idem.
* examples/01_kriging_basics/stk_example_kb08.m: Idem.
* examples/01_kriging_basics/stk_example_kb09.m: Idem.
* examples/02_design_of_experiments/stk_example_doe03.m: Idem.
* examples/02_design_of_experiments/stk_example_doe04.m: Idem.
* examples/02_design_of_experiments/stk_example_doe05.m: Idem.
* examples/02_design_of_experiments/stk_example_doe06.m: Idem.
* examples/03_miscellaneous/stk_example_misc02.m: Idem.
* examples/03_miscellaneous/stk_example_misc03.m: Idem.
* examples/03_miscellaneous/stk_example_misc04.m: Idem.
* examples/03_miscellaneous/stk_example_misc05.m: Idem.
* iago/crit/stk_optim_crit_EI.m: Idem.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* iago/crit/stk_optim_crit_iago.m: Idem.
* iago/utils/stk_optim_init.m: Idem.
* misc/benchmarks/stk_benchmark_logdet.m: Idem.
* misc/benchmarks/stk_benchmark_loocv.m: Idem.
* misc/benchmarks/stk_benchmark_paramestim.m: Idem.
* misc/benchmarks/stk_benchmark_predict.m: Idem.
* model/@stk_model_gpposterior/get.m: Idem.
* model/@stk_model_gpposterior/set.m: Idem.
* model/@stk_model_gpposterior/stk_model_gpposterior.m: Idem.
* model/@stk_model_gpposterior/stk_model_update.m: Idem.
* model/@stk_model_gpposterior/stk_predict_.m: Idem.
* model/@stk_model_gpposterior/stk_predict_leaveoneout.m: Idem.
* model/noise/@stk_gaussiannoise_het0/set.m: Idem.
* model/prior_struct/stk_covmat_noise.m: Idem.
* model/prior_struct/stk_model.m: Idem.
* model/prior_struct/stk_ortho_func.m: Idem.
* param/estim/stk_param_estim.m: Idem.
* param/estim/stk_param_gls.m: Idem.
* param/estim/stk_param_init.m: Idem.
* param/estim/stk_param_init_lnv.m: Idem.
* param/estim/stk_param_loomse.m: Idem.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* sampling/stk_sampcrit_akg_eval.m: Idem.
* sampling/stk_sampcrit_ei_eval.m: Idem.
* utils/stk_conditioning.m: Idem.
* utils/stk_generate_samplepaths.m: Idem.
Source formatting: Space after function name
* iago/crit/stk_optim_crit_EI.m: Space after function name.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* model/prior_struct/stk_model.m: Idem.
* param/estim/stk_param_loomse.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* sampling/stk_sampcrit_akg_eval.m: Idem.
* sampling/stk_sampcrit_ei_eval.m: Idem.
2022-01-03 Julien Bect <julien.bect@centralesupelec.fr>
Fix some linter messages
* admin/stk_mlint_all.m: Make some linter errors 'critical', which
means that the corresponding github action will fail if one of
these reappears.
* .github/workflows/run-linter.yml: Let the github fail if the
linter status flag is false.
* README.md: Display linter action badge.
* admin/build_tools/generate_htmldoc.m: Fix some linter messages.
* admin/octpkg/post_install.m: Idem.
* misc/benchmarks/stk_benchmark_uppertriangular.m: Idem.
* misc/mole/linsolve/linsolve.m: Idem.
* misc/mole/matlab/index.m: Idem.
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Idem.
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog.m: Idem.
* misc/test/stk_test.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* stk_init.m: Idem.
2021-12-08 Julien Bect <julien.bect@centralesupelec.fr>
github: Run linter
* admin/stk_mlint_all.m: A function to run the linter on
all the M-files of the toolbox.
* .github/workflows/run-linter.yml: Github action.
2021-11-20 Julien Bect <julien.bect@centralesupelec.fr>
github: Run unit tests in Octave too
* .github/workflows/run-unit-tests.yml: Run unit tests in Octave
too (in Ubuntu).
tests: Deal with expected failures
* misc/test/stk_test.m: Expected failures are no longer reported
as successes.
* misc/test/stk_runtests.m: Deal with expected failures.
* .github/workflows/run-unit-tests.yml: Do not fail when all
failures were expected.
iago: Remove 'showprogress' option
* iago/crit/stk_optim_crit_SUR.m: Remove 'showprogress' option.
* iago/crit/stk_optim_crit_iago.m: Idem
* iago/stk_optim.m: Idem
* iago/stk_optimscript.m: Idem
* iago/utils/stk_optim_init.m: Idem
2021-11-14 Julien Bect <julien.bect@centralesupelec.fr>
README.md: Use default style for licence badge
* README.md: Use default style for licence badge.
.github/workflows/run-unit-tests.yml: Rename last step
* .github/workflows/run-unit-tests.yml: Rename last step
stk_parallel_engine_parfor.m: Remove unit test
* misc/parallel/@stk_parallel_engine_parfor/stk_parallel_engine_parfor.m:
Remove unit test, which was creating problems for continuous
integration using Github Actions. Not a very interesting test anyway.
2021-11-13 Julien Bect <julien.bect@centralesupelec.fr>
github: Run unit tests in MATLAB with Github Actions
* .github/workflows/run-unit-tests.yml: Run unit tests in MATLAB
with Github Actions on several recent releases. Save the logs as
artifacts.
* README.md: Add a few badges.
2021-06-14 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_kb07.m: Add a second figure
* examples/01_kriging_basics/stk_example_kb07.m: Add a second
figure where nu is fixed to 5/2 and rho varies.
2021-03-28 Julien Bect <julien.bect@centralesupelec.fr>
Deprecate CG#07
* admin/CODING_GUIDELINES: Deprecated CG#07.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m: Use ~.
* iago/rep/stk_gather_repetitions.m: Use ~.
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog.m: Use ~.
* misc/optim/@stk_optim_octavesqp/stk_minimize_boxconstrained.m: Use ~.
* misc/text/stk_disp_getformat.m: Use ~.
* misc/text/stk_disp_isloose.m: Use ~.
* param/estim/stk_param_init_remlgls.m: Use ~.
* sampling/stk_sampcrit_akg_eval.m: Use ~.
* sampling/stk_sampling_maximinlhs.m: Use ~.
* sampling/stk_sampling_nesteddesign.m: Use ~.
* sampling/stk_sampling_nestedlhs.m: Use ~.
* utils/stk_generate_samplepaths.m: Use ~.
README.md: Raise minimal Matlab version to R2009b
* README.md: Raise minimal Matlab version to R2009b (we are in
2021 after all...).
stk_param_gls.m: Rely on mldivide
* param/estim/stk_param_gls.m: Rely on mldivide to do the job,
instead of writing the normal equations explicitely.
2021-15-01 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_gls.m: Use linsolve to solve triangular systems
* param/estim/stk_param_gls.m: Use linsolve to solve triangular
systems.
2021-14-01 Julien Bect <julien.bect@centralesupelec.fr>
stk_test_critgrad.m: New function to check partial derivatives
* misc/test/stk_test_critgrad.m: New function to check partial
derivatives of parameter selection criteria.
* param/estim/stk_param_loomse.m: More unit tests.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* misc/test/stk_test_class.m: Internal function warning.
* misc/test/stk_test_dfbinaryop.m: Idem.
* admin/octpkg/INDEX: Update index.
2020-09-16 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/plot.m: Fix argument parsing
* arrays/@stk_dataframe/plot.m: Fix argument parsing.
2020-09-10 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_emmi_eval.m: Fix bibliography
* sampling/stk_sampcrit_emmi_eval.m: Cite the published paper of
Svenson and Santner instead of the technical report.
2020-06-20 Julien Bect <julien.bect@centralesupelec.fr>
INDEX: Add dedicated category for simulation functions
* admin/octpkg/INDEX: Create a dedicated category for
simulation-related functions.
2020-05-29 Julien Bect <julien.bect@centralesupelec.fr>
stk_*cov_iso.m: Check param length
* covfcs/stk_expcov_iso.m: Check param length, add unit test.
* covfcs/stk_gausscov_iso.m: Idem.
* covfcs/stk_materncov32_iso.m: Idem.
* covfcs/stk_materncov52_iso.m: Idem.
* covfcs/stk_materncov_iso.m: Idem.
* covfcs/stk_sphcov_iso.m: Idem.
2020-04-26 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_doe06.m: New example script
* examples/02_design_of_experiments/stk_example_doe06.m: New script.
* examples/02_design_of_experiments/stk_example_doe03.m: Minor changes.
* admin/octpkg/INDEX: Add new script to the index.
2020-04-21 Julien Bect <julien.bect@centralesupelec.fr>
examples/02_design_of_experiments: Fix comments in two scripts
* examples/02_design_of_experiments/stk_example_doe03.m: Fix comment.
* examples/02_design_of_experiments/stk_example_doe05.m: Idem.
2020-04-13 Julien Bect <julien.bect@centralesupelec.fr>
Remove some deprecated functions
* model/@stk_model_gpposterior/get_input_data.m: Remove deprecated function.
* model/@stk_model_gpposterior/get_output_data.m: Idem.
* model/@stk_model_gpposterior/get_prior_model.m: Idem.
* model/prior_struct/@struct/README: Remove no-longer-needed explanation.
* model/prior_struct/@struct/get_input_data.m: Idem.
* model/prior_struct/@struct/get_output_data.m: Idem.
* model/prior_struct/@struct/get_prior_model.m: Idem.
* admin/octpkg/INDEX: Update index.
2020-04-11 Julien Bect <julien.bect@centralesupelec.fr>
Delete unused internal function @stk_kreq_qr/stk_update.m
* core/@stk_kreq_qr/stk_update.m: Delete unused internal function.
* model/@stk_model_gpposterior/stk_model_update.m: Remove comment.
* admin/octpkg/INDEX: Update index.
2020-02-20 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_doe05.m: Fix comments
* examples/02_design_of_experiments/stk_example_doe05.m: Fix comments.
stk_example_doe05.m: Various minor improvements
* examples/02_design_of_experiments/stk_example_doe05.m: Various
minor improvements.
2020-02-19 Julien Bect <julien.bect@centralesupelec.fr>
Remove deprecated CG#12 marks
* examples/02_design_of_experiments/stk_example_doe03.m: Remove
deprecated CG#12 mark.
* examples/02_design_of_experiments/stk_example_doe05.m: Idem.
stk_example_doe05.m: Fix figure title
* examples/02_design_of_experiments/stk_example_doe05.m: Fix
figure title to reflect the actual name of the example.
* examples/02_design_of_experiments/stk_example_doe05.m: Fix the
final display for the case where the algorithm stops prematurely,
and add a warning too.
stk_example_doe05.m: Make it possible to use the exact KG
* examples/02_design_of_experiments/stk_example_doe05.m: Make it
possible to use the exact KG criterion instead of Scott's
approximation (previously, only the latter was proposed).
@stk_sampcrit_akg/set.m: Remove replicated input points in xr
* sampling/@stk_sampcrit_akg/set.m: Remove replicated input points
when the AKG reference grid is construted using Scott's original
method.
2020-02-07 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim_optim.m: Generate a warning instead of an error
* param/estim/stk_param_estim_optim.m: Generate a warning instead
of an error when the optimization algorithms returns a points that
is not better than the starting point.
2020-01-08 Julien Bect <julien.bect@centralesupelec.fr>
Re-organise prediction code
* core/stk_predict.m: Now reduced to a simple gateway that
processes all possible calling syntaxes and then delegates to
`stk_predict` for the actual computations, for all types of
models. The shorter calling syntax is now documented.
* model/@stk_model_/stk_predict_.m: New function, that simply
raises an error message. Derived classes must implement it.
* model/@stk_model_gpposterior/stk_predict.m: Renamed from.
* model/@stk_model_gpposterior/stk_predict_.m: Renamed to.
* model/prior_struct/stk_predict_.m: New function, which computes
a trivial prediction for prior models.
* model/noise/@stk_gaussiannoise_/stk_predict_.m: New function,
which computes a trivial prediction for noise models.
* admin/octpkg/INDEX: Update index.
@stk_gaussiannoise_het0/stk_variance_eval.m: Fix empty x case
* model/noise/@stk_gaussiannoise_het0/stk_variance_eval.m: Return
the correct output when x is empty.
stk_gaussiannoise_het0.m: Provide a default constructor
* model/noise/@stk_gaussiannoise_het0/stk_gaussiannoise_het0.m:
Provide a default constructor.
2020-01-07 Julien Bect <julien.bect@centralesupelec.fr>
Minor changes relative to `stk_isnoisy`.
* admin/octpkg/INDEX: Classify as model property getter.
* model/prior_struct/stk_isnoisy.m: Polish help text.
Use `sample_size` property
* iago/crit/private/stk_optim_crit_fig02.m: Use `sample_size` property.
* iago/crit/private/view_samplingcrit_2d.m: Idem.
* iago/crit/stk_optim_crit_EI.m: Idem.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* iago/crit/stk_optim_crit_iago.m: Idem.
* iago/rep/stk_gather_repetitions.m: Idem.
* iago/stk_optim.m: Idem.
* iago/stk_optimscript2.m: Idem.
* iago/utils/stk_optim_init.m: Idem.
* param/estim/stk_param_estim.m: Idem.
* param/estim/stk_param_init.m: Idem.
* param/estim/stk_param_init_lnv.m: Idem.
* sampling/@stk_sampcrit_eqi/feval.m: Idem.
* model/@stk_model_gpposterior/stk_model_update.m: Idem.
* model/@stk_model_gpposterior/stk_predict.m: Idem.
* model/@stk_model_gpposterior/stk_predict_leaveoneout_direct.m: Idem.
Add `sample_size` property to models
* model/@stk_model_gpposterior/fieldnames.m: Add `sample_size` to
the list of field names. Fix output orientation for consistency
with the base function.
* model/@stk_model_gpposterior/get.m: Implement `sample_size`
property.
* model/@stk_model_gpposterior/disp.m: Display `sample_size`
property.
* model/@stk_model_gpposterior/stk_get_sample_size.m: Fast getter.
* model/@stk_model_/stk_get_prior_model.m: Update design note.
* model/@stk_model_/stk_get_input_data.m: Idem.
* model/@stk_model_/stk_get_observation_variances.m: Idem.
* model/@stk_model_/stk_get_output_data.m: Idem.
* admin/octpkg/INDEX: Update index.
Add `sample_size` property to arrays
* arrays/@stk_dataframe/private/reserved_field_names.m: Add
`sample_size` to the list of field names. Return a column.
* arrays/@stk_dataframe/get.m: Implement `sample_size` property.
* arrays/@stk_dataframe/private/get_column_number.c: Idem.
* arrays/@stk_dataframe/stk_get_sample_size.m: Fast getter.
* arrays/generic/stk_get_sample_size.m: Idem for generic arrays.
* arrays/@stk_dataframe/fieldnames.m: Fix output orientation for
consistency with the base function. Fix unit test.
* arrays/@stk_factorialdesign/fieldnames.m: Idem.
* arrays/@stk_dataframe/stk_length.m: Deprecate.
* arrays/generic/stk_length.m: Deprecate.
* admin/octpkg/INDEX: Update index.
2020-01-06 Julien Bect <julien.bect@centralesupelec.fr>
admin/octpkg/patches: Update patches
* admin/octpkg/patches/remove-buildmex.patch: Update patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Update patch.
2020-01-03 Julien Bect <julien.bect@centralesupelec.fr>
stk_make_matcov.m: Do not convert inputs to double
* core/stk_make_matcov.m: Do not convert inputs to double. Each
particular covariance function should be able to decide what kind
of input it accepts.
@stk_model_gpposterior/stk_model_update.m: Improve clarity
* model/@stk_model_gpposterior/stk_model_update.m: Add comments
and rename a variable for clarity.
@stk_model_gpposterior/stk_{set,get}_optimizable_parameters.m: Fix bug
* model/@stk_model_gpposterior/stk_get_optimizable_parameters.m:
Fix erroneous property name.
* model/@stk_model_gpposterior/stk_set_optimizable_parameters.m:
Idem.
2020-01-02 Julien Bect <julien.bect@centralesupelec.fr>
stk_generate_samplepaths.m: Remove outdated comment
* utils/stk_generate_samplepaths.m: Remove outdated comment.
2019-12-04 Julien Bect <julien.bect@centralesupelec.fr>
01_kriging_basics/stk_example_kb03.m: Fix comment
* examples/01_kriging_basics/stk_example_kb03.m: Fix comment about
"numerical noise".
01_kriging_basics/stk_example_kb03.m: Source formatting
* examples/01_kriging_basics/stk_example_kb03.m: Source formatting.
2019-12-03 Julien Bect <julien.bect@centralesupelec.fr>
Make STK startup faster
* stk_init.m: Make STK startup faster using a better way of
checking if -silent is supported by mex.
2019-10-12 Julien Bect <julien.bect@centralesupelec.fr>
Polish/uniformize one-line help for deprecated functions
* covfcs/rbf/stk_sf_gausscorr.m: Polish one-line help text.
* covfcs/rbf/stk_sf_matern.m: Idem.
* covfcs/rbf/stk_sf_matern32.m: Idem.
* covfcs/rbf/stk_sf_matern52.m: Idem.
* covfcs/stk_noisecov.m: Idem.
* misc/optim/stk_optim_hasfmincon.m: Idem.
* misc/optim/stk_select_optimizer.m: Idem.
* model/prior_struct/stk_ortho_func.m: Idem.
stk_factorialdesign.m: Provide missing help text (ticket #91)
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Provide
missing help text.
2019-09-06 Julien Bect <julien.bect@centralesupelec.fr>
INDEX: Fix sections and re-organize a little
* admin/octpkg/INDEX: Fix sections and re-organize a little.
* model/noise/@stk_gaussiannoise_/stk_gaussiannoise_.m: Mark as
internal.
RELEASE.md: Fix release instructions
* admin/RELEASE.md: Fix release instructions.
CITATION: Make bibtex reference year configurable
* CITATION: Make bibtex reference year configurable.
2019-09-03 Julien Bect <julien.bect@centralesupelec.fr>
Makefile: Use ${OCTAVE} from environment if defined
* Makefile: Use ${OCTAVE} from environment if defined.
2019-08-14 Julien Bect <julien.bect@centralesupelec.fr>
Move @stk_model_gpposterior to model/ directory
* core/@stk_model_gpposterior/disp.m: Move from
* core/@stk_model_gpposterior/fieldnames.m: Move from
* core/@stk_model_gpposterior/get.m: Move from
* core/@stk_model_gpposterior/get_input_data.m: Move from
* core/@stk_model_gpposterior/get_output_data.m: Move from
* core/@stk_model_gpposterior/get_prior_model.m: Move from
* core/@stk_model_gpposterior/set.m: Move from
* core/@stk_model_gpposterior/stk_covmat_noise.m: Move from
* core/@stk_model_gpposterior/stk_generate_samplepaths.m: Move from
* core/@stk_model_gpposterior/stk_get_input_data.m: Move from
* core/@stk_model_gpposterior/stk_get_observation_variances.m: Move from
* core/@stk_model_gpposterior/stk_get_optimizable_noise_parameters.m: Move from
* core/@stk_model_gpposterior/stk_get_optimizable_parameters.m: Move from
* core/@stk_model_gpposterior/stk_get_output_data.m: Move from
* core/@stk_model_gpposterior/stk_get_prior_model.m: Move from
* core/@stk_model_gpposterior/stk_isnoisy.m: Move from
* core/@stk_model_gpposterior/stk_make_kreq.m: Move from
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Move from
* core/@stk_model_gpposterior/stk_model_update.m: Move from
* core/@stk_model_gpposterior/stk_predict.m: Move from
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Move from
* core/@stk_model_gpposterior/stk_predict_leaveoneout_direct.m: Move from
* core/@stk_model_gpposterior/stk_set_optimizable_parameters.m: Move from
* model/@stk_model_gpposterior/disp.m: Move to
* model/@stk_model_gpposterior/fieldnames.m: Move to
* model/@stk_model_gpposterior/get.m: Move to
* model/@stk_model_gpposterior/get_input_data.m: Move to
* model/@stk_model_gpposterior/get_output_data.m: Move to
* model/@stk_model_gpposterior/get_prior_model.m: Move to
* model/@stk_model_gpposterior/set.m: Move to
* model/@stk_model_gpposterior/stk_covmat_noise.m: Move to
* model/@stk_model_gpposterior/stk_generate_samplepaths.m: Move to
* model/@stk_model_gpposterior/stk_get_input_data.m: Move to
* model/@stk_model_gpposterior/stk_get_observation_variances.m: Move to
* model/@stk_model_gpposterior/stk_get_optimizable_noise_parameters.m: Move to
* model/@stk_model_gpposterior/stk_get_optimizable_parameters.m: Move to
* model/@stk_model_gpposterior/stk_get_output_data.m: Move to
* model/@stk_model_gpposterior/stk_get_prior_model.m: Move to
* model/@stk_model_gpposterior/stk_isnoisy.m: Move to
* model/@stk_model_gpposterior/stk_make_kreq.m: Move to
* model/@stk_model_gpposterior/stk_model_gpposterior.m: Move to
* model/@stk_model_gpposterior/stk_model_update.m: Move to
* model/@stk_model_gpposterior/stk_predict.m: Move to
* model/@stk_model_gpposterior/stk_predict_leaveoneout.m: Move to
* model/@stk_model_gpposterior/stk_predict_leaveoneout_direct.m: Move to
* model/@stk_model_gpposterior/stk_set_optimizable_parameters.m: Move to
Implement stk_covmat_noise for all models
* core/stk_covmat_noise.m: Move from
* model/prior_struct/stk_covmat_noise.m: Move to
* core/@stk_model_gpposterior/stk_covmat_noise.m: New function
* model/@stk_model_/stk_covmat_noise.m: New function
* model/noise/@stk_gaussiannoise_/stk_covmat_noise.m: New function
* admin/octpkg/INDEX: Update
Implement stk_isnoisy for noise models
* model/noise/@stk_gaussiannoise_/stk_isnoisy.m: New function
2019-08-13 Julien Bect <julien.bect@centralesupelec.fr>
Move more functions to model/prior_struct/
* core/stk_isnoisy.m: Move from
* core/stk_model.m: Move from
* core/stk_model_fixlm.m: Move from
* core/stk_ortho_func.m: Move from
* model/prior_struct/stk_isnoisy.m: Move to
* model/prior_struct/stk_model.m: Move to
* model/prior_struct/stk_model_fixlm.m: Move to
* model/prior_struct/stk_ortho_func.m: Move to
Rename experimental noise model classes
* model/noise/@stk_model_gn/disp.m: Move from
* model/noise/@stk_model_gn/stk_covmat.m: Move from
* model/noise/@stk_model_gn/stk_model_gn.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/disp.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/fieldnames.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/get.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/set.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/stk_get_optimizable_parameters.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/stk_model_gn_heteroscedastic0.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/stk_param_getdefaultbounds.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/stk_set_optimizable_parameters.m: Move from
* model/noise/@stk_model_gn_heteroscedastic0/stk_variance_eval.m: Move from
* model/noise/@stk_gaussiannoise_/disp.m: Move to
* model/noise/@stk_gaussiannoise_/stk_covmat.m: Move to
* model/noise/@stk_gaussiannoise_/stk_gaussiannoise_.m: Move to
* model/noise/@stk_gaussiannoise_het0/disp.m: Move to
* model/noise/@stk_gaussiannoise_het0/fieldnames.m: Move to
* model/noise/@stk_gaussiannoise_het0/get.m: Move to
* model/noise/@stk_gaussiannoise_het0/set.m: Move to
* model/noise/@stk_gaussiannoise_het0/stk_gaussiannoise_het0.m: Move to
* model/noise/@stk_gaussiannoise_het0/stk_get_optimizable_parameters.m: Move to
* model/noise/@stk_gaussiannoise_het0/stk_param_getdefaultbounds.m: Move to
* model/noise/@stk_gaussiannoise_het0/stk_set_optimizable_parameters.m: Move to
* model/noise/@stk_gaussiannoise_het0/stk_variance_eval.m: Move to
* examples/03_miscellaneous/stk_example_misc05.m: Update
* model/@stk_model_/stk_model_.m: Update
* admin/octpkg/INDEX: Update
2019-08-12 Julien Bect <julien.bect@centralesupelec.fr>
Rename internal class @stk_optim_baseclass -> @stk_optim_optimizer_
* misc/optim/@stk_optim_baseclass/stk_optim_baseclass.m: Move from
* misc/optim/@stk_optim_baseclass/stk_optim_isavailable.m: Move from
* misc/optim/@stk_optim_optimizer_/stk_optim_isavailable.m: Move to
* misc/optim/@stk_optim_optimizer_/stk_optim_optimizer_.m: Move to
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Update
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m: Update
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Update
* admin/octpkg/INDEX: Update
Rename internal class stk_model_base -> stk_model_
* model/@stk_model_base/cat.m: Move from
* model/@stk_model_base/disp.m: Move from
* model/@stk_model_base/display.m: Move from
* model/@stk_model_base/get.m: Move from
* model/@stk_model_base/horzcat.m: Move from
* model/@stk_model_base/set.m: Move from
* model/@stk_model_base/stk_get_input_data.m: Move from
* model/@stk_model_base/stk_get_observation_variances.m: Move from
* model/@stk_model_base/stk_get_output_data.m: Move from
* model/@stk_model_base/stk_get_prior_model.m: Move from
* model/@stk_model_base/stk_model_base.m: Move from
* model/@stk_model_base/subsasgn.m: Move from
* model/@stk_model_base/subsref.m: Move from
* model/@stk_model_base/vertcat.m: Move from
* model/@stk_model_/cat.m: Move to:
* model/@stk_model_/disp.m: Move to
* model/@stk_model_/display.m: Move to
* model/@stk_model_/get.m: Move to
* model/@stk_model_/horzcat.m: Move to
* model/@stk_model_/set.m: Move to
* model/@stk_model_/stk_get_input_data.m: Move to
* model/@stk_model_/stk_get_observation_variances.m: Move to
* model/@stk_model_/stk_get_output_data.m: Move to
* model/@stk_model_/stk_get_prior_model.m: Move to
* model/@stk_model_/stk_model_.m: Move to
* model/@stk_model_/subsasgn.m: Move to
* model/@stk_model_/subsref.m: Move to
* model/@stk_model_/vertcat.m: Move to
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Update
* model/noise/@stk_model_gn/stk_model_gn.m: Update
* admin/octpkg/INDEX: Update
Mark @stk_model_gn_heteroscedastic0/stk_variance_eval.m as experimental
* model/noise/@stk_model_gn_heteroscedastic0/stk_variance_eval.m:
Mark this new function as experimental.
* admin/octpkg/INDEX: update index.
2019-08-11 Julien Bect <julien.bect@centralesupelec.fr>
Rename model/gn to model/noise
* model/gn/@stk_model_gn/disp.m: Move from
* model/gn/@stk_model_gn/stk_covmat.m: Move from
* model/gn/@stk_model_gn/stk_model_gn.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/disp.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/fieldnames.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/get.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/set.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/stk_get_optimizable_parameters.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/stk_model_gn_heteroscedastic0.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/stk_param_getdefaultbounds.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/stk_set_optimizable_parameters.m: Move from
* model/gn/@stk_model_gn_heteroscedastic0/stk_variance_eval.m: Move from
* model/noise/@stk_model_gn/disp.m: Move to
* model/noise/@stk_model_gn/stk_covmat.m: Move to
* model/noise/@stk_model_gn/stk_model_gn.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/disp.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/fieldnames.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/get.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/set.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/stk_get_optimizable_parameters.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/stk_model_gn_heteroscedastic0.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/stk_param_getdefaultbounds.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/stk_set_optimizable_parameters.m: Move to
* model/noise/@stk_model_gn_heteroscedastic0/stk_variance_eval.m: Move to
* stk_init.m: Update path
Rename stk_param_estim_remlgs to stk_param_init_remlgls
* param/estim/stk_param_estim_remlgs.m: Renamed from this...
* param/estim/stk_param_init_remlgls.m: ...to this.
* param/estim/stk_param_init.m: Propagate rename.
* admin/octpkg/INDEX: Update index.
2019-08-10 Julien Bect <julien.bect@centralesupelec.fr>
Turn stk_param_getblockselectors into a subfunction
* model/prior_struct/stk_param_getblockselectors.m: Deleted.
* param/estim/stk_param_estim.m: New subfunction.
2019-08-07 Julien Bect <julien.bect@centralesupelec.fr>
stk_options_set: Add help text.
* misc/options/stk_options_set.m: Add help text.
2019-08-07 Julien Bect <julien.bect@centralesupelec.fr>
Undo some changes from cs 00fdd8fa58d4
* misc/options/stk_options_get.m: Undo changes from cs 00fdd8fa58d4.
* arrays/@stk_dataframe/plotmatrix.m: Idem.
2019-07-06 Julien Bect <julien.bect@centralesupelec.fr>
stk_cholcov: Honour optional arguments (ticket #94)
* core/stk_cholcov.m: Honour optional arguments, such as 'lower',
when auto-nugget kicks in.
2019-07-01 Julien Bect <julien.bect@centralesupelec.fr>
Move some model getters from core to model/prior_struct
* core/stk_get_optimizable_model_parameters.m: Move from
* core/stk_set_optimizable_model_parameters.m: Move from
* model/prior_struct/stk_get_optimizable_model_parameters.m: Move to
* model/prior_struct/stk_set_optimizable_model_parameters.m: Move to
core/@stk_model_gpposterior: Fix some help texts
* core/@stk_model_gpposterior/stk_get_input_data.m: Fix help text.
* core/@stk_model_gpposterior/stk_get_output_data.m: Idem.
* core/@stk_model_gpposterior/stk_get_prior_model.m: Idem.
2019-06-19 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_misc04.m: Fix a typo
* examples/03_miscellaneous/stk_example_misc04.m: Fix a typo.
2019-02-15 Julien Bect <julien.bect@centralesupelec.fr>
Make it possible to set all the options at once.
* misc/options/stk_options_set.m: Make it possible to set all the
options at once, using a struct argument.
Make it possible to set customized bounds for log(nu).
* misc/options/stk_options_set.m: Add new options nu_min_dimfun
and nu_max_dimfun for stk_param_getdefaultbounds.
* param/estim/stk_param_getdefaultbounds.m: Compute nu_min and
nu_max using the new options.
stk_param_getdefaultbounds.m: Lower-case variables names
* param/estim/stk_param_getdefaultbounds.m: Use lower-case
variables names for tolscale and tolvar.
2019-02-13 Julien Bect <julien.bect@centralesupelec.fr>
stk_runtests.m: Return a struct of results
* misc/test/stk_runtests.m: Return a struct of results.
2019-02-04 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init: Deprecate the syntax with do_estim_lnv
* param/estim/stk_param_init.m: Remove the syntax with
do_estim_lnv from the documention. Explain in the source code
that it is deprecated, and add a warning.
* examples/03_miscellaneous/stk_example_misc03.m: Remove useless
do_estim_lnv argument.
* examples/03_miscellaneous/stk_example_misc06.m: Idem.
* NEWS.md: Announce this change. This goes nicely with a similar
change made to the stk_model_gpposterior class.
2019-02-03 Julien Bect <julien.bect@centralesupelec.fr>
Rename two examples
* examples/03_miscellaneous/stk_example_misc05.m: Renamed from
misc06. This one is going to be release in STK 2.6.0.
* examples/03_miscellaneous/stk_example_misc06.m: Renamed from
misc05. This one is not goind to be release in STK 2.6.0.
* NEWS.md: Fix corresponding news item.
2019-01-28 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_shadedci.m: Fix CI legend
* misc/plot/stk_plot_shadedci.m: Fix CI legend.
2019-01-23 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim_remlgs.m: Make it work for parameter objects too
* param/estim/stk_param_estim_remlgs.m: Make it work for parameter
objects too.
2019-01-22 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim_optim.m: Add safety nets.
* param/estim/stk_param_estim_optim.m: Add safety nets around the
call to the optimizer. If the final value is not better than the
initial one, issue an error.
stk_param_estim: Fix a small bug relative to the 'info' ouput.
* param/estim/stk_param_estim.m: Fix bug.
* param/estim/stk_param_estim_optim.m: Fix bug.
2019-01-21 Julien Bect <julien.bect@centralesupelec.fr>
Extract stk_param_init's core to a separate (internal) function
* param/estim/stk_param_estim_remlgs.m: New internal function,
which implements a ReML grid search. This was previously hidden
in stk_param_init.
* param/estim/stk_param_init.m: Remove the extracted part.
* admin/octpkg/INDEX: Update the index.
stk_param_estim.m: Internal changes
* param/estim/stk_param_estim.m (provide_starting_point): Do not
try to cast parameter objects into objects of the appropriate
type, simply assume that they are of the appropriate type. The
use of stk_set_optimizable_parameters should be restricted to
numerical value arguments.
stk_model.m: Internal changes
* core/stk_model.m: Removed unused argument 'covariance_name' from
subfunction stk_model_.
2019-01-18 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Call user-defined _param_init with correct nargout
* param/estim/stk_param_init.m: Call user-defined _param_init
function with the correct number of output arguments.
stk_model.m: Be more flexible if stk_param_init fails
* core/stk_model.m: Be more flexible and simply issue a warning if
we fail to get a default parameter vector from stk_param_init.
Also, do not rely on stk_param_init to get a default value for
lnv.
2019-01-17 Julien Bect <julien.bect@centralesupelec.fr>
Make it possible to use stk_model with user-defined covariances.
* param/estim/stk_param_init.m: When used with only one input
argument, stk_param_init now returns defaults param and lnv values
to be used by stk_model.
* core/stk_model.m: Rely on stk_param_init to obtain default
values for param and lnv. User-defined covariance should do this
as well.
2018-11-30 Julien Bect <julien.bect@centralesupelec.fr>
Relocate @struct/ inside model/prior_struct (ticket #90)
* core/@struct/get_input_data.m: Moved from.
* core/@struct/get_output_data.m: Moved from.
* core/@struct/get_prior_model.m: Moved from.
* model/prior_struct/@struct/get_input_data.m: Moved to.
* model/prior_struct/@struct/get_output_data.m: Moved to.
* model/prior_struct/@struct/get_prior_model.m: Moved to.
* model/prior_struct/@struct/README: Provide an explanation.
* admin/build_tools/build_octpkg.m: Ignore the README file.
Move stk_get_optimizable_noise_parameters.m out of @struct/
* core/@struct/stk_get_optimizable_noise_parameters.m: Moved from.
* model/prior_struct/stk_get_optimizable_noise_parameters.m: Moved
to. Check that model is a prior model structure.
* admin/octpkg/INDEX: Update the index.
2018-11-14 Julien Bect <julien.bect@centralesupelec.fr>
Move stk_param_getblockselectors out of @struct/
* core/@struct/stk_param_getblockselectors.m: Moved from.
* model/prior_struct/stk_param_getblockselectors.m: Moved to.
* param/estim/stk_param_estim.m: Check that model is a prior model
structure.
* admin/octpkg/INDEX: Update the index.
Rename stk_replicate_obs_noise, add help text
* core/@struct/stk_replicate_obs_noise.m: Renamed from.
* A utils/stk_simulate_noise.m: Renamed to. Add help text.
Extract from @struct directory (see ticket #90).
* utils/stk_generate_samplepaths.m: Use the new name.
* admin/octpkg/INDEX: Update the index.
2018-11-10 Julien Bect <julien.bect@centralesupelec.fr>
Rename stk_assert_struct_is_model
* misc/error/stk_assert_struct_is_model.m: Renamed from.
* misc/error/stk_assert_model_struct.m: Renamed to.
* model/prior_struct/stk_get_input_data.m: Use new name.
* model/prior_struct/stk_get_observation_variances.m: Idem.
* model/prior_struct/stk_get_output_data.m: Idem.
* model/prior_struct/stk_get_prior_model.m: Idem.
* core/@struct/stk_replicate_obs_noise.m: Idem.
* param/estim/stk_param_init.m: Call stk_assert_model_struct
instead of re-inventing the wheel.
* core/stk_get_optimizable_model_parameters.m: Idem.
* core/stk_set_optimizable_model_parameters.m: Idem.
Polish stk_get_observation_variances
* core/stk_get_observation_variances.m: Moved to model/prior_struct.
* model/prior_struct/stk_get_observation_variances.m: Moved here
from core. Remove the syntax with two input arguments.
* model/@stk_model_base/stk_get_observation_variances.m: All
models behave as prior models if this is not overridden.
* core/@stk_model_gpposterior/stk_get_observation_variances.m:
Minor fix in help text.
* model/@stk_model_base/stk_get_input_data.m: Update design note.
* model/@stk_model_base/stk_get_output_data.m: Idem.
* model/@stk_model_base/stk_get_prior_model.m: Idem.
* core/@struct/stk_replicate_obs_noise.m: Call stk_covmat_noise
directly.
* param/estim/stk_param_init.m: Idem.
* admin/octpkg/INDEX: Update the index.
2018-11-09 Julien Bect <julien.bect@centralesupelec.fr>
Add an stk_ prefix to some getters.
* core/@struct/get_input_data.m: Deprecated.
* core/@struct/get_output_data.m: Deprecated.
* core/@struct/get_prior_model.m: Deprecated.
* model/prior_struct/stk_get_input_data.m: New function, which
replaces @struct/get_input_data.m.
* model/prior_struct/stk_get_output_data.m: New function, which
replaces @struct/get_output_data.m.
* model/prior_struct/stk_get_prior_model.m: New function, which
replaces @struct/get_prior_model.m.
* core/@stk_model_gpposterior/get_input_data.m: Deprecated.
* core/@stk_model_gpposterior/get_output_data.m: Deprecated.
* core/@stk_model_gpposterior/get_prior_model.m: Deprecated.
* core/@stk_model_gpposterior/stk_get_input_data.m: New function,
which replaces @stk_model_gpposterior/get_input_data.m.
* core/@stk_model_gpposterior/stk_get_output_data.m: New function,
which replaces @stk_model_gpposterior/get_output_data.m.
* core/@stk_model_gpposterior/stk_get_prior_model.m: New function,
which replaces @stk_model_gpposterior/get_prior_model.m.
* model/@stk_model_base/stk_get_input_data.m: New function. All
model classes derived from @stk_model_base will behave as prior
models unless this is overridden.
* model/@stk_model_base/stk_get_output_data.m: Idem.
* model/@stk_model_base/stk_get_prior_model.m: Idem.
* core/@stk_model_gpposterior/stk_generate_samplepaths.m: Use the
new form for the getters, i.e., add an stk_ prefix.
* sampling/@stk_sampcrit_akg/feval.m: Idem.
* sampling/@stk_sampcrit_akg/set.m: Idem.
* sampling/@stk_sampcrit_ei/set.m: Idem.
* sampling/@stk_sampcrit_eqi/set.m: Idem.
* utils/stk_plot_probdom2d.m: Idem.
* stk_init.m: Add new subdirectory to the path.
* admin/octpkg/INDEX: Update the index.
2018-10-29 Julien Bect <julien.bect@centralesupelec.fr>
Rename assert_struct_is_model.m, adding an stk_ prefix.
* core/@struct/private/assert_struct_is_model.m: Remove private
function, now exists with an stk_ prefix.
* misc/error/stk_assert_struct_is_model.m: Replacement for removed
private function.
* core/@struct/get_input_data.m: Use new function name.
* core/@struct/get_output_data.m: Idem.
* core/@struct/get_prior_model.m: Idem.
* core/@struct/stk_replicate_obs_noise.m: Idem.
* admin/octpkg/INDEX: Update INDEX.
Octave version requirement: fine tuning
* NEWS.md: Change 3.8.1 to 3.8, no need to be so specific here.
* README.md: Make it clear that we only test in 3.8.2.
* admin/build_tools/build_octpkg.m: Formally require 3.8.0.
Raise minimal Octave version to 3.8.1
* admin/build_tools/build_octpkg.m: Raise minimal Octave version
to 3.8.1, which the version currently available in the oldest
Ubuntu LTS still supported (namely Trusty). For the record, the
current oldstable release of Debian (namely, Jessie) has Octave
3.8.2.
* README.md: Modify accordingly.
* admin/CODING_GUIDELINES: CG#04, CG#06, CG#11 and CG#12 no longer
apply.
* arrays/@stk_dataframe/isequal.m: isequal overload is no longer
needed (cf CG#04).
* arrays/@stk_factorialdesign/isequal.m: Idem.
* core/@stk_kreq_qr/isequal.m: Idem.
* core/@stk_model_gpposterior/isequal.m: Idem.
* lm/@stk_lm_affine/isequal.m: Idem.
* lm/@stk_lm_constant/isequal.m: Idem.
* lm/@stk_lm_cubic/isequal.m: Idem.
* lm/@stk_lm_matrix/isequal.m: Idem.
* lm/@stk_lm_null/isequal.m: Idem.
* lm/@stk_lm_quadratic/isequal.m: Idem.
* misc/optim/@stk_optim_baseclass/isequal.m: Idem.
* misc/optim/@stk_optim_fmincon/isequal.m: Idem.
* misc/optim/@stk_optim_fminsearch/isequal.m: Idem.
* misc/optim/@stk_optim_octavesqp/isequal.m: Idem.
* misc/parallel/@stk_parallel_engine_none/isequal.m: Idem.
* misc/parallel/@stk_parallel_engine_parfor/isequal.m: Idem.
* examples/02_design_of_experiments/stk_example_doe02.m: Use
brackets instead of vertcat or horzcat (cf CG#11).
* examples/02_design_of_experiments/stk_example_doe03.m: Idem.
* examples/02_design_of_experiments/stk_example_doe05.m: Idem.
* utils/stk_plot_probdom2d.m: Idem.
* admin/octpkg/INDEX: Update the index.
2018-10-24 Julien Bect <julien.bect@centralesupelec.fr>
Add a base class for model classes
* model/@stk_model_base: New class, to be used as a base class for
all model objects.
* model/@stk_model_base/stk_model_base.m: Trivial class constructor.
* model/@stk_model_base/cat.m: This function is taken, untouched,
from @stk_model_gpposterior and @stk_model_gn.
* model/@stk_model_base/disp.m: Idem.
* model/@stk_model_base/display.m: Idem.
* model/@stk_model_base/get.m: Idem.
* model/@stk_model_base/set.m: Idem.
* model/@stk_model_base/subsasgn.m: Idem.
* model/@stk_model_base/subsref.m: Idem.
* model/@stk_model_base/horzcat.m: Idem.
* model/@stk_model_base/vertcat.m: Idem.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Derive from
the base class.
* model/gn/@stk_model_gn/stk_model_gn.m: Idem
* core/@stk_model_gpposterior/display.m: Removed.
* core/@stk_model_gpposterior/horzcat.m: Removed.
* core/@stk_model_gpposterior/subsasgn.m: Removed.
* core/@stk_model_gpposterior/subsref.m: Removed.
* core/@stk_model_gpposterior/vertcat.m: Removed.
* model/gn/@stk_model_gn/cat.m: Removed.
* model/gn/@stk_model_gn/display.m: Removed.
* model/gn/@stk_model_gn/get.m: Removed.
* model/gn/@stk_model_gn/horzcat.m: Removed.
* model/gn/@stk_model_gn/set.m: Removed.
* model/gn/@stk_model_gn/subsasgn.m: Removed.
* model/gn/@stk_model_gn/subsref.m: Removed.
* model/gn/@stk_model_gn/vertcat.m: Removed.
* stk_init.m: Add new directory to the path.
* admin/octpkg/INDEX: Update the index.
Introduce noise model objects as an experimental feature (ticket #38)
* model/gn/@stk_model_gn: Base class for noise model objects.
* model/gn/@stk_model_gn/stk_model_gn.m: Class constructor.
* model/gn/@stk_model_gn/stk_covmat.m: Compute covariance matrix.
* model/gn/@stk_model_gn/cat.m: Prevent concatenation.
* model/gn/@stk_model_gn/horzcat.m: Idem.
* model/gn/@stk_model_gn/vertcat.m: Idem.
* model/gn/@stk_model_gn/get.m: Empty getter.
* model/gn/@stk_model_gn/set.m: Empty setter.
* model/gn/@stk_model_gn/subsasgn.m: Redirect dot-indexing to set.
* model/gn/@stk_model_gn/subsref.m: Redirect dot-indexing to get.
* model/gn/@stk_model_gn/disp.m: Overload disp.
* model/gn/@stk_model_gn/display.m: Overload display.
* model/gn/@stk_model_gn_heteroscedastic0: Provide a first example
of noise model class derived from stk_model_gn.
* model/gn/@stk_model_gn_heteroscedastic0/stk_model_gn_heteroscedastic0.m:
Class constructor.
* model/gn/@stk_model_gn_heteroscedastic0/stk_variance_eval.m:
This is where the variance function is actually computed.
* model/gn/@stk_model_gn_heteroscedastic0/stk_get_optimizable_parameters.m:
Overload STK function.
* model/gn/@stk_model_gn_heteroscedastic0/stk_param_getdefaultbounds.m: Idem.
* model/gn/@stk_model_gn_heteroscedastic0/stk_set_optimizable_parameters.m: Idem.
* model/gn/@stk_model_gn_heteroscedastic0/disp.m: Overload disp.
* model/gn/@stk_model_gn_heteroscedastic0/fieldnames.m: Provide field names.
* model/gn/@stk_model_gn_heteroscedastic0/get.m: Getter.
* model/gn/@stk_model_gn_heteroscedastic0/set.m: setter.
* stk_init.m: Add new directory to the path.
* examples/03_miscellaneous/stk_example_misc06.m: An example.
* admin/octpkg/INDEX: Update the index.
2018-10-01 Julien Bect <julien.bect@centralesupelec.fr>
stk_model_gpposterior.m: Estimate params when lnv is NaN (ticket #93)
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Trigger
parameter estimation when lognoisevariance (or some of its
optimizable hyperparameters in the object case) is NaN.
2018-09-28 Julien Bect <julien.bect@centralesupelec.fr>
stk_set_optimizable_parameters: Remove the 'select' argument
* param/classes/stk_set_optimizable_parameters.m: Remove the
optional 'select' argument.
* core/@stk_model_gpposterior/stk_set_optimizable_parameters.m: Idem.
* core/stk_set_optimizable_model_parameters.m: Idem.
* param/estim/stk_param_estim_optim.m: Implement selection
directly here.
2018-09-20 Julien Bect <julien.bect@centralesupelec.fr>
stk_dataframe.m: Accept char arg when only one row/col (ticket #92)
* arrays/@stk_dataframe/stk_dataframe.m: Accept char vectors (or
strings) as `colnames` or `rownames` argument when there is only
one column or one row. This was, previously, only partially
supported for char vectors, and not at all for strings. Also,
clarify a little bit the processing of `rownames` / `colnames'
arguments.
2018-09-11 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m: Check if the starting points are finite
* param/estim/stk_param_estim.m: Check if the starting points
param0 and lnv0 are finite, i.e., do not contain NaNs or Infs.
Refresh the index
* admin/octpkg/INDEX: Update the index with recently introduced
internal functions.
Refresh quilt patches
* admin/octpkg/patches/matlab-graphics-axis-Axes.patch: Refresh patch.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
* admin/octpkg/patches/stk-init-rmpath-cleanup.patch: Refresh patch.
* admin/octpkg/patches/workaround-octave-bug-46350.patch: Refresh patch.
stk_param_estim.m: stk_set_optimizable_parameters accepts object values
* param/estim/stk_param_estim.m: Assume that
stk_set_optimizable_parameters accepts object values as well.
* param/estim/private/stk_param_check_lnv0.m: Delete unused
private function.
2018-09-08 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m: Fix a corner case
* param/estim/stk_param_estim.m: Fix a corner case.
2018-09-07 Julien Bect <julien.bect@centralesupelec.fr>
Reorganize parameter estimation (optimization) code
* param/estim/stk_param_estim_optim.m: New internal function, to
optimize a given estimation criterion over a given subset of the
parameters (both covariance parameters and lnv parameters).
* core/@struct/stk_param_getblockselectors.m: New internal funct.
* param/estim/stk_param_estim.m: Use the new internal functions.
2018-09-06 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Noise parameter objects are not allowed
* param/estim/stk_param_init.m (stk_param_init_): Make it clear
that, for the noise model, parameter estimation is only supported
in the usual homoscedastic case, and parameter objects are not
allowed.
stk_param_init.m: Do not call stk_param_init_ if param is an object
* param/estim/stk_param_init.m: Do not call STK's default
stk_param_init_ procedure if model.param is an object.
2018-08-22 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Clarify how we determine the value of do_estim_lnv
* param/estim/stk_param_init.m: Clarify how we determine the value
of do_estim_lnv. In the (undocumented) case of an heteroscedastic
noise represented by a vector of variances, we ne longer issue an
error is do_estim_lnv is true, we simply ignore it. At the same
time, this patch improves the way we deal with noise model
objects, since previously we had a few old-style lnv(:)
expressions in here.
2018-08-16 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_kb09.m: Update unit tests
* examples/01_kriging_basics/stk_example_kb09.m: Update unit
tests, which still referred to the old HOMOSCEDASTIC_NOISE variable.
2018-07-25 Julien Bect <julien.bect@centralesupelec.fr>
Introduce exceptions to the way missing lnv is handled
* param/estim/stk_param_init.m: Considers that lnv is nan, instead
of -Inf as everywhere else, in case of missing lnv field if lnv
estimation is explicitely requested.
* param/estim/stk_param_init_lnv.m: Considers that lnv is nan in
case of missing lnv field.
stk_param_init_lnv.m: Experimental support for noise model objects
* param/estim/stk_param_init_lnv.m: Introduce experimental support
for noise model objects.
* param/estim/stk_param_estim.m: Let stk_param_init_lnv hande the
object case.
2018-07-24 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Errors out if the first arg is not a structure
* param/estim/stk_param_init.m: Errors out if the first argument
is not a structure, since we expect a model structure here.
stk_param_estim.m: Fix recently introduced error
* param/estim/stk_param_estim.m (provide_starting_point): Fix
recently introduced error in subfunction provide_starting_point.
Went unnoticed because this section is not covered by unit
tests...
stk_param_init_lnv.m: Errors out for noiseless models
* param/estim/stk_param_init_lnv.m: Errors out if called for a
noiseless model.
2018-07-23 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_check_lnv0.m: Fix a bug.
* param/estim/private/stk_param_check_lnv0.m: Fix a bug.
stk_runtests.m: Improve the function in various ways
* misc/test/stk_runtests.m: Improve the function in various ways.
First, make it possible to run all the tests in a given set of
directories. Second, display runtime for each directory. Third,
use the internal function stk_runtests_ both in Matlab and in
Octave (instead of __run_test_suite__ in Octave).
stk_param_getdefaultbounds.m: Return [] bounds when param0 is []
* param/estim/stk_param_getdefaultbounds.m: Return empty bounds
when param0 is empty.
2018-07-22 Julien Bect <julien.bect@centralesupelec.fr>
Remove some useless try-catch blocks
* param/classes/stk_get_optimizable_parameters.m: Remove useless
try-catch block, which sometimes hides the true cause of the
error.
* param/classes/stk_set_optimizable_parameters.m: Idem.
2018-07-20 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m: Gather all code related to starting point determination
* param/estim/stk_param_estim.m: Gather all code related to
starting point determination in a single subfunction for clarity.
Also, improve support for lnv objects, I hope.
2018-07-19 Julien Bect <julien.bect@centralesupelec.fr>
stk_make_matcov.m: Remove some recent experimental code
* core/stk_make_matcov.m: Remove some recent experimental code.
2018-07-18 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m: One more tiny step toward lnv objects (bis)
* param/estim/private/stk_param_check_lnv0.m: Gather all lnv0
checks in this subfunction to reduce clutter in stk_param_estim.
At the same time, rewrite some of the checks in order to accept
objects as well.
* param/estim/stk_param_estim.m: Use the new private function.
Also, in the case where lnv0 is not provided, adapt to deal with
object case as well.
* examples/03_miscellaneous/stk_example_misc03.m: Declare noisy
models properly (estimating the variance of the noise for a
noiseless model is no longer accepted).
2018-07-17 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m: One more tiny step toward lnv objects
* param/estim/stk_param_estim.m: Do not check directly if lnv0 is
OK, since lnv0 might be a parameter object. Instead, extract the
vector of optimizable parameters, and do the checking on it.
2018-07-16 Julien Bect <julien.bect@centralesupelec.fr>
stk_make_matcov.m: Direct evaluation of covariance parameter objects
* core/stk_make_matcov.m: Unofficial support for direct evaluation
of covariance parameter objects, ignoring
model.covariance_type. This is introduced temporarily to support
some code by R. Stroh but should not be advertised as it is...
2018-07-15 Julien Bect <julien.bect@centralesupelec.fr>
Deprecate stk_noisecov
* covfcs/stk_noisecov.m: Mark as deprecated.
* core/stk_covmat_noise.m: New function, cherry-picked from branch
covmat and then modified, to serve as a replacment for
stk_noisecov. Considered as internal for the time being.
* core/stk_get_observation_variances.m: Remove redundant code and
call stk_covmat_noise instead.
* core/@stk_model_gpposterior/stk_get_observation_variances.m:
Call stk_covmat_noise directly.
* core/stk_make_matcov.m: Use stk_covmat_noise instead of
stk_noisecov.
* param/estim/stk_param_loomse.m: Idem.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* admin/octpkg/INDEX: Add the new function, mark the old one as
deprecated.
Deal with structs in base set/get optimizable parameters
* core/@struct/stk_get_optimizable_parameters.m: Renamed from.
* core/stk_get_optimizable_model_parameters.m: Renamed to.
* core/@struct/stk_set_optimizable_parameters.m: Renamed from.
* core/stk_set_optimizable_model_parameters.m: Renamed to.
* param/classes/stk_get_optimizable_parameters.m: Deal with structs.
* param/classes/stk_set_optimizable_parameters.m: Idem.
2018-07-14 Julien Bect <julien.bect@centralesupelec.fr>
stk_get_optimizable_parameters.m: Return [] for discrete cov structures
* param/classes/stk_get_optimizable_parameters.m: Return [] if
param describes a discrete covariance structure.
New function(s) to get the variance of the observations
* core/@stk_model_gpposterior/stk_get_observation_variances.m:
Return the variance of the observation for a posterior model.
* core/stk_get_observation_variances.m: Same thing for a prior
model, at a given set of locations.
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Use the
new function.
* core/@stk_model_gpposterior/stk_predict_leaveoneout_direct.m: Idem.
* core/@struct/stk_replicate_obs_noise.m: Idem.
assert_struct_is_model.m: Fix error identifier
* core/@struct/private/assert_struct_is_model.m: Fix error
identifier.
New (internal) function to simulate noise sample replicates
* core/@struct/stk_replicate_obs_noise.m: simulate noise sample
replicates.
* utils/stk_generate_samplepaths.m: Use the new function.
Encapsulate Gaussian logpdf / logpdf_grad computations
* misc/distrib/stk_distrib_logpdf.m: Compute the Gaussian logpdf,
still assuming the good ol' struct representation.
* misc/distrib/stk_distrib_logpdf_grad.m: Compute the gradient of
the Gaussian logpdf.
* param/estim/stk_param_relik.m: Simplify the code using the two
new internal functions.
2018-07-13 Julien Bect <julien.bect@centralesupelec.fr>
stk_isnoisy.m: Clarify the case of noise model objects
* core/stk_isnoisy.m: Clarify the case of noise model objects.
stk_sampling_nestedlhs.m: Minor doc fix
* sampling/stk_sampling_nestedlhs.m: Minor doc fix.
2018-07-12 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m (provide_param0_value): Fix the case of parameter objects
* param/estim/stk_param_estim.m: Fix the case where param0 is a
parameter object instead of a vector of numeric parameter values.
stk_param_estim.m: Rewrite nargin checks in a more efficient way
* param/estim/stk_param_estim.m: Rewrite nargin checks in a more
efficient way.
2018-07-11 Julien Bect <julien.bect@centralesupelec.fr>
Add an optional select argument to stk_set_optimizable_parameters
* core/@stk_model_gpposterior/stk_set_optimizable_parameters.m:
Add an optional select argument to stk_set_optimizable_parameters.
* core/@struct/stk_set_optimizable_parameters.m: Idem.
* param/classes/stk_set_optimizable_parameters.m: Idem.
Implement stk_set/get_optimizable_parameters for models
* core/@stk_model_gpposterior/stk_set_optimizable_parameters.m:
Implement stk_set_optimizable_parameters for posterior models.
* core/@struct/stk_set_optimizable_parameters.m: Implement
stk_set_optimizable_parameters for prior models, currently
described by a structure.
* core/@stk_model_gpposterior/stk_get_optimizable_parameters.m:
Implement stk_get_optimizable_parameters for posterior models.
* core/@struct/stk_get_optimizable_parameters.m: Implement
stk_get_optimizable_parameters for prior models, currently
described by a structure.
2018-07-10 Julien Bect <julien.bect@centralesupelec.fr>
Make get_defaultbounds_lnv a (renamed) standalone function for clarity.
* param/estim/stk_param_getdefaultbounds_lnv.m: Replacement
function for subfunction get_defaultbounds_lnv in stk_param_estim.
Take this opportunity to support the case of parameter objects.
* param/estim/stk_param_estim.m: Use the new function.
2018-07-07 Julien Bect <julien.bect@centralesupelec.fr>
Parameter estimation criteria: get noiseparam at the beginning
* param/estim/stk_param_loomse.m: Get noiseparam at the beginning,
but only if it is really neededed.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
Parameter estimation: improve the way we deal with noise parameters
* core/@struct/stk_get_optimizable_noise_parameters.m: New
internal function to get the vector of optimizable parameters of
the noise model.
* core/@stk_model_gpposterior/stk_get_optimizable_noise_parameters.m:
Idem for posterior models.
* param/estim/stk_param_loomse.m: Use the new function.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
2018-07-06 Julien Bect <julien.bect@centralesupelec.fr>
Parameter estimation criteria: check the size of XI and ZI
* param/estim/stk_param_loomse.m: Check the size of XI and ZI.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
Parameter estimation criteria: call the observations ZI
* param/estim/stk_param_loomse.m: Call the observations ZI, as
---more or less--- everywhere else in the toolbox.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
Parameter estimation criteria: use consistent variable names
* param/estim/stk_param_loomse.m: Rename some variables.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
Parameter estimation criteria: return [] instead of NaN when...
* param/estim/stk_param_loomse.m: Remove FIXME comment.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Return [] instead of NaN for when
the derivative with respect to lnv is requested for a noiseless
model.
2018-07-02 Julien Bect <julien.bect@centralesupelec.fr>
param/estim: Use consistent output names
* param/estim/stk_param_loomse.m: Rename outputs.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
2018-07-01 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_relik.m: Re-use the Cholesky factorization of K
* param/estim/stk_param_relik.m: Re-use the Cholesky factorization
of K instead of doing it twice (this was inadvertently introduced
recently). Also, rename the Cholesky factor from C to U, which
stands for "Upper-triangular", thus freeing the letter C which
might be a good generic notation for "Criterion"...
2018-06-23 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Fix the broken heteroscedastic case (ticket #88)
* param/estim/stk_param_init.m (stk_param_init_): Clarify, at
least a little bit, what the subfunction does in the three cases,
and fix the broken behaviour in the heteroscedatic / known
variance case.
2018-06-11 Julien Bect <julien.bect@centralesupelec.fr>
stk_dominatedhv_mex.c: Workaround for Octave 4.4 issue (ticket #89)
* misc/pareto/private/stk_dominatedhv_mex.c: Workaround for Octave
4.4 issue (see ticket #54096 on Octave's bug tracker for details).
2018-06-07 Julien Bect <julien.bect@centralesupelec.fr>
Check for duplicated rows when ill-conditioning is detected (ticket #74)
* misc/error/stk_assert_no_duplicates.m: New function.
* admin/octpkg/INDEX: Add new function to the index.
* core/@stk_kreq_qr/stk_kreq_qr.m: Check for duplicated rows when
ill-conditioning is detected.
* param/estim/stk_param_relik.m: Idem.
* core/stk_predict.m: Add unit test.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Source
formatting.
2018-06-06 Julien Bect <julien.bect@centralesupelec.fr>
stk_cholcov.m: Return the value of epsi
* core/stk_cholcov.m: Return the value of epsi, to make it
possible to detect that the original matrix A was not
numerically positive definite.
2018-06-05 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_relik.m: Just a little bit of optimization
* param/estim/stk_param_relik.m: Just a little bit of optimization.
* misc/benchmarks/stk_benchmark_uppertriangular.m: A simple test
script to show that the best way to handle upper-triangular
matrices is not the same in Octave and in Matlab.
2018-06-04 Julien Bect <julien.bect@centralesupelec.fr>
@stk_model_gpposterior/stk_model_gpposterior.m: Minor change
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Minor change.
2018-06-03 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/unique.m: Overload base function
* arrays/@stk_dataframe/unique.m: Overload base function.
Yesterday's commit was intended to avoid this overload. It work
in matlab, but not in Octave, so here it is...
* arrays/@stk_dataframe/sort.m: Remove unit test.
2018-06-02 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/sort.m: Behave more like the base sort() function
* arrays/@stk_dataframe/sort.m: Behave more like the base sort()
function. In particular, accept optional arguments, and deal with
that fact that the dimension argument is allowed to be skipped.
2018-05-22 Julien Bect <julien.bect@centralesupelec.fr>
Use UNIX-type EOL
* examples/03_miscellaneous/stk_example_misc05.m: Use UNIX-type EOL.
* param/estim/stk_param_loomse.m: Idem.
* param/estim/stk_param_loopvc.m: Idem.
2018-05-22 Julien Bect <julien.bect@centralesupelec.fr>
Don't use UTF-8 in m-files
* core/@stk_model_gpposterior/stk_isnoisy.m: Remove UTF-8 character.
* core/stk_isnoisy.m: Idem.
* misc/benchmarks/stk_benchmark_bivnorm.m: Idem.
* param/estim/stk_param_loomse.m: Idem.
* param/estim/stk_param_loopvc.m: Idem.
2018-05-22 Julien Bect <julien.bect@centralesupelec.fr>
Remove nargin checks and update CG#01
* admin/CODING_GUIDELINES: Update CG#01.
* arrays/@stk_dataframe/max.m: Remove nargin check.
* arrays/@stk_dataframe/min.m: Idem.
* arrays/@stk_dataframe/plotmatrix.m: Idem.
* arrays/@stk_dataframe/stk_boundingbox.m: Idem.
* arrays/@stk_dataframe/stk_conditioning.m: Idem.
* arrays/@stk_dataframe/stk_dataframe.m: Idem.
* arrays/@stk_dataframe/stk_normalize.m: Idem.
* arrays/@stk_factorialdesign/ndgrid.m: Idem.
* arrays/@stk_factorialdesign/stk_boundingbox.m: Idem.
* arrays/@stk_hrect/stk_boundingbox.m: Idem.
* arrays/@stk_hrect/stk_hrect.m: Idem.
* arrays/@stk_hrect/stk_normalize.m: Idem.
* arrays/@stk_hrect/stk_rescale.m: Idem.
* arrays/generic/stk_boundingbox.m: Idem.
* arrays/generic/stk_feval.m: Idem.
* arrays/generic/stk_normalize.m: Idem.
* core/@stk_model_gpposterior/stk_generate_samplepaths.m: Idem.
* core/@stk_model_gpposterior/stk_predict.m: Idem.
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Idem.
* core/stk_make_matcov.m: Idem.
* core/stk_model.m: Idem.
* core/stk_ortho_func.m: Idem.
* core/stk_predict.m: Idem.
* core/stk_predict_leaveoneout.m: Idem.
* covfcs/rbf/stk_rbf_exponential.m: Idem.
* covfcs/rbf/stk_rbf_gauss.m: Idem.
* covfcs/rbf/stk_rbf_matern.m: Idem.
* covfcs/rbf/stk_rbf_matern32.m: Idem.
* covfcs/rbf/stk_rbf_matern52.m: Idem.
* covfcs/rbf/stk_rbf_spherical.m: Idem.
* covfcs/stk_expcov_aniso.m: Idem.
* covfcs/stk_expcov_iso.m: Idem.
* covfcs/stk_gausscov_aniso.m: Idem.
* covfcs/stk_gausscov_iso.m: Idem.
* covfcs/stk_materncov32_aniso.m: Idem.
* covfcs/stk_materncov32_iso.m: Idem.
* covfcs/stk_materncov52_aniso.m: Idem.
* covfcs/stk_materncov52_iso.m: Idem.
* covfcs/stk_materncov_aniso.m: Idem.
* covfcs/stk_materncov_iso.m: Idem.
* covfcs/stk_noisecov.m: Idem.
* covfcs/stk_sphcov_aniso.m: Idem.
* covfcs/stk_sphcov_iso.m: Idem.
* iago/rep/stk_fakenorep.m: Idem.
* iago/rep/stk_param_estim_withrep.m: Idem.
* iago/rep/stk_predict_withrep.m: Idem.
* lm/@stk_lm_affine/stk_lm_affine.m: Idem.
* lm/@stk_lm_constant/stk_lm_constant.m: Idem.
* lm/@stk_lm_cubic/stk_lm_cubic.m: Idem.
* lm/@stk_lm_matrix/stk_lm_matrix.m: Idem.
* lm/@stk_lm_null/stk_lm_null.m: Idem.
* lm/@stk_lm_quadratic/stk_lm_quadratic.m: Idem.
* lm/stk_lm_polynomial.m: Idem.
* misc/design/stk_maxabscorr.m: Idem.
* misc/design/stk_phipcrit.m: Idem.
* misc/dist/stk_dist.m: Idem.
* misc/dist/stk_filldist.m: Idem.
* misc/dist/stk_filldist_discretized.m: Idem.
* misc/dist/stk_filldist_exact.m: Idem.
* misc/dist/stk_gpquadform.m: Idem.
* misc/dist/stk_mindist.m: Idem.
* misc/distrib/stk_distrib_bivnorm_cdf.m: Idem.
* misc/distrib/stk_distrib_normal_cdf.m: Idem.
* misc/distrib/stk_distrib_normal_crps.m: Idem.
* misc/distrib/stk_distrib_normal_ei.m: Idem.
* misc/distrib/stk_distrib_normal_pdf.m: Idem.
* misc/distrib/stk_distrib_student_cdf.m: Idem.
* misc/distrib/stk_distrib_student_ei.m: Idem.
* misc/distrib/stk_distrib_student_pdf.m: Idem.
* misc/optim/@stk_optim_baseclass/stk_optim_baseclass.m: Idem.
* misc/optim/@stk_optim_fmincon/stk_minimize_boxconstrained.m: Idem.
* misc/optim/@stk_optim_fminsearch/stk_minimize_boxconstrained.m: Idem.
* misc/optim/@stk_optim_fminsearch/stk_minimize_unconstrained.m: Idem.
* misc/optim/@stk_optim_octavesqp/stk_minimize_boxconstrained.m: Idem.
* misc/optim/@stk_optim_octavesqp/stk_minimize_unconstrained.m: Idem.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Idem.
* misc/optim/stk_optim_testmin_box.m: Idem.
* misc/optim/stk_optim_testmin_unc.m: Idem.
* misc/options/stk_options_get.m: Idem.
* misc/pareto/stk_dominatedhv.m: Idem.
* misc/plot/stk_legend.m: Idem.
* misc/test/stk_is_lhs.m: Idem.
* misc/test/stk_isequal_tolabs.m: Idem.
* misc/test/stk_isequal_tolrel.m: Idem.
* misc/text/stk_disp_progress.m: Idem.
* param/estim/stk_param_estim.m: Idem.
* param/estim/stk_param_init.m: Idem.
* param/estim/stk_param_init_lnv.m: Idem.
* param/estim/stk_param_loomse.m: Idem.
* param/estim/stk_param_loopvc.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* sampling/@stk_function/stk_function.m: Idem.
* sampling/@stk_sampcrit_akg/stk_sampcrit_akg.m: Idem.
* sampling/@stk_sampcrit_ei/stk_sampcrit_ei.m: Idem.
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: Idem.
* sampling/stk_sampcrit_akg_eval.m: Idem.
* sampling/stk_sampcrit_ehvi_eval.m: Idem.
* sampling/stk_sampcrit_ei_eval.m: Idem.
* sampling/stk_sampcrit_emmi_eval.m: Idem.
* sampling/stk_sampling_halton_rr2.m: Idem.
* sampling/stk_sampling_maximinlhs.m: Idem.
* sampling/stk_sampling_nesteddesign.m: Idem.
* sampling/stk_sampling_nestedlhs.m: Idem.
* sampling/stk_sampling_olhs.m: Idem.
* sampling/stk_sampling_randomlhs.m: Idem.
* sampling/stk_sampling_randunif.m: Idem.
* sampling/stk_sampling_regulargrid.m: Idem.
* sampling/stk_sampling_sobol.m: Idem.
* utils/stk_conditioning.m: Idem.
* utils/stk_generate_samplepaths.m: Idem.
* utils/stk_plot_probdom2d.m: Idem.
2018-05-17 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot1d.m: Fix legend slowness problem (ticket #82)
* utils/stk_plot1d.m: Do not create a legend systematically.
* misc/plot/stk_legend.m: New function to create a legend, using
the graphical objects for which a non-empty DisplayName has been
provided.
* misc/plot/stk_plot_shadedci.m: Provide a DisplayName for one of
the gray patches (the darker one).
* examples/01_kriging_basics/stk_example_kb01.m: Update.
* examples/01_kriging_basics/stk_example_kb01n.m: Update.
* examples/01_kriging_basics/stk_example_kb02.m: Update.
* examples/01_kriging_basics/stk_example_kb02n.m: Update.
* examples/01_kriging_basics/stk_example_kb05.m: Update.
* examples/01_kriging_basics/stk_example_kb07.m: Update.
* examples/01_kriging_basics/stk_example_kb08.m: Update.
* examples/01_kriging_basics/stk_example_kb09.m: Update.
* admin/octpkg/INDEX: Add stk_legend to the index.
2018-03-14 Remi Stroh <remi.stroh@lne.fr>
New functions to estimate the parameters based on leave-one-out (loo)
* param/estim/stk_param_loomse.m: loo mean square error
* param/estim/stk_param_loopvc.m: loo predictive variance criterion
Add an example to compare the criteria
* examples/03_miscellaneous/stk_example_misc05.m
2018-03-08 Julien Bect <julien.bect@centralesupelec.fr>
Write "covariance function" instead of "covariance kernel" in docs.
* covfcs/stk_expcov_aniso.m: Write "covariance function" instead
of "covariance kernel" in the help text.
* covfcs/stk_materncov32_aniso.m: Idem.
* covfcs/stk_materncov32_iso.m: Idem.
* covfcs/stk_materncov52_aniso.m: Idem.
* covfcs/stk_materncov52_iso.m: Idem.
* covfcs/stk_materncov_aniso.m: Idem.
* covfcs/stk_materncov_iso.m: Idem.
* covfcs/stk_sphcov_aniso.m: Idem.
2017-10-30 Julien Bect <julien.bect@centralesupelec.fr>
stk_dataframe.m: Improve help text
* arrays/@stk_dataframe/stk_dataframe.m: Explain how to extract
the underlying numerical array.
display.m: Fix EOL problem when display in verbose mode.
* arrays/@stk_dataframe/display.m: Fix EOL problem in verbose mode.
stk_options_set.m: Return option struct only if nargout > 0
* misc/options/stk_options_set.m: stk_options_set.m: Return option
struct only if nargout > 0.
2017-09-14 Rémi Stroh <remi.stroh@lne.fr>
Correct an error in the documentation
* misc/test/stk_isequal_tolrel.m: replace "max" by "abs"
in the help message
2017-09-12 Julien Bect <julien.bect@centralesupelec.fr>
CODING_GUIDELINES: Add (and apply) CG#12 guideline
* admin/CODING_GUIDELINES: Document in CG#12 why it is better to
use "hold off" instead of "cla" when calling stk_plot1d in a loop.
* examples/02_design_of_experiments/stk_example_doe03.m: Apply CG#12.
* examples/02_design_of_experiments/stk_example_doe05.m: Apply CG#12.
CODING_GUIDELINES: Add CG#11 guideline
* admin/CODING_GUIDELINES: Document in CG#11 why horzcat and
vertcat must be called explicitely.
2017-09-11 Julien Bect <julien.bect@centralesupelec.fr>
Workaround for get (0, 'Format') compatibility issue
* misc/text/stk_disp_getformat.m: New function to get 'Format' and
'FormatSpacing' properties in a Matlab/Octave comaptible way.
* misc/text/stk_disp_isloose.m: Rewrite using the new function.
* admin/octpkg/INDEX: Add new function to the INDEX.
* arrays/@stk_dataframe/disp.m: Use the new function.
* arrays/@stk_dataframe/stk_sprintf.m: Idem.
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Itou.
2017-09-10 Julien Bect <julien.bect@centralesupelec.fr>
Raise Octave version requirement to 3.6
* README.md: Indicate that STK is tested to work on "GNU Octave
3.6.2 or newer", which corresponds to the version currently
available in Debian old-old-stable, a.k.a. Wheezy.
* admin/CODING_GUIDELINES: Update coding guidelines.
* admin/build_tools/build_octpkg.m: Set octave depencency version
to 3.6.0 in the DESCRIPTION file.
* arrays/@stk_dataframe/stk_sprintf.m: Remove hacks.
* arrays/@stk_dataframe/subsasgn.m: Remove hacks.
* arrays/@stk_factorialdesign/subsasgn.m: Remove hacks.
* arrays/generic/stk_sprintf.m: Remove hacks.
* misc/error/stk_error.m: Remove hacks.
* misc/mole/quantile/quantile.m: Remove hacks.
* stk_init.m: Remove hacks.
* utils/stk_plot1d.m: Remove hacks.
* arrays/@stk_dataframe/isequal.m: Remove overloaded isequal
function, no longer needed.
* arrays/@stk_factorialdesign/isequal.m: Idem.
* core/@stk_kreq_qr/isequal.m: Idem.
* core/@stk_model_gpposterior/isequal.m: Idem.
* lm/@stk_lm_affine/isequal.m: Idem.
* lm/@stk_lm_constant/isequal.m: Idem.
* lm/@stk_lm_cubic/isequal.m: Idem.
* lm/@stk_lm_matrix/isequal.m: Idem.
* lm/@stk_lm_null/isequal.m: Idem.
* lm/@stk_lm_quadratic/isequal.m: Idem.
* misc/optim/@stk_optim_baseclass/isequal.m: Idem.
* misc/optim/@stk_optim_fmincon/isequal.m: Idem.
* misc/optim/@stk_optim_fminsearch/isequal.m: Idem.
* misc/optim/@stk_optim_octavesqp/isequal.m: Idem.
* misc/parallel/@stk_parallel_engine_none/isequal.m: Idem.
* misc/parallel/@stk_parallel_engine_parfor/isequal.m: Idem.
* admin/octpkg/INDEX: Update INDEX.
* admin/octpkg/patches/remove-buildmex.patch: Update patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Update patch.
* admin/octpkg/patches/stk-init-rmpath-cleanup.patch: Update patch.
2017-09-07 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_shadedci.m: Use area instead of fill for old Octave/Matlab
* misc/plot/stk_plot_shadedci.m: Use area instead of fill for old
versions of Octave and Matlab.
2017-09-05 Julien Bect <julien.bect@centralesupelec.fr>
stk_runtests.m: In Octave, check that __run_test_suite__ exists
* misc/test/stk_runtests.m: In Octave, check that
__run_test_suite__ exists before actually trying to call it.
2017-09-04 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_ei_eval.m: Remove deprecated calling forms
* sampling/stk_sampcrit_ei_eval.m: Remove deprecated calling forms.
Make halfpintl public, with an stk_ prefix
* sampling/private/halfpintl.m: Remove from private directory.
* sampling/stk_halfpintl.m: Renamed from halfpintl.m.
* admin/octpkg/INDEX: Expose stk_halfpintl in the INDEX.
* sampling/stk_sampcrit_akg_eval.m: Update.
* admin/octpkg/patches/comment-out-unit-tests-in-private-functions.patch: Remove.
* admin/octpkg/patches/series: Update.
Use Octave's native test function on Octave
* misc/test/stk_test.m: Use Octave's native test function on Octave.
* misc/test/stk_runtests.m: Similarly, use Octave's native
__run_test_suite__ function when running on Octave.
* admin/octpkg/patches/use-native-test-function.patch: Remove patch.
* admin/octpkg/patches/series: Remove patch.
* admin/octpkg/INDEX: Add stk_test to the INDEX.
2017-09-01 Julien Bect <julien.bect@centralesupelec.fr>
Multiply/divide an stk_dataframe object by a scalar
* arrays/@stk_dataframe/mtimes.m: Implement a special case for the
multiplication of an stk_dataframe object by a numerical scalar.
* arrays/@stk_dataframe/mldivide.m: Idem for left division.
* arrays/@stk_dataframe/mrdivide.m: Idem for right division.
Overload left/right matrix division for stk_dataframe objects
* arrays/@stk_dataframe/mldivide.m: New function.
* arrays/@stk_dataframe/mrdivide.m: New function.
* admin/octpkg/INDEX: Add new functions to the INDEX.
stk_benchmark_predict.m: The boxplot function might be unavailable
* misc/benchmarks/stk_benchmark_predict.m: Wrap call to boxplot in
try-catch block, since the boxplot function might be unavailable.
@stk_sampcrit_ei/set.m: Remove unnecessary assert
* sampling/@stk_sampcrit_ei/set.m: Remove unnecessary assert,
since only scalar output models are supported in STK at this time.
Remove support for old-style .a structures
* arrays/@stk_dataframe/private/get_column_number.c: Remove
support for old-style .a structures.
* misc/dist/stk_gpquadform.m: Idem.
* arrays/@struct/double.m: Removed.
* arrays/@struct/stk_boundingbox.m: Removed.
* arrays/@struct/stk_length.m: Removed.
* admin/octpkg/INDEX: Update.
* arrays/@stk_dataframe/subsref.m: Remove unit tests.
* core/@stk_model_gpposterior/stk_predict.m: Idem.
* core/stk_predict.m: Idem.
* arrays/generic/stk_feval.m: Idem.
* covfcs/stk_expcov_aniso.m: Idem.
* covfcs/stk_gausscov_aniso.m: Idem.
* covfcs/stk_materncov32_aniso.m: Idem.
* covfcs/stk_sphcov_aniso.m: Idem.
* NEWS.md: Advertise.
2017-08-31 Julien Bect <julien.bect@centralesupelec.fr>
stk_generate_samplepaths.m: Remove xtest for ticket #14
* utils/stk_generate_samplepaths.m: Remove xtest for ticket #14
since the problem as been solved, as expected, by the previous
commit.
Exact predictions at obs points for noiseless models (ticket #49)
* core/@stk_model_gpposterior/stk_predict.m: Ensure exact
prediction at observation points for noiseless models.
* core/stk_predict.m: Change xtest to test.
* sampling/@stk_sampcrit_eqi/feval.m: Fix EQI computation at the
points where the variance is zero.
Insert HTML version of AUTHORS.md in the documentation
* admin/build_tools/generate_htmldoc.m: Insert HTML version of
AUTHORS.md in the documentation.
INDEX: Add @stk_factorialdesign/ismember
* admin/octpkg/INDEX: INDEX: Add @stk_factorialdesign/ismember.
Convert AUTHORS to markdown.
* AUTHORS: Renamed to AUTHORS.md
* AUTHORS.md: Renamed from AUTHORS, and converted to md syntax.
* admin/find_nonstandard_characters.sh: Scan AUTHORS.md as well.
* admin/build_tools/build_octpkg.m: Update.
* README.md: Update.
* admin/RELEASE.md: Update.
NEWS.md: Write Matérn with an accent on the "e"
* NEWS.md: Write Matérn with an accent on the "e", since we are
already using UTF-8 in this file anyway (for the umlaut on the "u"
of Müller).
2017-08-30 Julien Bect <julien.bect@centralesupelec.fr>
Overload ismember for stk_factorialdesign objects (ticket #29)
* arrays/@stk_factorialdesign/ismember.m: New function
2017-08-29 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_ehvi_eval.m: Avoid OOM errors (ticket #48)
* sampling/stk_sampcrit_ehvi_eval.m: Process batches of rectangles
to avoid OOM errors.
Adapt html doc generation to changes in generate_html (fix)
* admin/build_tools/get_allpurpose_html_options.m: Fix earlier
commit (a12753859a6a) with the same name.
generate_htmldoc.m: Use HTML version of NEWS.md (ticket #61)
* admin/build_tools/generate_htmldoc.m: Insert HTML version of
NEWS.md, produced by markdown, inside NEWS.html.
NEWS.md: Fix markdown formatting
* NEWS.md: Fix markdown formatting
2017-08-28 Julien Bect <julien.bect@centralesupelec.fr>
Convert NEWS to markdown formatting (ticket #60)
* NEWS.md: Convert NEWS to markdown formatting and rename to NEWS.md.
* NEWS: Removed.
* admin/build_tools/build_octpkg.m: Rename NEWS to NEWS.md.
2017-08-26 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/ismember.m: Do not assume 'rows' (ticket #50)
* arrays/@stk_dataframe/ismember.m: Do not assume 'rows', in order
to have a behaviour that is consistent with that of the base
function on numerical matrices.
Remove isoctave function
* misc/mole/isoctave/isoctave.m: Deleted.
* stk_init.m: Use exist directly. Remove a few lines related to
the isoctave function.
* misc/mole/graphics_toolkit/graphics_toolkit.m: Use exist
directly.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Use exist
directly.
* misc/options/stk_options_set.m: Use exist directly.
* misc/parallel/stk_parallel_start.m: Use exist directly.
* misc/test/stk_test.m: Use exist directly.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
* admin/octpkg/patches/stk-init-rmpath-cleanup.patch: Refresh patch.
* admin/octpkg/patches/use-native-test-function.patch: Refresh patch.
CG#10: Disable TeX interpreter for variable names
* admin/CODING_GUIDELINES: Introduce new coding guideline, CG#10,
recommending to disable the TeX interpreter for variable names.
* arrays/@stk_dataframe/plot.m: Follow CG#10.
* arrays/@stk_dataframe/plotmatrix.m: Follow CG#10.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m: Follow CG#10.
* arrays/@stk_hrect/axis.m: Follow CG#10.
2017-08-25 Julien Bect <julien.bect@centralesupelec.fr>
Adapt html doc generation to changes in generate_html
* admin/build_tools/get_allpurpose_html_options.m: Adapt html doc
generation to changes in generate_html.
2017-07-25 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/bsxfun.m: Fix colnames/rownames selection
* arrays/@stk_dataframe/bsxfun.m: Fix colnames/rownames selection.
2017-07-24 Julien Bect <julien.bect@centralesupelec.fr>
@stk_model_gpposterior/stk_predict_leaveoneout.m: Ensure var >= 0
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Make sure
that variances will always be non-negative.
Benchmark virtual LOO-CV speedup
* misc/benchmarks/stk_benchmark_loocv.m: New benchmark script to
evaluate to speedup brought by the implementation of virtual LOO
cross validation.
Move some LOO-CV unit tests
* core/stk_predict_leaveoneout.m: Move unit tests for correctness
of virtual LOO-CV formulas to
@stk_model_gpposterior/stk_predict_leaveoneout.m.
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Here.
Keep a copy of the original "direct" implementation of LOO-CV.
* core/@stk_model_gpposterior/stk_predict_leaveoneout_direct.m:
Internal function, which is simply a copy of our original,
"direct" implementation of LOO-CV. Can be used to check
correctness of virtual LOO formulas, and for benchmarking.
* admin/octpkg/INDEX: Hide internal function from the index.
2017-07-23 Rémi Stroh <remi.stroh@lne.fr>
stk_predict_leaveoneout.m: Use virtual Leave-One-Out formula (ticket #35)
* core\@stk_model_gpposterior\stk_predict_leaveoneout.m: Replace
the naive expression of the cross-validation, by the virtual
leave-one-out formula.
* core\stk_predict_leaveoneout.m: Add a test to check virtual
LOO formula.
2017-07-12 Julien Bect <julien.bect@centralesupelec.fr>
stk_benchmark_predict.m: New function to benchmark stk_predict
* misc/benchmarks/stk_benchmark_predict.m: New function to
benchmark stk_predict.
stk_benchmark_.m: New function to help benchmark computation times
* misc/benchmarks/stk_benchmark_.m: New function to help benchmark
computation times.
2017-07-10 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_misc04.m: Work-around for Octave bug #49267.
* examples/03_miscellaneous/stk_example_misc04.m: Work-around for
Octave bug #49267.
New octpkg patch to comment out unit tests in private functions
* admin/octpkg/patches/comment-out-unit-tests-in-private-functions.patch:
New octpkg patch to comment out unit tests in private functions.
* admin/octpkg/patches/series: Add new test to the series.
2017-07-09 Julien Bect <julien.bect@centralesupelec.fr>
stk_predict_leaveoneout.m: Update help text
* core/stk_predict_leaveoneout.m: Update help text.
Set release date based on hg date in the build process
* Makefile: Pass hg date to build_* functions.
* admin/build_tools/build_allpurpose.m: Use hg date.
* admin/build_tools/build_octpkg.m: Use hg date.
* admin/build_tools/copy_citation.m: Use hg date.
* admin/build_tools/copy_readme.m: Use hg date.
2017-07-05 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_akg_eval.m: Fix unit tests
* sampling/stk_sampcrit_akg_eval.m: Fix unit tests.
stk_dominatedhv_mex.c: Avoid "uninitialized variable" warnings
* misc/pareto/private/stk_dominatedhv_mex.c: Avoid "uninitialized
variable" compiler warnings.
CG#09: Use erfcinv when norminv fails (ticket #78)
* admin/CODING_GUIDELINES: Introduce new coding guideline, CG#09,
recommending to use erfcinv directly when norminv fails.
* sampling/@stk_sampcrit_eqi/set.m: Implement CG#09.
2017-07-04 Rémi Stroh <remi.stroh@lne.fr>
@stk_sampcrit_eqi\set.m: Change "norminv" by "erfcinv" (ticket #78)
* sampling\@stk_sampcrit_eqi\set.m: Replace the use of "norminv"
function, available only with the statistical toolbox, by an
expression using "erfcinv", a special basis function.
utils\stk_plot1d.m: Correct a bug
* utils\@stk_plot1d.m: Correct a bug, in the case where xt is empty.
utils/@stk_plot1d: sort data before plotting
* utils/@stk_plot1d: sort xt as increasing order before plotting.
The output vectors zt, zp and zsim are similarly modified before
their drawings.
arrays/@stk_dataframe: Overload 3 additional unitary test functions
* arrays/@stk_dataframe/isnan.m: New overloaded test function
* arrays/@stk_dataframe/isinf.m: Idem.
* arrays/@stk_dataframe/isfinite.m: Idem.
2017-07-03 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_estim.m: Do not use model.param as a starting point
* param/estim/stk_param_estim.m: Do not use model.param as a
starting point; if param0 is not provided, call stk_param_init.
Modify documentation accordingly; it wasn't up-to-date anyway.
2017-07-02 Julien Bect <julien.bect@centralesupelec.fr>
@stk_model_gpposterior/stk_predict.m: Skip main loop when nt == 0
* core/@stk_model_gpposterior/stk_predict.m: Skip main loop when
nt == 0.
stk_predict_leaveoneout.m: nargout == 0 => create plots
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Calling
stk_predict_leaveoneout with no output arguments now automatically
create two cross-validation diagnostics in two subplots:
prediction VS observations, left panel, and normalized +
residuals, right panel.
* core/stk_predict_leaveoneout.m: Do not change nargout when
calling overloaded method.
* examples/01_kriging_basics/stk_example_kb10.m: Advertise the new
syntax at the end of the script.
@stk_dataframe/stk_dataframe.m: Accept char colnames/rownames
* arrays/@stk_dataframe/stk_dataframe.m: Tolerate char arguments
instead of cells for column and row names in the special case
where the expected number of elements is one.
2017-07-01 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_probdom2d.m: New function
* utils/stk_plot_probdom2d.m: New function to represent the
uncertainty about a 2D Pareto front. This function is currently
considered experimental and should not be expected to produce a
reliable representation of the uncertainty for difficult or
high-dimensional optimization problems.
* examples/03_miscellaneous/stk_example_misc04.m: Update the
example to use the new function.
* admin/octpkg/INDEX: Add the new function to the INDEX.
@stk_model_gpposterior/stk_generate_samplepaths.m: Overload base
* core/@stk_model_gpposterior/stk_generate_samplepaths.m: New
function, overload base STK function.
Remove all occurences of response_name
* core/stk_model.m: Do not mention response_name as an optional
field, since it isn't used anywhere in STK now.
* examples/03_miscellaneous/stk_example_misc04.m: No more
response_name.
Return a plain numerical array from stk_generate_samplepaths
* utils/stk_generate_samplepaths.m: Return a plain double
precision numerical array; no more data frames here.
* arrays/@stk_dataframe/stk_generate_samplepaths.m: Removed.
* examples/03_miscellaneous/stk_example_misc04.m: Updated.
* admin/octpkg/INDEX: Update the INDEX.
@stk_model_gpposterior/stk_model_gpposterior.m: Check xi
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Check the
number of columns of input argument xi.
Move important plotting functions to 'utils' directory
* misc/plot/stk_plot1d.m: Moved to 'utils' directory.
* misc/plot/stk_plot_histnormres.m: Idem.
* misc/plot/stk_plot_predvsobs.m: Idem.
* utils/stk_plot1d.m: Moved from 'misc/plot' directory.
* utils/stk_plot_histnormres.m: Idem.
* utils/stk_plot_predvsobs.m: Idem.
2017-06-29 Julien Bect <julien.bect@centralesupelec.fr>
Add a new test case named 'truss3'
* examples/test_functions/stk_testcase_truss3.m: New function.
* examples/test_functions/stk_testfun_truss3_bb.m: New function.
* examples/test_functions/stk_testfun_truss3_vol.m: New function.
* admin/octpkg/INDEX: Add new functions to the INDEX.
stk_plot_predvsobs.m: Lowercase labels
* misc/plot/stk_plot_predvsobs.m: Lowercase labels.
2017-06-28 Julien Bect <julien.bect@centralesupelec.fr>
Change mnemonic 'IncorrectArgument' to 'InvalidArgument'
* arrays/@stk_dataframe/cat.m: Change mnemonic 'IncorrectArgument'
to 'InvalidArgument', since both of them were used interchangeably.
* arrays/@stk_dataframe/find.m: Idem.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m: Idem.
* misc/dist/stk_gpquadform.m: Idem.
* misc/pareto/stk_dominatedhv.m: Idem.
* param/estim/stk_param_estim.m: Idem.
* param/estim/stk_param_init.m: Idem.
* sampling/stk_sampling_olhs.m: Idem.
* sampling/stk_sampling_sobol.m: Idem.
@stk_dataframe/bsxfun.m: Remove annoying warnings
* arrays/@stk_dataframe/bsxfun.m: Take the column names (or row
names) from the first argument in case of disagreement, as in R.
Remove the annoying warnings.
2017-06-27 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/set.m: Backout revision 29c5b2515988
* arrays/@stk_dataframe/set.m: *Do not* reject colnames and
rownames values with an insufficient number of elements.
@stk_dataframe/subsasgn.m: Add (currently failing) unit tests
* arrays/@stk_dataframe/subsasgn.m: Add (currently failing) unit
tests for the insertion of row/column names on data frames that
have none.
@stk_model_gpposterior/stk_model_gpposterior.m: Check 'prior_model' arg
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Check that
input argument 'prior_model' is a structure.
Logical-valued operators now return logical values on df as well
* arrays/@stk_dataframe/and.m: Return logical result.
* arrays/@stk_dataframe/eq.m: Idem.
* arrays/@stk_dataframe/ge.m: Idem.
* arrays/@stk_dataframe/gt.m: Idem.
* arrays/@stk_dataframe/le.m: Idem.
* arrays/@stk_dataframe/lt.m: Idem.
* arrays/@stk_dataframe/ne.m: Idem.
* arrays/@stk_dataframe/or.m: Idem.
* arrays/@stk_dataframe/xor.m: Idem.
* arrays/@stk_dataframe/not.m: New function.
* admin/octpkg/INDEX: Add new function to the INDEX.
2017-06-26 Rémi Stroh <remi.stroh@lne.fr>
stk_distrib_normal_crps.m: Make unit test deterministic (ticket #77)
* misc\distrib\stk_distrib_normal_crps.m: Replace the random
selection of data with fixed data.
stk_distrib_normal_crps.m: Change the final test (ticket #77)
* misc\distrib\stk_distrib_normal_crps.m: Modify the last test
to support compatibility with older versions of Matlab and
Octave.
2017-06-26 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/set.m: Check colnames and rownames values more strictly
* arrays/@stk_dataframe/set.m: Reject colnames and rownames values
with an insufficient number of elements.
@stk_dataframe/subsref.m: Fix empty indexing
* arrays/@stk_dataframe/subsref.m: Fix empty indexing.
@stk_dataframe/stk_dataframe.m: Fix typo
* arrays/@stk_dataframe/stk_dataframe.m: Fix typo.
2017-06-25 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/fieldnames.m: Add row names to the list
* arrays/@stk_dataframe/fieldnames.m: Add row names. Also, do not
include empty row or column names in the list.
2017-06-24 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampling_sobol.m: Fix help text
* sampling/stk_sampling_sobol.m: Fix help text.
build_octpkg.m: Add 'License:' in DESCRIPTION
* admin/build_tools/build_octpkg.m: Add 'License:' in DESCRIPTION.
* admin/build_tools/generate_htmldoc.m: Remove 'Read License" subst.
@stk_dataframe/stk_sprintf.m: Improve formatting for empty data frames
* arrays/@stk_dataframe/stk_sprintf.m: Improve formatting for
empty data frames. In particular, display column names or row
names if appropriate.
* arrays/@stk_dataframe/disp.m: Source formatting.
* arrays/generic/stk_sprintf.m: Fix help text. Source formatting.
2017-06-23 Julien Bect <julien.bect@centralesupelec.fr>
stk_dataframe.m: Guess the size when the first input is empty
* arrays/@stk_dataframe/stk_dataframe.m: Deduce the number of
columns and rows from the length of colnames and rownames,
respectively, when the first input argument is empty. Note that
this patch changes the object generated by the default constructor.
2017-06-20 Julien Bect <julien.bect@centralesupelec.fr>
stk_dominatedhv.m: Accept @stk_dataframe inputs
* misc/pareto/stk_dominatedhv.m: Tolerate any kind of input
argument that can be converted to a double precision matrix, in
particular @stk_dataframe objects.
2017-06-16 Julien Bect <julien.bect@centralesupelec.fr>
Don't use ~ to ignore output arguments (see CG#07)
* admin/CODING_GUIDELINES: Improve CG#07
* sampling/stk_sampcrit_akg_eval.m: Apply CG#07
* sampling/stk_sampling_nesteddesign.m: Apply CG#07
* sampling/stk_sampling_nestedlhs.m: Apply CG#07
@stk_sampcrit_eqi/disp.m: Fix display bug
* sampling/@stk_sampcrit_eqi/disp.m: Fix display bug for the case
where point_batch_size is a function handle.
stk_sampcrit_eqi.m: Increase unit test tolerance (ticket #76)
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: Increase the
numerical tolerance in two unit tests.
stk_sampcrit_eqi.m: Fix one unit test (ticket #76)
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: Fix one unit
test; in Octave, str2func fails on phony function names.
2017-06-15 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_akg_eval.m: Improve numerical robustness
* sampling/stk_sampcrit_akg_eval.m: Mitigate the effect of small
inaccurate covariance values on the computation of the slopes.
halfpintl.m: Fix a bug affecting slope equality cases
* sampling/private/halfpintl.m: Fix a bug affecting slope equality
cases.
stk_plot_shadedci.m: Use area when fill fails (ticket #75)
* misc/plot/stk_plot_shadedci.m: fill does not accept a axis
handle argument in Matlab prior to R2016a. Use area as we were
doing before when fill fails.
2017-06-12 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_shadedci.m: Use fill instead of area
* misc/plot/stk_plot_shadedci.m: Recent changes in Matlab R2017a
have altered the behaviour of area. Using fill is cleaner.
stk_plot_shadedci.m: Use three shaded areas
* misc/plot/stk_plot_shadedci.m: Use three shaded areas to
visualize three levels of pointwise confidence intervals at once.
2017-06-07 Julien Bect <julien.bect@centralesupelec.fr>
Optimize for speed
* core/@stk_kreq_qr/get.m: Use a simple switch.
* core/@stk_model_gpposterior/stk_predict.m: Call get directly.
* sampling/@stk_sampcrit_akg/feval.m: Call get directly.
2017-06-06 Julien Bect <julien.bect@centralesupelec.fr>
@stk_model_gpposterior/stk_predict.m: Improve error messages
* core/@stk_model_gpposterior/stk_predict.m: Improve the error
messages corresponding to the case where xt has an incorrect size.
2017-06-05 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/plotmatrix.m: Overload base function
* arrays/@stk_dataframe/plotmatrix.m: New function, overload base
function to enrich plotmatrix graphics with variable names when
possible.
* admin/octpkg/INDEX: Add the new function to the index.
Optimize for speed
* arrays/@stk_dataframe/set_data.m: New function, fast setter.
* admin/octpkg/INDEX: Add the new function to the index.
* arrays/@stk_dataframe/set.m: Use set_data.
* arrays/@stk_factorialdesign/set.m: Use set_data.
* arrays/@stk_hrect/stk_rescale.m: Optimize for speed.
* arrays/@stk_hrect/subsasgn.m: Optimize for speed.
* sampling/stk_sampling_randunif.m: Optimize for speed.
* sampling/stk_sampling_regulargrid.m: Optimize for speed.
2017-06-03 Julien Bect <julien.bect@centralesupelec.fr>
Optimize a few functions for speed
* arrays/@stk_dataframe/stk_dataframe.m: Optimize
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Optimize
* arrays/@stk_hrect/stk_rescale.m: Optimize
* sampling/stk_sampling_randunif.m: Optimize
* sampling/stk_sampling_regulargrid.m: Optimize
* admin/octpkg/patches/matlab-graphics-axis-Axes.patch: Update
Upcast objects from derived classes to stk_dataframe
* arrays/@stk_factorialdesign/stk_dataframe.m: New function.
* arrays/@stk_hrect/stk_dataframe.m: New function.
* admin/octpkg/INDEX: Add new functions to the index.
2017-05-29 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/find.m: Overload base function
* arrays/@stk_dataframe/find.m: Overload base function to support
calling find with an stk_dataframe as first input argument.
* admin/octpkg/INDEX: Add new function to the index.
stk_dataframe.m: Improve error messages
* arrays/@stk_dataframe/stk_dataframe.m: Improve error message
when either colnames or rownames has an incorrect number of
elements.
stk_sampcrit_akg_eval.m: Set zr_min to +Inf when zr_mean is empty
* sampling/stk_sampcrit_akg_eval.m: Set zr_min to +Inf when
zr_mean is empty.
stk_hrect.m: Preserve colmumns names for stk_dataframe inputs
* arrays/@stk_hrect/stk_hrect.m: Preserve colmumns names when the
input is an stk_dataframe object.
2017-05-28 Julien Bect <julien.bect@centralesupelec.fr>
stk_factorialdesign.m: Accept stk_dataframe levels
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Accept
one-variable stk_dataframe factors and preserve column names in
this case.
* arrays/@stk_factorialdesign/stk_boundingbox.m: Do not assume
that the cell array of levels is row-shaped.
* admin/octpkg/patches/matlab-graphics-axis-Axes.patch: Update
patch.
stk_predict: Remove old inaccessible display_waitbar stuff
* core/@stk_model_gpposterior/stk_predict.m: Remove old and
inaccessible display_waitbar stuff.
2017-05-27 Julien Bect <julien.bect@centralesupelec.fr>
Implement the AKG criterion
* sampling/stk_sampcrit_akg_eval.m: New function, this is were the
actual computation of the AKG criterion happens.
* sampling/private/halfpintl.m: New private function that computes
the intersection of lower half-planes (equivalently, the lower
envelope of a set of lines) needed in the AKG.
* sampling/@stk_sampcrit_akg/stk_sampcrit_akg.m: New function.
* sampling/@stk_sampcrit_akg/feval.m: New function, does some
non-trivial preliminary work before calling stk_sampcrit_akg_eval.
* sampling/@stk_sampcrit_akg/disp.m: New function, copied from
other sampcrit classes with minor adaptations.
* sampling/@stk_sampcrit_akg/get.m: New function, this is the same
trivial getter as in other sampcrit classes.
* sampling/@stk_sampcrit_akg/set.m: New function, contains some
pre-computations that depend on the reference grid only.
* examples/02_design_of_experiments/stk_example_doe05.m: Use AKG
as a default, and propose EQI as an option.
* admin/octpkg/INDEX: Update index with new functions.
@stk_model_gpposterior/stk_make_kreq: new (internal) method
* core/@stk_model_gpposterior/stk_make_kreq.m: New method.
* core/@stk_model_gpposterior/stk_predict.m: Use the new method.
* admin/octpkg/INDEX: Update index with new function.
@stk_sampcrit_eqi: point_batch_size can also be a function
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: Add unit tests.
* sampling/@stk_sampcrit_eqi/set.m: Accept functions and char for
the value of point_batch_size.
* sampling/@stk_sampcrit_eqi/feval.m: Compute point_batch_size.
Fix a spelling error (instanciated -> instantiated)
* sampling/@stk_sampcrit_ei/stk_sampcrit_ei.m: Fix spelling error.
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: Idem.
2017-05-25 Julien Bect <julien.bect@centralesupelec.fr>
Massive overhaul of sampling criterion classes
* sampling/@stk_sampcrit_modelbased: Class removed
* sampling/@stk_sampcrit_modelbased/feval.m: Removed
* sampling/@stk_sampcrit_modelbased/get_input_data.m: Removed
* sampling/@stk_sampcrit_modelbased/get_model.m: Removed
* sampling/@stk_sampcrit_modelbased/get_output_data.m: Removed
* sampling/@stk_sampcrit_modelbased/set_model.m: Removed
* sampling/@stk_sampcrit_modelbased/stk_model_update.m: Removed
* sampling/@stk_sampcrit_modelbased/stk_sampcrit_modelbased.m: Removed
* sampling/@stk_sampcrit_singleobjoptim: Class removed
* sampling/@stk_sampcrit_singleobjoptim/get_bminimize.m: Removed
* sampling/@stk_sampcrit_singleobjoptim/get_goal.m: Removed
* sampling/@stk_sampcrit_singleobjoptim/set_goal.m: Removed
* sampling/@stk_sampcrit_singleobjoptim/stk_sampcrit_singleobjoptim.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim: Class removed
* sampling/@stk_sampcrit_thresholdbasedoptim/disp.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/get.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_mode.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_quantile_order.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_value.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/set.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/set_goal.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/set_model.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_mode.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_quantile_order.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_value.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_model_update.m: Removed
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m: Removed
* sampling/@stk_sampcrit_base: Class renamed to @stk_function
* sampling/@stk_sampcrit_base/stk_sampcrit_base.m: Moved to @stk_function, renamed, modified
* sampling/@stk_sampcrit_base/disp.m: : Moved to @stk_function and modified
* sampling/@stk_sampcrit_base/display.m: Idem.
* sampling/@stk_sampcrit_base/horzcat.m: Idem.
* sampling/@stk_sampcrit_base/subsasgn.m: Idem.
* sampling/@stk_sampcrit_base/subsref.m: Idem.
* sampling/@stk_sampcrit_base/vertcat.m: Idem.
* sampling/@stk_function: Replaces @stk_sampcrit_base
* sampling/@stk_function/stk_function.m: Moved from @stk_sampcrit_base, renamed, modified
* sampling/@stk_function/disp.m: Moved from @stk_sampcrit_base and modified
* sampling/@stk_function/display.m: Idem.
* sampling/@stk_function/horzcat.m: Idem.
* sampling/@stk_function/subsasgn.m: Idem.
* sampling/@stk_function/subsref.m: Idem.
* sampling/@stk_function/vertcat.m: Idem.
* sampling/@stk_function/feval.m: New method (error only)
* sampling/@stk_function/get.m: New method (error only)
* core/@struct/get_input_data.m: New method to support prior models defined as structures
* core/@struct/get_output_data.m: Idem.
* core/@struct/get_prior_model.m: Idem.
* core/@struct/private/assert_struct_is_model.m: Private function used by the last three
* sampling/@stk_sampcrit_ei: Complete class rewrite
* sampling/@stk_sampcrit_ei/stk_sampcrit_ei.m: Entirely rewritten
* sampling/@stk_sampcrit_ei/msfeval.m: Moved to feval.m
* sampling/@stk_sampcrit_ei/feval.m: Moved from msfeval.m and modified
* sampling/@stk_sampcrit_ei/disp.m: Moved from thresholdbasedoptim and modified
* sampling/@stk_sampcrit_ei/get.m: New method (trivial getter)
* sampling/@stk_sampcrit_ei/set.m: New method (non-trivial setter)
* sampling/@stk_sampcrit_eqi: Complete class rewrite
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: Entirely rewritten
* sampling/@stk_sampcrit_eqi/msfeval.m: Moved to feval.m
* sampling/@stk_sampcrit_eqi/feval.m: Moved from msfeval.m and modified
* sampling/@stk_sampcrit_eqi/disp.m: Moved from thresholdbasedoptim and modified
* sampling/@stk_sampcrit_eqi/get.m: New method (trivial getter)
* sampling/@stk_sampcrit_eqi/set.m: New method (non-trivial setter)
* examples/02_design_of_experiments/stk_example_doe05.m: Rewrite almost entirely
* admin/octpkg/INDEX: Update index
2017-05-16 Julien Bect <julien.bect@centralesupelec.fr>
Fix object display problem (ticket #73)
* misc/text/stk_disp_isloose.m: New function, to query the
compact/loose display status in a Matlab/Octave compatible-way.
* core/@stk_model_gpposterior/disp.m: Use the new function.
* core/@stk_model_gpposterior/display.m: Idem.
* sampling/@stk_sampcrit_base/disp.m: Idem.
* sampling/@stk_sampcrit_base/display.m: Idem.
* sampling/@stk_sampcrit_thresholdbasedoptim/disp.m: Idem.
* admin/octpkg/INDEX: Add the new function to the index.
2017-05-13 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_ehvi_eval.m: Add help text
* sampling/stk_sampcrit_ehvi_eval.m: Add help text.
* sampling/stk_sampcrit_ei_eval.m: Minor change in help text.
* sampling/stk_sampcrit_emmi_eval.m: Minor change in help text.
2017-05-12 Julien Bect <julien.bect@centralesupelec.fr>
stk_distrib_normal_ei.m: Recommend to use stk_sampcrit_ei_eval
* misc/distrib/stk_distrib_normal_ei.m: Recommend to use
stk_sampcrit_ei_eval instead.
2017-05-12 Rémi Stroh <remi.stroh@lne.fr>
Format help texts.
* sampling/stk_sampling_nesteddesign.m: Formatting help text to
follow the STK style.
* sampling/stk_sampling_nestedlhs.m: Idem.
2017-05-11 Julien Bect <julien.bect@centralesupelec.fr>
Remove dominated solutions in MOO sampling criteria
* sampling/stk_sampcrit_ehvi_eval.m: Simply add a comment.
Dominated solutions were already removed by stk_dominatedhv.
* sampling/stk_sampcrit_emmi_eval.m: Remove dominated solutions
and duplicates, as in stk_dominatedhv.
stk_sampcrit_emmi_eval.m: Improve help text
* sampling/stk_sampcrit_emmi_eval.m: Improve help text.
stk_sampcrit_emmi_eval.m: Use capital variable names in help text
* sampling/stk_sampcrit_emmi_eval.m: Use capital variable names in
help text, as everywhere else in the toolbox.
stk_sampcrit_ei_eval.m: Warn about deprecated use
* sampling/stk_sampcrit_ei_eval.m: Add warnings about deprecated
syntaxes, that were introduced inadvertently in STK 2.4.0 and will
be removed in future releases. These warnings should remain as
long as we are in the 2.4.x series.
2017-05-09 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_ei_eval.m: Add help text
* sampling/stk_sampcrit_ei_eval.m: Add help text.
stk_param_estim.m: Improve error message (ticket #72)
* paramestim/stk_param_estim.m: Issue a better error message when
LNV0 is either NaN of infinite.
2017-05-08 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_ei_eval.m: Remove the 'goal' argument
* sampling/stk_sampcrit_ei_eval.m: Remove the 'goal' argument and
provide an implementation for *minimization* problems, which is
the usual convention for optimization problems and which is
consistent with the convention chosen for the EMMI and EHVI
criteria.
* examples/02_design_of_experiments/stk_example_doe03.m: Use the
new syntax without the 'goal' argument, using minus signs instead.
2017-05-06 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampcrit_ei_eval.m: New syntax
* sampling/stk_sampcrit_ei_eval.m: Adopt a syntax that is
consistent with the syntax of the EHVI and EMMI *_eval functions.
This function was accidentally released in STK 2.4.0 with two
other syntaxes, now marked as deprecated, that were never publicly
documented.
* examples/02_design_of_experiments/stk_example_doe03.m: Use the
new syntax. Also, fix the example which was showing a
minimization strategy while a comment in the source code indicated
maximization.
2017-05-05 Julien Bect <julien.bect@centralesupelec.fr>
stk_distrib_normal_crps.m: Remove example from help text
* misc/distrib/stk_distrib_normal_crps.m: Remove example from help
text. The functions in misc/distrib are meant to be independent of
the rest of the toolbox, we should avoid using functions from
other parts of STK inside them.
2017-05-03 Rémi Stroh <remi.stroh@lne.fr>
stk_distrib_normal_crps.m: New function to compute the Gaussian CRPS
* misc/distrib/stk_distrib_normal_crps.m: New function to compute
the Continuous Ranked Probability Score in the case of a Gaussian
predictive density.
2017-04-27 Rémi Stroh <remi.stroh@lne.fr>
New functions to create nested designs.
* sampling/stk_sampling_nesteddesign.m: New function to create nested
designs.
* sampling/stk_sampling_nestedlhs.m: New function to create nested LHS.
2017-04-27 Julien Bect <julien.bect@centralesupelec.fr>
vertcat.m: Preserve column names when some are missing (ticket #66)
* arrays/@stk_dataframe/vertcat.m: Preserve column names even if
some of them are missing.
vertcat.m: Do the concatenation earlier
* arrays/@stk_dataframe/vertcat.m: Do the concatenation earlier to
let the base vertcat function generate an error message if needed.
2017-04-26 Julien Bect <julien.bect@centralesupelec.fr>
stk_model_fixlm.m: Better error message (ticket #69)
* core/stk_model_fixlm.m: Display a better error message when both
model.lm and model.order are present, but their values are not
compatible.
2017-04-19 Julien Bect <julien.bect@centralesupelec.fr>
stk_generate_samplepaths.m: Do not set lognoisevariance to -inf
* utils/stk_generate_samplepaths.m: No need to set lognoisevariance
to -inf in the noiseless case.
Bring examples up to date with changes in stk_model_gpposterior
* examples/02_design_of_experiments/stk_example_doe03.m: Do not
modify directly the 'lognoisevariance' field of the prior.
* examples/02_design_of_experiments/stk_example_doe05.m: Do not
modify directly the 'param' field of the prior.
stk_sampcrit_thresholdbasedoptim.m: Fix input argument processing
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m:
Fix input argument processing.
Reorganize parameter-related functions
* param/classes: New directory, that will contain parameter
classes in the future. There are no parameter classes currently,
but this is the place where they will be.
* paramestim/private/stk_get_optimizable_parameters.m: Moved to param/classes.
* paramestim/private/stk_set_optimizable_parameters.m: Idem.
* param/classes/stk_get_optimizable_parameters.m: Moved from paramestim/private.
* param/classes/stk_set_optimizable_parameters.m: Idem.
* paramestim/stk_param_estim.m: Moved to param/estim.
* paramestim/stk_param_getdefaultbounds.m: Idem.
* paramestim/stk_param_gls.m: Idem.
* paramestim/stk_param_init.m: Idem.
* paramestim/stk_param_init_lnv.m: Idem.
* paramestim/stk_param_relik.m: Idem.
* param/estim/stk_param_estim.m: Moved from paramestim/.
* param/estim/stk_param_getdefaultbounds.m: Idem.
* param/estim/stk_param_gls.m: Idem.
* param/estim/stk_param_init.m: Idem.
* param/estim/stk_param_init_lnv.m: Idem.
* param/estim/stk_param_relik.m: Idem.
* stk_init.m: Update the path
2017-04-18 Julien Bect <julien.bect@centralesupelec.fr>
Rewrite two private functions with try-catch blocks instead of tests
* paramestim/private/stk_get_optimizable_parameters.m: Use a
try-catch block instead of testing what the input is.
* paramestim/private/stk_set_optimizable_parameters.m: Idem.
Fix syntax errors
* paramestim/private/stk_get_optimizable_parameters.m: Fix syntax error.
* paramestim/private/stk_set_optimizable_parameters.m: Fix syntax error.
2017-04-16 Julien Bect <julien.bect@centralesupelec.fr>
stk_pmisclass.m: Add help text
* utils/stk_pmisclass.m: Add help text.
stk_pmisclass.m: Handle K22 scalar negative or null
* utils/stk_pmisclass.m: Handle specifically, when K22 is scalar,
the case where K22 is negative or null.
2017-03-09 Julien Bect <julien.bect@centralesupelec.fr>
wfg.c: Remove unused variables
* misc/pareto/private/wfg.c: Remove unused variables.
stk_example_doe04.m: Add help text
* examples/02_design_of_experiments/stk_example_doe04.m: Add help
text.
stk_param_getdefaultbounds.m: Add help text
* paramestim/stk_param_getdefaultbounds.m: Add help text.
2017-03-08 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/ismember.m: Fix a bug
* arrays/@stk_dataframe/ismember.m: Handle the case where A is an
stk_dataframe object and B is an stk_hrect object (or any
specialized stk_dataframe object that implements ismember).
stk_plot_histnormres.m: Ignore infinite normalized residuals
* misc/plot/stk_plot_histnormres.m: Ignore infinite normalized
residuals, with a warning.
2017-02-21 Julien Bect <julien.bect@centralesupelec.fr>
stk_phipcrit.m: Fix a typo in the help text
* misc/design/stk_phipcrit.m: Fix a typo in the help text.
2017-02-10 Julien Bect <julien.bect@centralesupelec.fr>
Use fminsearch for box-constrained problems as last recourse
* misc/optim/@stk_optim_fminsearch/stk_minimize_boxconstrained.m:
New function, which allows to use fminsearch for box-constrained
problems, a as last recourse for Matlab users that have neither
the Optimization toolbox nor MOSEK.
* admin/octpkg/INDEX: Add new function to the INDEX.
sqp_quadprog.m: Restore warning state if quadprog fails
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog.m: Restore
warning state if quadprog fails.
Provide better tools to check for optimizer availability (ticket #64)
* misc/optim/@stk_optim_baseclass: New abstract base class for all
optimizer object classes.
* misc/optim/@stk_optim_baseclass/stk_optim_baseclass.m: New
function, constructor of the new base class.
* misc/optim/@stk_optim_baseclass/isequal.m: Overload isequal
Octave 3.2.x compatibility, see CODING_GUIDELINES.
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Derive from
the new class.
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m: Idem.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Itou.
* misc/optim/stk_optim_isavailable.m: New function, which tests if
a given optimization algorithm is available.
* misc/optim/@stk_optim_baseclass/stk_optim_isavailable.m:
Overload the generic function stk_optim_isavailable for the
abstract base class.
* misc/optim/stk_minimize_boxconstrained.m: Fix unit tests.
* misc/optim/stk_minimize_unconstrained.m: Fix unit tests.
* admin/octpkg/INDEX: Add new functions to the INDEX.
2017-02-07 Julien Bect <julien.bect@centralesupelec.fr>
Oldest supported version of Octave is now 3.2.4
* admin/build_tools/build_octpkg.m: Modify supported version from
3.2.2 to 3.2.4 in DESCRIPTION, in accordance with README.md.
* NEWS: No need to advertise such a tiny change of version number.
stk_init.m: Use __octave_config_info__ instead of octave_config_info
* stk_init.m: Use __octave_config_info__ instead of
octave_config_info, which is now deprecated.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
* admin/octpkg/patches/stk-init-rmpath-cleanup.patch: New patch.
* admin/octpkg/patches/series: Insert new patch in the series.
Prevent errors in Matlab <=R2014a using try-end blocks (bis)
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Add try-end block.
* admin/octpkg/patches/matlab-graphics-axis-Axes.patch: New patch
to remove Matlab related blocks from Octave package release.
* admin/octpkg/patches/series: Insert new patch in the series.
2017-02-06 Julien Bect <julien.bect@centralesupelec.fr>
stk_dataframe.m: Prevent error in Matlab <=R2014a using a try-end block
* arrays/@stk_dataframe/stk_dataframe.m: Prevent superiorto() from
generating an error in Matlab <=R2014a using a try-end block.
2017-01-28 Julien Bect <julien.bect@centralesupelec.fr>
stk_dominatedhv_mex.c: Remove unused variable
* misc/pareto/private/stk_dominatedhv_mex.c: Remove unused variable.
2017-01-27 Julien Bect <julien.bect@centralesupelec.fr>
stk_init: Fix install_mole_function (again)
* stk_init: Fix install_mole_function (again).
stk_init.m: Set use_silent to zero in Octave
* stk_init.m: Set use_silent to zero in Octave.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
2017-01-25 Julien Bect <julien.bect@centralesupelec.fr>
stk_init: Fix install_mole_function
* stk_init: Fix install_mole_function.
stk_init: Use mex without -silent when it is not supported
* stk_init: Use mex without -silent when it is not supported.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
Fix minor issues in C source code
* misc/distrib/private/stk_distrib_bivnorm0_cdf.c: Insert braces
to avoid "Missing braces around initializer" warning.
* misc/pareto/private/wfg.c: Remove unused variables.
2017-01-24 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/subsasgn.m: Octave 3.2.x repmat hack
* arrays/@stk_dataframe/subsasgn.m: Hack for a problem related to
repmat in Octave 3.2.x.
Do not use ismatrix.
* arrays/generic/stk_boundingbox.m: Do not use ismatrix.
* misc/pareto/stk_dominatedhv.m: Do not use ismatrix.
* admin/CODING_GUIDELINES: Explain why.
* misc/error/stk_assert_box.m: Refer to CODING_GUIDELINES.
stk_example_doe04.m: Do not use ~ to ignore unwanted outputs
* examples/02_design_of_experiments/stk_example_doe04.m: Do not
use ~ to ignore unwanted output arguments.
* admin/CODING_GUIDELINES: Explain why.
stk_plot1d.m: Ignore legend errors
* misc/plot/stk_plot1d.m: Ignore legend errors.
2017-01-23 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe: Deprecate info field
* arrays/@stk_dataframe/stk_sprintf.m: Hide info field.
* arrays/@stk_factorialdesign/stk_sprintf.m: Hide info field.
* arrays/@stk_dataframe/stk_sprintf_info.m: Removed (was "internal").
* arrays/generic/stk_sprintf_info.m: Removed (was "internal").
* admin/octpkg/INDEX: Remove both functions from the index.
* core/@stk_model_gpposterior/stk_predict.m: Do not set info.
* sampling/stk_sampling_halton_rr2.m: Do not set info.
* sampling/stk_sampling_maximinlhs.m: Do not set info.
* sampling/stk_sampling_olhs.m: Do not set info.
* sampling/stk_sampling_randomlhs.m: Do not set info.
* sampling/stk_sampling_randunif.m: Do not set info.
* sampling/stk_sampling_regulargrid.m: Do not set info.
* sampling/stk_sampling_sobol.m: Do not set info.
* arrays/@stk_dataframe/isequal.m: Ignore info.
@stk_dataframe/subsref.m: Minor modif to make it work in Octave 3.2.4
* arrays/@stk_dataframe/subsref.m: Minor modification to make it
work in Octave 3.2.4 despite a but that allows subsref to modify
its input argument.
stk_feval.m: Use commas in cell arrays of function handles
* arrays/generic/stk_feval.m: Separate elements with commas when
creating cell arrays of function handles.
* admin/CODING_GUIDELINES: Explain why.
2017-01-22 Julien Bect <julien.bect@centralesupelec.fr>
README.md: Raise minimal Octave version to 3.2.4
* README.md: Raise minimal Octave version to 3.2.4.
README.md: Rewrite C compiler requirement
* README.md: Rewrite C compiler requirement
stk_parallel_engine_parfor.m: Adapt to the 'new' PCT syntax
* misc/parallel/@stk_parallel_engine_parfor/stk_parallel_engine_parfor.m:
Adapt to the 'new' PCT syntax, since matlabpool has been removed.
Implement isequal to maintain compatiblity with Octave 3.2.x.
* arrays/@stk_dataframe/isequal.m: Handle any number of input
arguments.
* core/@stk_kreq_qr/isequal.m: Idem.
* arrays/@stk_factorialdesign/isequal.m: Implement isequal to
maintain compatibility with Octave 3.2.x.
* core/@stk_model_gpposterior/isequal.m: Idem.
* lm/@stk_lm_affine/isequal.m: Idem.
* lm/@stk_lm_constant/isequal.m: Idem.
* lm/@stk_lm_cubic/isequal.m: Idem.
* lm/@stk_lm_matrix/isequal.m: Idem.
* lm/@stk_lm_null/isequal.m: Idem.
* lm/@stk_lm_quadratic/isequal.m: Idem.
* misc/optim/@stk_optim_fmincon/isequal.m: Idem.
* misc/optim/@stk_optim_fminsearch/isequal.m: Idem.
* misc/optim/@stk_optim_octavesqp/isequal.m: Idem.
* misc/parallel/@stk_parallel_engine_none/isequal.m: Idem.
* misc/parallel/@stk_parallel_engine_parfor/isequal.m: Idem.
* arrays/@stk_dataframe/stk_dataframe.m: Fix unit test.
* admin/octpkg/INDEX: Add new functions to the INDEX.
2017-01-21 Julien Bect <julien.bect@centralesupelec.fr>
stk_test_class.m: Standard unit tests for all STK classes
* misc/test/stk_test_class.m: New function, which performs a
series of standard unit tests that all STK classes should pass.
* admin/octpkg/INDEX: Add the new function to the INDEX.
* arrays/@stk_dataframe/stk_dataframe.m: Add unit test.
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Add unit test.
* arrays/@stk_hrect/stk_hrect.m: Add unit test.
* core/@stk_kreq_qr/stk_kreq_qr.m: Add unit test.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Add unit test.
* lm/@stk_lm_affine/stk_lm_affine.m: Add unit test.
* lm/@stk_lm_constant/stk_lm_constant.m: Add unit test.
* lm/@stk_lm_cubic/stk_lm_cubic.m: Add unit test.
* lm/@stk_lm_matrix/stk_lm_matrix.m: Add unit test.
* lm/@stk_lm_null/stk_lm_null.m: Add unit test.
* lm/@stk_lm_quadratic/stk_lm_quadratic.m: Add unit test.
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Add unit test.
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m: Add unit test.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Add unit test.
* misc/parallel/@stk_parallel_engine_none/stk_parallel_engine_none.m: Add unit test.
* misc/parallel/@stk_parallel_engine_parfor/stk_parallel_engine_parfor.m: Add unit test.
2017-01-19 Julien Bect <julien.bect@centralesupelec.fr>
stk_error.m: Catch unsupported use of -completenames
* misc/error/stk_error.m: Catch unsupported use of option
-completenames for dbstack in Octave 3.2.4.
2017-01-18 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/subsasgn.m:: Do not use isequalwithnans
* arrays/@stk_dataframe/subsasgn.m: Do not use isequalwithnans,
which is has been removed from Octave 4.2.0.
Add nargin checks for stk_lm_* functions
* lm/@stk_lm_affine/stk_lm_affine.m: Add nargin check and unit test.
* lm/@stk_lm_constant/stk_lm_constant.m: Idem.
* lm/@stk_lm_cubic/stk_lm_cubic.m: Idem.
* lm/@stk_lm_matrix/stk_lm_matrix.m: Idem.
* lm/@stk_lm_null/stk_lm_null.m: Idem.
* lm/@stk_lm_quadratic/stk_lm_quadratic.m: Idem.
* lm/stk_lm_polynomial.m: Idem.
Call @stk_dataframe/get instead of using dot indexing when possible
* arrays/@stk_hrect/stk_hrect.m: Call @stk_dataframe/get instead
of using dot indexing.
* arrays/@stk_hrect/subsasgn.m: Idem.
2017-01-15 Julien Bect <julien.bect@centralesupelec.fr>
Makefile: Achieve reproducible builds without --sort=name
* Makefile: Achieve reproducible builds without using the option
--sort=name, which is only available is very recent versions of tar,
thanks to the recommendations of https://reproducible-builds.org/.
2017-01-14 Julien Bect <julien.bect@centralesupelec.fr>
Makefile: Trigger build if hg id as changed
* Makefile: Trigger build if hg id as changed.
Makefile: Check if hg clone is clean before processing
* Makefile: Check if hg clone is clean before processing.
Makefile: Declare .PHONY targets
* Makefile: Declare .PHONY targets.
Makefile: Use timestamp files instead of directories as targets
* Makefile: Use timestamp files instead of directories as targets.
Makefile: Add "dist" rule expected by OF admins
* Makefile: Add "dist" rule to build packages only, as expected by
Octave Forge admins.
2017-01-14 Julien Bect <julien.bect@centralesupelec.fr>
stk_init.m: Display GCC version warning only once (Matlab only)
* stk_init.m (stk_init__compile): Capture GCC version warnings.
(stk_init__build_mex): Display GCC version warning only once.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
2017-01-13 Julien Bect <julien.bect@centralesupelec.fr>
README.md: Explain that there are two releases (closes ticket #62)
* README.md: Explain that there are two releases, and the specific
"quick start" procedure for each release.
2017-01-09 Julien Bect <julien.bect@centralesupelec.fr>
README.md: Remove warning about STK not starting if GLPK is missing
* README.md: Remove useless warning about STK not starting is
Octave is configured without GLPK. I only met this case once, a
long time ago, with Octave 3.0 on some BD distro...
2017-01-07 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_kb09.m: Catch a legend-related bug (closes ticket #55)
* examples/01_kriging_basics/stk_example_kb09.m: Add a try/catch
block to catch a legend-related bug that shows up in Octave 4.0.x.
2017-01-04 Julien Bect <julien.bect@centralesupelec.fr>
Provide help texts for stk_lm_* functions
* lm/@stk_lm_affine/stk_lm_affine.m: Add help text.
* lm/@stk_lm_constant/stk_lm_constant.m: Idem.
* lm/@stk_lm_cubic/stk_lm_cubic.m: Idem.
* lm/@stk_lm_matrix/stk_lm_matrix.m: Idem.
* lm/@stk_lm_null/stk_lm_null.m: Idem.
* lm/@stk_lm_quadratic/stk_lm_quadratic.m: Idem.
* lm/stk_lm_polynomial.m: Idem.
stk_dominatedhv.m: Remove dominated points before using WFG
* misc/pareto/stk_dominatedhv.m: Remove dominated points before
using WFG, since WFG assumes that there are no duplicated points.
2017-01-01 Julien Bect <julien.bect@centralesupelec.fr>
stk_generate_samplepaths.m: Improve the documentation
* utils/stk_generate_samplepaths.m: Improve the documentation. In
particular, warn about the case of noisy observations.
stk_predict: Explain the Bayesian point of view
* core/stk_predict.m: Explain the Bayesian point of view.
Fix one-line help for overloaded STK functions
* arrays/@stk_dataframe/stk_conditioning.m: Fix one-line help.
* arrays/@stk_dataframe/stk_generate_samplepaths.m: Idem.
* arrays/@stk_hrect/stk_normalize.m: Idem.
* arrays/@stk_hrect/stk_rescale.m: Idem.
* core/@stk_model_gpposterior/stk_isnoisy.m: Idem.
* core/@stk_model_gpposterior/stk_predict.m: Idem.
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Idem.
2016-12-29 Julien Bect <julien.bect@centralesupelec.fr>
Polish new LOO cross-validation function
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Return
residuals in a dataframe (instead of a structure).
* core/stk_predict_leaveoneout.m: Add doc and unit tests.
* examples/01_kriging_basics/stk_example_kb10.m: Update name of
normalized residual field (second column of the new dataframe).
* misc/plot/stk_plot_histnormres.m: Fix a tiny bug.
Fix one-line help for overloaded feval functions in lm
* lm/@stk_lm_affine/feval.m: Fix one-line help.
* lm/@stk_lm_constant/feval.m: Idem.
* lm/@stk_lm_cubic/feval.m: Idem.
* lm/@stk_lm_matrix/feval.m: Idem.
* lm/@stk_lm_null/feval.m: Idem.
* lm/@stk_lm_quadratic/feval.m: Idem.
2016-12-15 Julien Bect <julien.bect@centralesupelec.fr>
stk_model_gpposterior.m: Estimate if param has NaNs (closes ticket #40)
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Estimate
parameters automatically if prior_model.param contains NaNs.
@stk_model_gpposterior/disp.m: Clarify display.
* core/@stk_model_gpposterior/disp.m: Clarify display.
@stk_model_gpposterior: Make all properties read-only.
* core/@stk_model_gpposterior/set.m: Make all properties
read-only. Provide meaningful hints in error messages.
* core/@stk_model_gpposterior/set_prior_model.m: Removed.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Set
prior_model directly since set_prior_model no longer exists.
* admin/octpkg/INDEX: Update index.
@stk_model_gpposterior: Remove somes properties
* core/@stk_model_gpposterior/get_input_dim.m: Removed.
* core/@stk_model_gpposterior/get_output_dim.m: Removed.
* core/@stk_model_gpposterior/get_lognoisevariance.m: Removed.
* core/@stk_model_gpposterior/get_lognoisevariance.m: Removed.
* core/@stk_model_gpposterior/get_param.m: Removed.
* core/@stk_model_gpposterior/set_param.m: Removed.
* core/@stk_model_gpposterior/fieldnames.m: Remove properties.
* core/@stk_model_gpposterior/disp.m: Idem.
* core/@stk_model_gpposterior/get.m: Idem.
* core/@stk_model_gpposterior/set.m: Idem.
* core/@stk_model_gpposterior/subsref.m: Remove one unit test.
* admin/octpkg/INDEX: Update index.
README.md: Use numeric references
* README.md: Use numeric references instead of author-year.
README.md: Move sentence about M/O compatiblity to "Quick start"
* README.md: Move the sentence about Matlab/Octave compatiblity to
the "Quick start" section. Remove redundant sentence about the
meaning of STK.
README.md: Remove sentence about parallel computing
* README.md: Remove the sentence about parallel computing not
being supported in Octave, since there is actually very little
support, currently, for parallel computing in *both* Matlab and
Octave.
README.md: Remove redundant licence statement
* README.md: Remove redundant licence statement.
Makefile: download new icons for visual inspection of HTML doc
* Makefile: download new icons (news.png, homepage.png) for visual
inspection of OctaveForge HTML doc.
2016-12-14 Julien Bect <julien.bect@centralesupelec.fr>
Convert README to Markdown format
* README: Renamed to README.md.
* README.md: Renamed from README.md and converted to Markdown.
Removed copyright notice.
* admin/build_tools/build_allpurpose.m: Rename README -> README.md.
* admin/build_tools/build_octpkg.m: Idem.
* admin/build_tools/copy_readme.m: Idem.
* admin/find_nonstandard_characters.sh: Process all *README* files.
* admin/fix_eol.sh: Idem.
2016-12-09 Julien Bect <julien.bect@centralesupelec.fr>
Save M/O version info when compiling MEX-files (closes ticket #54)
* stk_init.m: Save Matlab/Octave version info in a text file with
the .info extension when compiling MEX-files.
* .hgignore: Ignore .info files.
* admin/octpkg/patches/remove-testprivatemex.patch: update patch.
* admin/octpkg/patches/remove-buildmex.patch: update patch.
* admin/build_tools/build_octpkg.m: Ignore *.info files.
2016-12-05 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe: Overload openvar
* arrays/@stk_dataframe/openvar.m: Overload base function.
* misc/options/stk_options_set.m: Add option openvar_warndlg with
default value true.
* INDEX: Add @stk_dataframe/openvar to the index.
stk_lm_polynomial.m: Add nargin check (closes ticket #52)
* lm/stk_lm_polynomial.m: Add nargin check.
2016-12-04 Julien Bect <julien.bect@centralesupelec.fr>
stk_optim_fmincon, stk_optim_fminsearch: improve option processing
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Improve
option processing.
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m: Idem.
* misc/optim/stk_minimize_boxconstrained.m: Add tests.
* misc/optim/stk_minimize_unconstrained.m: Add tests.
2016-12-02 Julien Bect <julien.bect@centralesupelec.fr>
Do not call display on model structures (closes ticket #47)
* examples/01_kriging_basics/stk_example_kb01.m: Do not call
display on model structures.
* examples/01_kriging_basics/stk_example_kb01n.m: Idem.
* examples/01_kriging_basics/stk_example_kb02.m: Idem.
* examples/01_kriging_basics/stk_example_kb02n.m: Idem.
* examples/03_miscellaneous/stk_example_misc03.m: Idem:
* admin/CODING_GUIDELINES: Explain why.
2016-11-12 Julien Bect <julien.bect@centralesupelec.fr>
New covariance functions: exponential + spherical
* covfcs/rbf/stk_rbf_exponential.m: New function ("exponential" RBF)
* covfcs/rbf/stk_rbf_spherical.m: New function ("spherical" RBF)
* covfcs/stk_expcov_aniso.m: New covariance function.
* covfcs/stk_expcov_iso.m: New covariance function.
* covfcs/stk_sphcov_aniso.m: New covariance function.
* covfcs/stk_sphcov_iso.m: New covariance function.
* core/stk_model.m: Support new covariance functions.
* paramestim/stk_param_init.m: Idem.
* paramestim/stk_param_getdefaultbounds.m: Idem.
* admin/octpkg/INDEX: Update index.
2016-11-11 Julien Bect <julien.bect@centralesupelec.fr>
Rename stk_sf_* functions to stk_rbf_* and make them public
* misc/specfun/stk_sf_gausscorr.m: Moved to covfcs/rbf and renamed.
* misc/specfun/stk_sf_matern.m: Moved to covfcs/rbf and renamed.
* misc/specfun/stk_sf_matern32.m: Moved to covfcs/rbf and renamed.
* misc/spfun/stk_sf_matern52.m: Moved to covfcs/rbf and renamed.
* covfcs/rbf/stk_rbf_gauss.m: Renamed from stk_sf_gausscorr.
* covfcs/rbf/stk_rbf_matern.m: Renamed from stk_sf_matern.
* covfcs/rbf/stk_rbf_matern32.m: Renamed from stk_sf_matern32.
* covfcs/rbf/stk_rbf_matern52.m: Renamed from stk_sf_matern52.
* covfcs/rbf/stk_sf_gausscorr.m: Deprecated.
* covfcs/rbf/stk_sf_matern.m: Deprecated.
* covfcs/rbf/stk_sf_matern32.m: Deprecated.
* covfcs/rbf/stk_sf_matern52.m: Deprecated.
* covfcs/stk_gausscov_aniso.m: Use new function names.
* covfcs/stk_gausscov_iso.m: Use new function names.
* covfcs/stk_materncov32_aniso.m: Use new function names.
* covfcs/stk_materncov32_iso.m: Use new function names.
* covfcs/stk_materncov52_aniso.m: Use new function names.
* covfcs/stk_materncov52_iso.m: Use new function names.
* covfcs/stk_materncov_aniso.m: Use new function names.
* covfcs/stk_materncov_iso.m: Use new function names.
* misc/benchmarks/stk_benchmark_cov2.m: Use new function names.
* misc/options/stk_options_set.m: Rename options and ensure that
the old option names are still accepted (with a warning).
* misc/options/stk_options_get.m: Ensure that the old option names
are still accepted (with a warning).
* stk_init.m: Change path.
* admin/octpkg/INDEX: Update index.
2016-09-21 Julien Bect <julien.bect@centralesupelec.fr>
Reduce the number of allocations in WFG
* misc/pareto/private/wfg.c: Reduce the number of allocations in WFG by
allocating large blocks of size n * allocated_size for xmin and xmax.
* misc/pareto/private/wfg.h: Add fields xmin_data and xmax_data to Rlist
structures.
* misc/pareto/private/stk_dominatedhv_mex.c: Change rule of thumb.
2016-09-20 Julien Bect <julien.bect@centralesupelec.fr>
Fix two bugs in stk_dominatedhv.
* misc/pareto/private/wfg.c: Fix two bugs affecting the case where
the decomposition is returned.
* misc/pareto/stk_dominatedhv.m: Unit tests.
2016-07-21 Julien Bect <julien.bect@centralesupelec.fr>
core/stk_model_fixlm.m: Fix error message
* core/stk_model_fixlm.m: Fix error message.
2016-07-21 Rémi Stroh <remi.stroh@lne.fr>
arrays/@stk_dataframe: Overload 25 additional unitary base functions (sin, exp...)
* arrays/@stk_dataframe/acos.m: New overloaded base function
* arrays/@stk_dataframe/acosd.m: Idem.
* arrays/@stk_dataframe/acosh.m: Idem.
* arrays/@stk_dataframe/asin.m: Idem.
* arrays/@stk_dataframe/asind.m: Idem.
* arrays/@stk_dataframe/asinh.m: Idem.
* arrays/@stk_dataframe/atan.m: Idem.
* arrays/@stk_dataframe/atand.m: Idem.
* arrays/@stk_dataframe/atanh.m: Idem.
* arrays/@stk_dataframe/cos.m: Idem.
* arrays/@stk_dataframe/cosd.m: Idem.
* arrays/@stk_dataframe/cosh.m: Idem.
* arrays/@stk_dataframe/exp.m: Idem.
* arrays/@stk_dataframe/expm1.m: Idem.
* arrays/@stk_dataframe/log.m: Idem.
* arrays/@stk_dataframe/log10.m: Idem.
* arrays/@stk_dataframe/log1p.m: Idem.
* arrays/@stk_dataframe/log2.m: Idem.
* arrays/@stk_dataframe/sin.m: Idem.
* arrays/@stk_dataframe/sind.m: Idem.
* arrays/@stk_dataframe/sinh.m: Idem.
* arrays/@stk_dataframe/sqrt.m: Idem.
* arrays/@stk_dataframe/tan.m: Idem.
* arrays/@stk_dataframe/tand.m: Idem.
* arrays/@stk_dataframe/tanh.m: Idem.
* admin/octpkg/INDEX: Add new functions to the INDEX
arrays/@stk_dataframe/logical.m: New overloaded base function
* arrays/@stk_dataframe/logical.m: New overloaded base function.
* admin/octpkg/INDEX: Add new function to the INDEX.
arrays/@stk_dataframe/bsxfun.m: Preserve row names if possible
* arrays/@stk_dataframe/bsxfun.m: Preserve row names if possible.
2016-06-23 Julien Bect <julien.bect@centralesupelec.fr>
Linear model objects are no more considered as an experimental feature
* core/stk_model.m: Create objects with a .lm field as a default.
* core/stk_model_fixlm.m: New internal function that ensures
backward compatiblity for model structures with a .order field.
* core/stk_ortho_func.m: Indicate deprecation of .order. Call
stk_model_fixlm to ensure backward compatibility.
* admin/octpkg/INDEX: Show stk_lm_* functions in the INDEX.
* examples/01_kriging_basics/stk_example_kb03.m: Use model.lm
field instead of model.order.
* paramestim/stk_param_init.m: Use model.lm field instead of
model.order. Call stk_model_fixlm to ensure backward
compatibility.
* examples/01_kriging_basics/stk_example_kb06.m: Idem.
* examples/03_miscellaneous/stk_example_misc03.m: Idem.
* core/@stk_model_gpposterior/get.m: Fix unit tests.
* core/@stk_model_gpposterior/set.m: Fix unit tests.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Fix unit tests.
* core/@stk_model_gpposterior/stk_predict.m: Fix unit tests.
* core/@stk_model_gpposterior/subsref.m: Fix unit tests.
* core/stk_make_matcov.m: Fix help and unit tests.
* core/stk_model_update.m: Fix unit tests.
* core/stk_predict.m: Fix unit tests.
* covfcs/stk_discretecov.m: Fix unit tests.
* paramestim/stk_param_gls.m: Fix unit tests.
* paramestim/stk_param_relik.m: Fix unit tests.
2016-06-22 Julien Bect <julien.bect@centralesupelec.fr>
Indicate internal and deprecated functions more systematically
* admin/octpkg/INDEX: Indicate internal and deprecated functions
more systematically.
* arrays/@struct/double.m: Indicate deprecation (was already
mentioned in the INDEX file).
* arrays/@struct/stk_boundingbox.m: Idem.
* arrays/@struct/stk_length.m: Idem.
2016-05-29 Julien Bect <julien.bect@centralesupelec.fr>
New function to get/set optimizable parameters.
* paramestim/private/stk_get_optimizable_parameters.m: New
function get the value of optimizable parameters.
* paramestim/private/stk_set_optimizable_parameters.m: New
function set the value of optimizable parameters.
* paramestim/stk_param_estim.m: Use the new functions wherever it
is appropriate.
* paramestim/stk_param_relik.m: Idem.
INDEX: Bring up to date
* admin/octpkg/INDEX: Bring up to date.
2016-05-27 Julien Bect <julien.bect@centralesupelec.fr>
stk_benchmark_examples.m: new benchmark script
* misc/benchmarks/stk_benchmark_examples.m: new benchmark script,
which benchmarks all examples in the toolbox.
2016-05-26 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_doe05.m: Plot only once in a while
* examples/02_design_of_experiments/stk_example_doe05.m: Plot only
once in a while (default: PLOT_PERIOD = 10).
stk_example_doe05.m: Remove stopping condition based on EQI_max
* examples/02_design_of_experiments/stk_example_doe05.m: Remove
stopping condition based on EQI_max, which is never met anyway.
2016-05-07 Julien Bect <julien.bect@centralesupelec.fr>
stk_isnoisy: new function to test for a noisy model
* core/stk_isnoisy.m: New function, which returns false for a
noiseless model and true otherwise. This is the base
implementation for (prior) model structures.
* core/@stk_model_gpposterior/set_prior_model.m: New function.
Overload stk_isnoisy for posterior model objects.
* admin/BACKWARD_COMPATIBILITY.md: Indicate that stk_noisy is the
preferred way of handling the "missing lognoisevariance" backward
compatibility issue.
* core/@stk_model_gpposterior/set_prior_model.m: Use stk_isnoisy.
* core/stk_make_matcov.m: Idem.
* core/stk_model.m: Idem.
* iago/crit/stk_optim_crit_EI.m: Idem.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* iago/crit/stk_optim_crit_iago.m: Idem.
* paramestim/stk_param_estim.m: Idem.
* paramestim/stk_param_init.m: Idem.
* paramestim/stk_param_init_lnv.m: Idem.
* paramestim/stk_param_relik.m: Idem.
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m: Idem.
* utils/stk_generate_samplepaths.m: Idem.
2016-05-02 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_doe05.m: Reduce NB_ITER.
* examples/02_design_of_experiments/stk_example_doe05.m: Reduce
NB_ITER to make stk_runtests run faster.
stk_optim_octavesqp.m: Use a string for the 'optimizer' property
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Use a
string, instead of a handle, for the 'optimizer' property.
* misc/optim/@stk_optim_octavesqp/stk_minimize_boxconstrained.m:
Use feval to call the optimizer, since it is no longer a handle.
2016-04-27 Julien Bect <julien.bect@centralesupelec.fr>
stk_sf_matern32.m, stk_sf_matern52.m: Bugfix for large h
* misc/specfun/stk_sf_matern32.m: Return 0 when h is large.
* misc/specfun/stk_sf_matern52.m: Idem.
2016-04-20 Julien Bect <julien.bect@centralesupelec.fr>
Fix a bug in stk_example_doe05
* examples/02_design_of_experiments/stk_example_doe05.m: Pass a
value for tau2_new when evaluating the EQI criterion.
2016-03-15 Tom Assouline <tom.assouline@supelec.fr>
Implement EQI criterion for noisy optimization
* sampling/@stk_sampcrit_eqi/stk_sampcrit_eqi.m: New function.
* sampling/@stk_sampcrit_eqi/msfeval.m: New function.
* examples/02_design_of_experiments/stk_example_doe05.m: Example.
script
2016-03-15 Julien Bect <julien.bect@centralesupelec.fr>
@stk_sampcrit_modelbased/feval.m: Pass additional args to msfeval
* sampling/@stk_sampcrit_modelbased/feval.m: Make it possible to
pass additional arguments to msfeval.
2016-03-15 Julien Bect <julien.bect@centralesupelec.fr>
stk_testfun_twobumps.m: Change the sign of the test function
* examples/test_functions/stk_testfun_twobumps.m: Change the sign
of the test function (it looked more like "two hollows" than "two
bumps"...).
2016-03-08 Julien Bect <julien.bect@centralesupelec.fr>
Make it possible to update heteroscedastic models
* core/@stk_model_gpposterior/set_lognoisevariance.m: Provide a
more informative error message when the size is wrong. Add unit
tests.
* core/@stk_model_gpposterior/stk_model_update.m: Handle the
heteroscedastic case thanks to a new input argument. Provide
informative error messages. Add unit tests.
* sampling/@stk_sampcrit_modelbased/stk_model_update.m: Pass the
additional input argument, unchaged.
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_model_update.m:
Idem.
2016-03-06 Julien Bect <julien.bect@centralesupelec.fr>
Define and use three datasets based on TwoBumps
* examples/datasets/stk_dataset_twobumps.m: New function, which
defines three datasets based on TwoBumps.
* examples/01_kriging_basics/stk_example_kb01.m: Use dataset
'noiseless'. Move the noisy case to stk_example_kb01n.
* examples/01_kriging_basics/stk_example_kb01n.m: New example
script, which corresponds to the noisy case of the previous
version of stk_example_kb01.
* examples/01_kriging_basics/stk_example_kb02.m: Use dataset
'noiseless'. Move the noisy case to stk_example_kb02n.
* examples/01_kriging_basics/stk_example_kb02n.m: New example
script, which corresponds to the noisy case of the previous
version of stk_example_kb02.
* examples/01_kriging_basics/stk_example_kb04.m: This example no
longer exists (replaced by /stk_example_kb02n).
* examples/01_kriging_basics/stk_example_kb05.m: Use dataset
'noiseless'.
* examples/01_kriging_basics/stk_example_kb08.m: Idem.
* examples/01_kriging_basics/stk_example_kb05.m: Use dataset
'noisy2'.
* stk_init.m: Add examples/datasets to the path.
* admin/octpkg/INDEX: Update index.
Give a name (TwoBumps) to our oldest test function
* examples/test_functions/stk_testfun_twobumps.m: Our oldest test
function now as its own M-file and a name.
* examples/01_kriging_basics/stk_example_kb01.m: Use the newly
created stk_testfun_twobumps function.
* examples/01_kriging_basics/stk_example_kb05.m: Idem.
* examples/01_kriging_basics/stk_example_kb08.m: Idem.
* examples/01_kriging_basics/stk_example_kb09.m: Idem.
* admin/octpkg/INDEX: Add stk_testfun_twobumps. Make test
functions visible in the documentation.
2016-02-29 Julien Bect <julien.bect@centralesupelec.fr>
Getters and setters for the @stk_model_gpposterior class
* core/@stk_model_gpposterior/get_prior_model.m: New getter.
* core/@stk_model_gpposterior/set_param.m: New setter.
* core/@stk_model_gpposterior/set_prior_model.m: New setter,
ensuring backward compatibility with partially defined prior model
structures (missing dim or lognoisevariance fields).
* core/@stk_model_gpposterior/set.m: Use setters when it is useful
for argument checking. Prevent modification of the kreq field.
* core/@stk_model_gpposterior/set_lognoisevariance.m: Add optional
`recompute` input argument.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Re-organize
to avoid code duplication with set_prior_model.
* admin/octpkg/INDEX: Update index.
2016-02-26 Julien Bect <julien.bect@centralesupelec.fr>
stk_kreq_qr.m: Add default constructor
* core/@stk_kreq_qr/stk_kreq_qr.m: Add a default constructor,
corresponding to the case where nargin == 0.
2016-02-24 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampling_sobol.m: Cite the NLopt toolbox in the documentation
* sampling/stk_sampling_sobol.m: Cite the NLopt toolbox in the
documentation.
2016-02-23 Julien Bect <julien.bect@centralesupelec.fr>
stk_sampling_sobol.m: new function
* sampling/stk_sampling_sobol.m: New function to generate points
from a Sobol sequence.
* sampling/private/stk_sampling_sobol_mex.c: New MEX-file.
* admin/octpkg/INDEX: Add new function to the INDEX
* admin/octpkg/Makefile: Add new MEX-file to the Makefile.
* stk_init.m: Add new MEX-file to the build system.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
stk_param_relik.m: Introduce a 'simple_kriging' flag
* paramestim/stk_param_relik.m: Introduce a 'simple_kriging' flag
to clarify the meaning of the tests for q == 0.
Get rid of the half-baked @stk_ndf class
* iago/@stk_ndf/fieldnames.m: Deleted
* iago/@stk_ndf/get.m: Deleted
* iago/@stk_ndf/set.m: Deleted
* iago/@stk_ndf/stk_ndf.m: Deleted
* iago/@stk_ndf/stk_setnoisevariance.m: Deleted
* iago/@stk_ndf/stk_sprintf.m: Deleted
* iago/@stk_ndf/subsasgn.m: Deleted
* iago/@stk_ndf/vertcat.m: Deleted
* iago/DESIGN-NOTES.md: Remove all references to stk_ndf
* iago/stk_optim.m: Idem.
* iago/utils/stk_optim_addevals.m: Idem.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* iago/crit/stk_optim_crit_iago.m: Idem.
stk_sampcrit_thresholdbasedoptim.m: Add unit tests
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m:
Add unit tests for various number of input arguments.
2016-02-23 Tom Assouline <tom.assouline@supelec.fr>
stk_sampcrit_thresholdbasedoptim.m: Fix nargin check
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m:
Fix nargin check.
2016-02-18 Julien Bect <julien.bect@centralesupelec.fr>
stk_predict_leaveoneout.m: Compute residuals outside the CV loop
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Compute
residuals outside the cross-validation loop.
2016-02-17 Julien Bect <julien.bect@centralesupelec.fr>
@stk_model_gpposterior: Make sure that lognoisevariance is a column
* core/@stk_model_gpposterior/set_lognoisevariance.m: Make sure
that prior_model.lognoisevariance is a column vector.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Idem.
2016-02-17 Stefano Duhamel <stefano.duhamel@supelec.fr>
stk_predict_leaveoneout.m: Bugfix for the heteroscedastic case (bug #43)
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: Delete
the lognoisevariance of the left-out point in the heteroscedastic
case (fixes bug #43).
2016-02-16 Stefano Duhamel <stefano.duhamel@supelec.fr>
stk_predict_leaveoneout.m: Add a (currently failing) unit test
* core/stk_predict_leaveoneout.m: Add a (currently failing) unit test.
2016-02-16 Julien Bect <julien.bect@centralesupelec.fr>
Get rid of iago/utils/get_lognoisevariance.m
* iago/utils/get_lognoisevariance.m: Deleted.
* iago/crit/stk_optim_crit_SUR.m: Do without it.
* iago/crit/stk_optim_crit_iago.m: Idem.
Get rid of noise_params_consistency
* iago/utils/noise_params_consistency.m: Deleted.
* iago/crit/stk_optim_crit_EI.m: Remove call to noise_params_consistency.
* iago/crit/stk_optim_crit_SUR.m: Idem.
* iago/crit/stk_optim_crit_iago.m: Idem.
* iago/utils/stk_optim_addevals.m: Idem.
Improve @stk_sampcrit_thresholdbasedoptim class
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m:
Add properties threshold_quantile_order (public) and
theshold_quantile_value (private). Streamline input arguments processing.
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_quantile_order.m:
Fast getter for new public property.
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_quantile_order.m:
Fast setter for new public property.
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_mode.m:
Rename output argument.
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_value.m:
Rename output argument.
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_mode.m:
Fix bug. Accept mixed-case variants of mode string.
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_value.m:
Fix bug. Implement quantile case.
* sampling/@stk_sampcrit_thresholdbasedoptim/disp.m:
Display new public property. Change display layout.
* sampling/@stk_sampcrit_thresholdbasedoptim/get.m:
Use direct access to properties whenever possible.
* sampling/@stk_sampcrit_thresholdbasedoptim/set.m:
Add new public property.
2016-02-15 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_relik.m: Add comments
* paramestim/stk_param_relik.m: Add comments.
First draft of a class hierarchy for sampling criteria
* sampling/@stk_sampcrit_base: New class
* sampling/@stk_sampcrit_base/disp.m: New function
* sampling/@stk_sampcrit_base/display.m: New function
* sampling/@stk_sampcrit_base/horzcat.m: New function
* sampling/@stk_sampcrit_base/stk_sampcrit_base.m: New function
* sampling/@stk_sampcrit_base/subsasgn.m: New function
* sampling/@stk_sampcrit_base/subsref.m: New function
* sampling/@stk_sampcrit_base/vertcat.m: New function
* sampling/@stk_sampcrit_modelbased: New class
* sampling/@stk_sampcrit_modelbased/feval.m: New function
* sampling/@stk_sampcrit_modelbased/get_input_data.m: New function
* sampling/@stk_sampcrit_modelbased/get_model.m: New function
* sampling/@stk_sampcrit_modelbased/get_output_data.m: New function
* sampling/@stk_sampcrit_modelbased/set_model.m: New function
* sampling/@stk_sampcrit_modelbased/stk_model_update.m: New function
* sampling/@stk_sampcrit_modelbased/stk_sampcrit_modelbased.m: New function
* sampling/@stk_sampcrit_singleobjoptim: New class
* sampling/@stk_sampcrit_singleobjoptim/get_bminimize.m: New function
* sampling/@stk_sampcrit_singleobjoptim/get_goal.m: New function
* sampling/@stk_sampcrit_singleobjoptim/set_goal.m: New function
* sampling/@stk_sampcrit_singleobjoptim/stk_sampcrit_singleobjoptim.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim: New class
* sampling/@stk_sampcrit_thresholdbasedoptim/disp.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/get.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_mode.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/get_threshold_value.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/set.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/set_goal.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/set_model.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_mode.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/set_threshold_value.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_model_update.m: New function
* sampling/@stk_sampcrit_thresholdbasedoptim/stk_sampcrit_thresholdbasedoptim.m: New function
* sampling/@stk_sampcrit_ei: New class
* sampling/@stk_sampcrit_ei/msfeval.m: New function
* sampling/@stk_sampcrit_ei/stk_sampcrit_ei.m: New function
* sampling/stk_sampcrit_ehvi_eval.m: New function
* sampling/stk_sampcrit_ei_eval.m: New function
* sampling/stk_sampcrit_emmi_eval.m: New function
* examples/02_design_of_experiments/stk_example_doe03.m: Use a sampling criterion object
2016-02-11 Julien Bect <julien.bect@centralesupelec.fr>
stk_lm_polynomial.m: Create polynomial LM object
* lm/stk_lm_polynomial.m: New function.
* core/stk_ortho_func.m: Use stk_lm_polynomial.
* paramestim/stk_param_init.m: Use stk_lm_polynomial.
* admin/octpkg/INDEX: Add new function to the index.
2016-02-10 Julien Bect <julien.bect@centralesupelec.fr>
stk_make_matcov.m: Error message for NaN in covariance parameters
* core/stk_make_matcov.m: Issue an error message if covariance
parameters have not been estimated.
stk_error.m: Use complete names in the stack
* misc/error/stk_error.m: Use complete names in the stack, to
obtain better-looking error messages in Matlab.
2016-02-04 Julien Bect <julien.bect@centralesupelec.fr>
Provide generic stk_minimize_* functions
* misc/optim/stk_minimize_boxconstrained.m: Generic
stk_minimize_boxconstrained function, which accepts a char array
as first input argument, and provides a generic documentation for
all stk_minimize_boxconstrained methods.
* misc/optim/stk_minimize_unconstrained.m: Same thing for
stk_minimize_unconstrained methods.
* admin/octpkg/INDEX: Add new functions to the index.
Workaround for Octave bug #46350 (closes ticket #32)
* admin/octpkg/patches/workaround-octave-bug-46350.patch: New
patch that comments some unit tests out.
* admin/octpkg/patches/series: Add new patch to the series.
stk_optimscript.m: Fix %!shared blocks
* iago/stk_optimscript.m: Fix %!shared blocks.
2016-02-02 Julien Bect <julien.bect@centralesupelec.fr>
Add some basic support for LOO cross-validation
* core/@stk_model_gpposterior/stk_predict_leaveoneout.m: New
function that computes LOO predictions and residuals. Currently
implemented in a very basic manner (virtual-LOO formulas will be
implemented later).
* core/stk_predict_leaveoneout.m: Just a wrapper around the first
one (very inefficient as it is, since we create a "posterior" that
we don't really use... but we should).
* misc/plot/stk_plot_predvsobs.m: New graphical function, to
visualize predictions versus observations.
* misc/plot/stk_plot_histnormres.m: New graphical function, to the
distribution of normalized residuals.
* examples/01_kriging_basics/stk_example_kb10.m: Example script.
* stk_example_kb10.m: Add new functions to the index.
stk_testfun_borehole.m: New test function
* examples/test_functions/stk_testfun_borehole.m: New test
function (the "borehole model" response function, from Harper &
Gupta 1983).
* admin/octpkg/INDEX: Add new function to the index (hidden for
now, as the other stk_testfun_* functions, bug perhaps should we
change that ?).
@stk_model_gpposterior/disp.m: Fix a bug and improve layout
* core/@stk_model_gpposterior/disp.m: Fix a bug and (try to)
improve visual layout.
2016-01-28 Julien Bect <julien.bect@centralesupelec.fr>
Rename the output argument in optimizer objects
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Rename the
output argument (optimizer object) to 'algo'.
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m: Idem.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Idem.
2016-01-27 Julien Bect <julien.bect@centralesupelec.fr>
Overhaul plotting functions
* misc/plot/stk_get_axis_arg.m: Rename to stk_plot_getaxisarg
* misc/plot/stk_plot_getaxisarg.m: Renamed from
stk_plot_getaxisarg, with some minor modifications along the way.
* admin/octpkg/INDEX: Update index following function rename.
* arrays/@stk_dataframe/plot.m: Rewrite to make use of
stk_plot_getaxisarg. Rename variable h to h_plot.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m:
Rewrite to make use of stk_plot_getaxisarg. Rename variable
h_axis to h_axes.
* arrays/@stk_hrect/axis.m: Rename variable h to h_axes.
* misc/plot/stk_figure.m: Rename variable h to h_fig.
* misc/plot/stk_labels.m: Add option axes handle input argument,
based on stk_plot_getaxisarg. Return vector of handles to label
objects.
* misc/plot/stk_plot1d.m: Rewrite to make use of
stk_plot_getaxisarg. Rename variable h to h_plot.
* misc/plot/stk_plot_shadedci.m: Rewrite to make use of
stk_plot_getaxisarg. Rename variable h to h_plot.
* misc/plot/stk_subplot.m: Rename variable h to h_axes.
* misc/plot/stk_xlabel.m: Simplify source code by removing the
possibility of having a vector of axes handles (why did I ever do
that ?). Fix the confusion between axes handle and label handle.
Rename output handle h to h_label.
* misc/plot/stk_ylabel.m: Idem.
* misc/plot/stk_zlabel.m: Idem.
@stk_factorialdesign: Return handles from all plot functions
* arrays/@stk_factorialdesign/surf.m: Return a handle.
* arrays/@stk_factorialdesign/contour.m: Return a handle.
* arrays/@stk_factorialdesign/mesh.m: Return a handle.
* arrays/@stk_factorialdesign/meshc.m: Return a handle.
* arrays/@stk_factorialdesign/meshz.m: Return a handle.
* arrays/@stk_factorialdesign/pcolor.m: Return a handle.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m:
Return a handle to the plot object just constructed. Also, fix
some bugs related to the optional axis handle argument.
2016-01-25 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot1d: Accept a handle as optional first argument
* misc/plot/stk_plot1d.m: Accept a handle as optional first
argument.
Remove stk_plot2d (had been deprecated for a while)
* misc/plot/stk_plot2d.m: Removed (deprecated since 2.2.0)
* admin/octpkg/INDEX: Remove stk_plot2d from the index
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m:
Rearrange copyright information.
2016-01-22 Julien Bect <julien.bect@centralesupelec.fr>
@stk_model_gpposterior: Preserve row and column names
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Preserver
row and column names in input/output data.
* core/@stk_model_gpposterior/stk_model_update.m: Idem.
* core/@stk_model_gpposterior/stk_predict.m: Use double() to
extract the numerical content of the 'output_data' field.
stk_optim_init.m: Fix the value of algo.model.dim
* iago/utils/stk_optim_init.m: Fix the value of algo.model.dim.
More work on stk_model_gpposterior properties
* core/@stk_model_gpposterior/get_input_data.m: Rename variable.
* core/@stk_model_gpposterior/get_output_data.m: Rename variable.
* core/@stk_model_gpposterior/fieldnames.m: New function.
* core/@stk_model_gpposterior/set.m: New function.
* core/@stk_model_gpposterior/subsasgn.m: New function.
* core/@stk_model_gpposterior/set_lognoisevariance.m: New function.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Accept
prior model structure with missing 'dim' field.
Properties input_dim/output_dim for stk_model_gpposterior objects
* core/@stk_model_gpposterior/get.m: Add new properties
'input_dim', 'output_dim'. Make 'dim' an alias for 'input_dim'.
* core/@stk_model_gpposterior/get_dim.m: Rename to
get_input_dim.m.
* core/@stk_model_gpposterior/get_input_dim.m: Renamed from
get_dim.m.
* core/@stk_model_gpposterior/get_output_dim.m: New function that
returns the output dimension, currently always one.
* core/@stk_model_gpposterior/disp.m: Display the new
properties. Improve the overall display.
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Remove
field 'dim'.
* core/@stk_model_gpposterior/stk_predict.m: Read .dim directly
from the prior model structure.
2016-01-18 Julien Bect <julien.bect@centralesupelec.fr>
New functions to update models with new observations
* core/@stk_model_gpposterior/stk_model_update.m: New function.
* core/stk_model_update.m: New function.
* admin/octpkg/INDEX: Add new functions to the index.
2016-01-16 Julien Bect <julien.bect@centralesupelec.fr>
Speed stk_init.
* stk_init.m: Speed up by reducing the number of calls to addpath.
* misc/benchmarks/stk_benchmark_init.m: New benchmark script
2015-12-15 Julien Bect <julien.bect@centralesupelec.fr>
stk_maxabscorr.m: Rewrite without using corr
* misc/design/stk_maxabscorr.m: Rewrite without using corr.
* stk_init.m (stk_init__config_mole): Remove corr
* misc/mole/corr/corr.m: Deleted
2015-12-09 Julien Bect <julien.bect@centralesupelec.fr>
wfg.c: Fix a bug in Rlist_extend
* misc/pareto/private/wfg.c (Rlist_extend): Fix a bug
* misc/pareto/stk_dominatedhv.m: Add unit tests
2015-12-08 Julien Bect <julien.bect@centralesupelec.fr>
wfg.c: Fix a bug in Rlist_inclhv4
* misc/pareto/private/wfg.c (Rlist_inclhv4): Fix a bug
* misc/pareto/stk_dominatedhv.m: Add unit tests
2015-12-03 Julien Bect <julien.bect@centralesupelec.fr>
Display a legend in several "kriging basics" examples
* examples/01_kriging_basics/stk_example_kb01.m: Show legend
* examples/01_kriging_basics/stk_example_kb02.m: Show legend
* examples/01_kriging_basics/stk_example_kb04.m: Show legend
* examples/01_kriging_basics/stk_example_kb09.m: Show legend
@stk_model_gpposterior: A new class to represent posterior distributions
* core/@stk_model_gpposterior/stk_model_gpposterior.m: Class
constructor.
* core/stk_predict.m: Transfer a large part of the predicition
code to the method @stk_model_gpposterior/predict.m.
* core/@stk_model_gpposterior/stk_predict.m: Overload stk_predict.
* core/@stk_model_gpposterior/disp.m: Overload base function
* core/@stk_model_gpposterior/display.m: Overload base function
* core/@stk_model_gpposterior/get.m: Overload base function
* core/@stk_model_gpposterior/subsref.m: Overload base function
* core/@stk_model_gpposterior/vertcat.m: Overload base function
* core/@stk_model_gpposterior/horzcat.m: Overload base function
* core/@stk_model_gpposterior/get_dim.m: Fast getter
* core/@stk_model_gpposterior/get_input_data.m: Fast getter
* core/@stk_model_gpposterior/get_lognoisevariance.m: Fast getter
* core/@stk_model_gpposterior/get_output_data.m: Fast getter
* core/@stk_model_gpposterior/get_param.m: Fast getter
2015-11-29 Julien Bect <julien.bect@centralesupelec.fr>
stk_isequal_tolrel.m: Bugfix and unit test.
* misc/test/stk_isequal_tolrel.m: Bugfix and unit test.
2015-11-27 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/stk_sprintf.m: Fix header
* arrays/@stk_dataframe/stk_sprintf.m: Fix header.
2015-11-25 Julien Bect <julien.bect@centralesupelec.fr>
Improve display of size+type information
* arrays/generic/stk_sprintf_sizetype.m: Accept objects.
* arrays/@cell/stk_sprintf_sizetype.m: Removed.
Add minimalist display for stk_kreq objects
* core/@stk_kreq_qr/disp.m: Overload base function.
* core/@stk_kreq_qr/display.m: Overload base function.
2015-11-22 Julien Bect <julien.bect@centralesupelec.fr>
stk_predict.m: Stop accepting row input vectors in the discrete case
* core/stk_predict.m: Stop accepting row input vectors in the case
of discrete models (stk_discretecov covariance function).
2015-11-20 Julien Bect <julien.bect@centralesupelec.fr>
arrays/@stk_dataframe: Accept char and cell indices
* arrays/@stk_dataframe/subsasgn.m: Accept char and cell indices.
* arrays/@stk_dataframe/subsref.m: Accept char and cell indices.
* arrays/@stk_dataframe/private/process_cell_indices.m: Process
cell indices (cell arrays of row/column names).
* arrays/@stk_dataframe/private/process_char_indices.m: Process
char indices (row/column name).
* arrays/@stk_dataframe/private/names_errmsg.m: Error messages for
incorrect cell indices.
2015-11-19 Julien Bect <julien.bect@centralesupelec.fr>
Compatibility with Matlab >= R2014b: graphics handles are objects
* arrays/@stk_dataframe/stk_dataframe.m: Enforce precedence over
the matlab.graphics.axis.Axes class.
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Enforce
precedence over the matlab.graphics.axis.Axes class.
* arrays/@stk_dataframe/plot.m: Do not assume that graphics
handles are doubles.
* misc/plot/stk_plot_shadedci.m: Do not assume that graphics
handles are doubles.
stk_optim_fminsearch.m: Do not try to detect fminsearch
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m: Do not
try to detect at this point whether fminsearch is available.
2015-11-15 Julien Bect <julien.bect@centralesupelec.fr>
stk_init.m: Remove STK's root from the path if needed
* stk_init.m (stk_init__pkg_unload): Remove STK's root from the
path if needed.
(stk_init__rmpath): Remove verbose comment.
* admin/octpkg/patches/prevent-PKG_DEL-loop.patch: New patch.
* admin/octpkg/patches/series: Add new patch to the series.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
stk_init.m: No need to remove other copies of STK from the path
* stk_init.m (stk_init__rmpath): No need to remove other copies of
STK from the search path. Even if several copies are on the path,
only the most recently installed is visible.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
Merge config/* functions into stk_init
* config/stk_config_addpath.m: Replaced by stk_init__addpath.
* config/stk_config_buildmex.m: Replaced by stk_init__build_mex.
* config/stk_config_clearpersistents.m: Replaced by
stk_init__clear_persistents.
* config/stk_config_getroot.m: Removed.
* config/stk_config_makeinfo.m: Replaced by stk_init__get_make_info.
* config/stk_config_mole.m: Replaced by stk_init__config_mole.
* config/stk_config_path.m: Replaced by stk_init__genpath.
* config/stk_config_rmpath.m: Replaced by stk_init__rmpath.
* config/stk_config_setup.m: Merged into stk_init__pk_load.
* config/stk_config_testprivatemex.m: Replaced by
stk_init__test_private_mex.
* stk_runtests.m: Use stk_init genpath.
* stk_init.m: Integrate config/* functions as subfunctions and
introduce a public interface that makes it easy to call them
separately if needed.
* admin/octpkg/post_install.m: Use stk_init prune_mole.
* admin/build.m: Edit comment.
* admin/build_tools/build_octpkg.m: Use stk_init get_make_info.
* admin/build_tools/get_public_mfile_list.m: Use stk_init genpath.
* admin/octpkg/patches/prevent-PKG_ADD-loop.patch: Refresh patch.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
* admin/octpkg/patches/use-native-test-function.patch: Refresh patch.
2015-11-14 Julien Bect <julien.bect@centralesupelec.fr>
build_octpkg.m: Forced pop of quilt patches if an error occurs
* admin/build_tools/build_octpkg.m: Forced pop of quilt patches if
an error occurs.
2015-11-13 Julien Bect <julien.bect@centralesupelec.fr>
stk_config_path.m: Do not include STK's root in the list
* config/stk_config_path.m: Do not include STK's root in the list.
* config/stk_config_addpath.m: Rephrase one-line help text.
* stk_init.m: Add STK's root to the path.
* admin/octpkg/patches/remove-testprivatemex.patch: Refresh patch.
* admin/octpkg/patches/prevent-PKG_ADD-loop.patch: Modify patch.
* admin/octpkg/patches/remove-buildmex.patch: Refresh patch.
2015-11-12 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_kb09.m: Show legend
* examples/01_kriging_basics/stk_example_kb09.m: Show legend.
stk_plot1d.m: Do not create a legend for conditional simulations
* misc/plot/stk_plot1d.m: Prevent the automatic creation of a
legend when the array of conditional simulations has column names,
since stk_plot1d already creates a global legend for all of its
graphical elements (the two are not compatible).
Include stk_runtests in the Octave package release
* admin/build_tools/build_octpkg.m: Do not ignore stk_runtests and
stk_tests when processing directories.
* admin/octpkg/INDEX: Add stk_runtests to the INDEX.
* admin/octpkg/patches/use-native-test-function.patch: Remove
stk_tests, and skrink stk_runtests to a simple wrapper around
__run_test_suite__.
* admin/octpkg/patches/series: Add new patch.
2015-11-11 Julien Bect <julien.bect@centralesupelec.fr>
sqp_quadprog.m: Bypass unit test if quadprog is not available
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog.m: Bypass
unit test if quadprog is not available.
Use quilt patches instead of the STK_OCTAVE_PACKAGE variable
* .hgignore: Ignore quilt's .pc directory
* admin/build_tools/build_octpkg.m: Add .pc to the list of ignored
directories. Add a quilt push/pop pair around
process_directory. Remove STK_OCTAVE_PACKAGE stuff.
* admin/build_tools/get_public_mfile_list.m: Add root the list
returned by stk_config_path.
* config/stk_config_path.m: Remove STK_OCTAVE_PACKAGE stuff.
* stk_init.m: Remove STK_OCTAVE_PACKAGE stuff.
* admin/octpkg/patches/prevent-PKG_ADD-loop.patch: Patch for
stk_config_path to avoid PKG_ADD loop.
* admin/octpkg/patches/remove-buildmex.patch: Patch that removes
MEX-file building from stk_init (a Makefile is used instead in the
Octave package release). Removes stk_config_buildmex and
stk_config_makeinfo as well.
* admin/octpkg/patches/remove-testprivatemex.patch: Patch that
removes all the code related to testing if MEX-file in private
directories are detected (since MEX-files are no longer in private
directories in the Octave package release).
* admin/octpkg/patches/series: Ordered list of patches.
check_index_file.m: Fix a bug (column cell-arrays)
* admin/build_tools/check_index_file.m (parse_index_file): Make
sure that 'ignored' and 'indexed' are formatted as *column*
cell-arrays; otherwise, check_index_file fails on vertcat
operations.
2015-11-10 Julien Bect <julien.bect@centralesupelec.fr>
Hide experimental IAGO implementation in the INDEX
* admin/octpkg/INDEX: hide experimental IAGO implementation
Ignore IAGO design notes when building Octave package
* iago/NOTES.temp: Renamed to DESIGN-NOTES.md
* iago/DESIGN-NOTES.md: Renamed from NOTES.temp and converted to md
* admin/build_tools/build_octpkg.m: Ignore DESIGN-NOTES.md
2015-11-06 Julien Bect <julien.bect@centralesupelec.fr>
Makefile: Fix 'clean' target (tab instead of spaces)
* admin/octpkg/Makefile: Fix 'clean' target (tabs instead of
spaces)
2015-10-30 Julien Bect <julien.bect@centralesupelec.fr>
Decrease unit test verbosity
* arrays/@stk_dataframe/double.m: decrease unit test verbosity.
* arrays/@stk_dataframe/sort.m: idem
* arrays/@stk_dataframe/subsasgn.m: idem
* arrays/@stk_factorialdesign/fieldnames.m: idem
* arrays/@stk_factorialdesign/stk_factorialdesign.m: idem
* arrays/@stk_hrect/horzcat.m: idem
* misc/text/stk_sprintf_colvect_scientific.m: idem
* paramestim/stk_param_gls.m: idem
Add a 'clean' target to the Octave package Makefile
* admin/octpkg/Makefile: Add a 'clean target'.
2015-10-22 Julien Bect <julien.bect@centralesupelec.fr>
@stk_hrect/subsref.m: Return an stk_hrect object if possible
* arrays/@stk_hrect/subsref.m: Make sure that the returned value
is still an stk_hrect object when the number of rows (which is
two) is unchanged.
@stk_hrect/ismember.m: Optimize for speed
* arrays/@stk_hrect/ismember.m: Optimize for speed
@stk_hrect/ismember.m: Fix two bugs
* arrays/@stk_hrect/ismember.m: Fix a bug that prevented ismember
from working on more than one point at a time, and another bug
in the case where B is not an stk_hrect object (it was incorrectly
assumed to be an stk_dataframe in this case).
2015-10-11 Julien Bect <julien.bect@centralesupelec.fr>
mole/matlab/file_in_path.m: Fix two bugs
* misc/mole/matlab/file_in_path.m: Fix two bugs.
2015-10-10 Julien Bect <julien.bect@centralesupelec.fr>
stk_example_doe03.m: Use the appropriate flag for maximization
* examples/02_design_of_experiments/stk_example_doe03.m: Use the
appropriate flag for maximization. Also, use stk_plot1d for the
upper panel plot to display pointwise credible intervals.
2015-09-30 Julien Bect <julien.bect@centralesupelec.fr>
Bring Octave's sqp inside STK.
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog.m: New
function based on Octave's sqp function, with minor modifications
to be usable under Matlab with quadprog instead of qp.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m: Complete
rewrite. A 'qp_solver' option is added for the choice between 'qp',
which is Octave's core qp solver, and 'quadprog', which is
available from Mathworks' Optimization toolbox or from MOSEK.
* misc/optim/@stk_optim_octavesqp/stk_minimize_boxconstrained.m:
Make it possible to use either Octave's sqp or our sqp_quadprog (a
handle to the function to be used is stored in algo.sqp).
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Do not try to
check if fmincon is present or not (this can be done using
stk_optim_testmin_box).
* misc/optim/stk_optim_testmin_box.m: Simple test to check that a
given box-constrained optimizer actually works.
* misc/optim/stk_optim_testmin_unc.m: Simple test to check that a
given unconstrained optimizer actually works.
* misc/optim/stk_optim_hasfmincon.m: Deprecated function..
* misc/optim/stk_select_optimizer.m: Deprecated function.
* misc/options/stk_options_set.m: Rewrite optimizer selection
logic. Shorten some option names.
* paramestim/stk_param_estim.m: Use shortened option names.
* INDEX: Add new functions and classes.
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog_testf.m:
Used in sqp_quadprog unit tests.
* misc/optim/@stk_optim_octavesqp/private/sqp_quadprog_testg.m:
Used in sqp_quadprog unit tests.
2015-09-25 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_getdefaultbounds: Documentation needed
* paramestim/stk_param_getdefaultbounds.m: This function is not
marked as "STK internal" any more, since this is obviously the
right place to document how default bounds can be specified for
user-defined functions. Documentation needed.
stk_plot1d.m: Create a hidden legend and return a struct of handles
* misc/plot/stk_plot1d.m: Create a hidden legend, wich can be
displayed using lgend ('show'), and return a struct of handles to
make it possible to modify the plot more easily.
Don't use UTF-8 in m-files
* misc/design/stk_phipcrit.m: Müller -> Muller
* misc/dist/stk_filldist.m: Idem
* misc/dist/stk_filldist_exact.m: Idem
2015-09-25 Rémi Stroh <remi.stroh@lne.fr>
stk_param_getdefaultbounds: new feature to define default bounds
* paramestim/stk_param_getdefaultbounds.m: make it possible to
define default bounds on parameters for user-defined covariance
functions.
2015-09-21 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_shadedci.m: Do not call set (h, opt{:}) when opt is empty
* misc/plot/stk_plot_shadedci.m: Do not call set (h, opt{:}) when
opt is empty (it makes Octave display all the settings of the
object with handle h, which was not intended).
2015-09-20 Julien Bect <julien.bect@centralesupelec.fr>
stk_plot_shadedci.m: Accept a handle as first input argument.
* misc/plot/stk_plot_shadedci.m: Accept a handle to an axes object
as (optional) first input argument and accepts additional
key-value pairs as well.
stk_plot1d.m: Fill in DisplayName properties
* misc/plot/stk_plot1d.m: Fill in the DisplayName properties for
all the components of the plot, thus making it possible to create
a legend automatically using: legend ('show').
2015-09-19 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/plot.m: Return vector of handles
* arrays/@stk_dataframe/plot.m: Return vector of handles
stk_plot_shadedci.m: Delete invisible area object, return a handle
* misc/plot/stk_plot_shadedci.m: Delete invisible area object and
return a handle to the visible one.
2015-09-15 Julien Bect <julien.bect@centralesupelec.fr>
README: Fix a typo
* README: Fix a typo
2015-09-13 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Improve error message
* paramestim/stk_param_init.m: Improve error message for
unsupported covariance functions by reporting the original error
message.
2015-08-14 Julien Bect <julien.bect@centralesupelec.fr>
stk_dominatedhv.m: Tolerate points that do not dominate the ref
* misc/pareto/stk_dominatedhv.m: Tolerate points that do not
dominate the reference point.
2015-08-13 Julien Bect <julien.bect@centralesupelec.fr>
stk_dominatedhv can now return a decomposition in hyper-rectangles
* misc/pareto/private/wfg.c (Rlist_hv, Rlist_hv2, Rlist_inclhv)
(Rlist_inclhv2, Rlist_inclhv3, Rlist_inclhv4, Rlist_exclhv)
(wfg_compute_decomposition): For each original WFG function that
returns an hypervolume valume, provide a function that return the
corresponding decomposition as a collection of signed overlapping
hyper-rectangles (RLIST structure).
(Rlist_alloc, Rlist_extend, Rlist_free): Memory management for
RLIST structures.
* misc/pareto/private/wfg.h: Define RLIST structure and declare
some associated functions.
* misc/pareto/private/stk_dominatedhv_mex.c (compute_hv): Use
size_t instead of int for unsigned indices.
(compute_decomposition): New function, similar to compute_hv, but
return the decomposition instead of the hypervolume value.
(mexFunction): Use size_t instead of int for unsigned indices. Add
second input argument to select between computing the hypervolume
value and computing the decomposition.
* misc/pareto/stk_dominatedhv.m: Add optional input argument to
select whether the decomposition into overlapping hyper-rectangles
must be returned (instead of the hypervolume only). Add unit
tests.
stk_mex.h: Define bool type
* misc/include/stk_mex.h: Define bool type.
2015-08-05 Julien Bect <julien.bect@centralesupelec.fr>
wfg.c (hv): Code simplification
* misc/pareto/private/wfg.c (hv): Factorize some code for the
cases n == 3 and n >= 4.
wfg.c (inclhv4): Put all declarations at the beginning
* misc/pareto/private/wfg.c (inclhv4): Put all variable
declarations at the beginning of the function (strict ANSI C).
2015-07-20 Julien Bect <julien.bect@centralesupelec.fr>
Use size_t for computations on positive indices
* misc/dist/private/stk_dist_matrixx.c: Use size_t for
computations on positive indices, otherwise we can get very
unpleasant surprises (aka segfaults) as a consequence of negative
indices...
* misc/dist/private/stk_dist_matrixy.c: idem
* misc/dist/private/stk_dist_pairwise.c: idem
* misc/dist/private/stk_filldist_discr_mex.c: idem
* misc/dist/private/stk_gpquadform_matrixx.c: idem
* misc/dist/private/stk_gpquadform_matrixy.c: idem
* misc/dist/private/stk_gpquadform_pairwise.c: idem
* misc/dist/private/stk_mindist_mex.c: idem
2015-07-10 Julien Bect <julien.bect@centralesupelec.fr>
Introduce optimizer objects.
* misc/optim/@stk_optim_fmincon/stk_optim_fmincon.m: Constructor
for fmincon algorithm objects.
* misc/optim/@stk_optim_fminsearch/stk_optim_fminsearch.m:
Constructor for fminsearch algorithm objects.
* misc/optim/@stk_optim_octavesqp/stk_optim_octavesqp.m:
Constructor for Octave SQP algorithm objects.
* misc/optim/@stk_optim_fmincon/stk_minimize_boxconstrained.m:
Box-constrained optimization with fmincon.
* misc/optim/@stk_optim_octavesqp/stk_minimize_boxconstrained.m:
Box-constrained optimization with sqp.
* misc/optim/@stk_optim_octavesqp/stk_minimize_unconstrained.m:
Unconstrained optimization with sqp.
* misc/optim/@stk_optim_fminsearch/stk_minimize_unconstrained.m:
Unconstrained optimization with fminsearch.
* paramestim/stk_param_estim.m: Big cleanup thanks to the new
system of algorithm classes.
* misc/options/stk_options_set.m: Select default optimization
algorithms. This was previously done in stk_select_optimizer.
Also, remove the option 'optim_display_level' for stk_param_estim.
* config/stk_config_setup.m: Remove call to stk_select_optimizer.
* misc/optim/stk_select_optimizer.m: Deprecated.
* misc/optim/stk_optim_hasfmincon.m: Deprecated.
* config/stk_config_clearpersistents.m: Remove
stk_optim_hasfmincon and stk_select_optimizer from the list of
functions to be cleared. Add stk_optim_fmincon.
* admin/octpkg/INDEX: Remove stk_select_optimizer from the index.
2015-06-30 Julien Bect <julien.bect@centralesupelec.fr>
build_octpkg.m: Fix the generated DESCRIPTION file
* admin/build_tools/build_octpkg.m: Add "Depends: octave (>=
3.2.2)" and "Autoload: no" to the generated DESCRIPTION file.
2015-06-25 Emmanuel Vazquez <emmanuel.vazquez@centralesupelec.fr>
@stk_kreq_qr/get.m: Fix a call to dot ()
* core/@stk_kreq_qr/get.m: Fix a call to dot () to make it work
when there is only one observation.
2015-06-25 Rémi Stroh <remi.stroh@lne.fr>
stk_param_estim.m: Fix a bug related to parameter objects.
* paramestim/stk_param_estim.m (provide_param0_value): Fix a bug
related to parameter objects. More precisely, use (:) indexing
systematically to access the vector of numerical parameters
corresponding to a given parameter object.
@stk_factorialdesign/stk_normalize.m: Add missing line continuation mark
* arrays/@stk_factorialdesign/stk_normalize.m: Add missing line
continuation mark.
2015-06-25 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: XXXX_param_init (undocumented feature)
* paramestim/stk_param_init.m: make it possible to define a
XXXX_param_init function that provides initial estimates for a
user-defined covariance function called XXXX (undocumented
feature).
2015-06-24 Julien Bect <julien.bect@centralesupelec.fr>
stk_param_init.m: Removed unused variable.
* paramestim/stk_param_init.m: Removed unused variable.
stk_param_getdefaultbounds.m: Return [] for parameter classes
* paramestim/stk_param_getdefaultbounds.m: Return empty lower and
upper bounds for parameter classes that do not implement the
stk_param_getdefaultbounds.
2015-06-17 Julien Bect <julien.bect@centralesupelec.fr>
wfg: Remove n from the global scope
* misc/pareto/private/wfg.c:: Remove n from the global scope. Add
new helper functions to encapsulate basic operations on fronts:
wfg_front_init, wfg_front_destroy, wfg_front_resize.
* misc/pareto/private/wfg.h: Declare the new functions.
* misc/pareto/private/stk_dominatedhv_mex.c: Use the new functions.
wfg.c: Pass pointers to FRONT structures
* misc/pareto/private/wfg.c: Pass pointers to FRONT structures.
2015-06-16 Julien Bect <julien.bect@centralesupelec.fr>
check_index_file.m: Fix error handling.
* admin/build_tools/check_index_file.m: Fix error handling.
Use PKG_ADD/PKG_DEL directives in the Octave package.
* stk_init.m: Add PKG_ADD/PKG_DEL directives. Also, add an
optional input argument 'do_quit'; when it is true, stk_init
removes STK from the path.
* admin/build_tools/build_octpkg.m: No more PKG_ADD/PKG_DEL
files. They are replaced by corresponding directives in
stk_init.m, which is no longer renamed to PKG_ADD. Also, there are
now two STK_OCTAVE_PACKAGE variables to set (one in stk_init.m,
the other one in stk_config_rmpath.m).
* admin/build_tools/check_index_file.m: No need to warry about
PKG_ADD.m ad PKG_DEL.m anymore.
* admin/octpkg/post_install.m: Idem.
* admin/octpkg/INDEX: Add stk_init to the INDEX.
* config/stk_config_path.m: Do not look for PKG_ADD to detect
Octave package mode, since there no longer is a PKG_ADD
file. Instead, rely on a hard-coded STK_OCTAVE_PACKAGE variable,
which is modified at build time by build_octpkg (similarly to the
one in stk_init).
* config/stk_config_rmpath.m: Modify comment.
* config/stk_config_addpath.m: Modify comment.
* admin/octpkg/PKG_DEL.m: Removed. Instead, a PKD_DEL directive
has been inserted in stk_init.
2015-06-15 Julien Bect <julien.bect@centralesupelec.fr>
Avoid unnecessary calls to stk_commonsize.
* misc/distrib/stk_distrib_bivnorm_cdf.m: Avoid unnecessary calls
to stk_commonsize.
* misc/distrib/stk_distrib_normal_cdf.m: Idem.
2015-06-12 Julien Bect <julien.bect@centralesupelec.fr>
stk_commonsize.m: Avoid unnecessary calls to repmat.
* arrays/generic/stk_commonsize.m: Avoid unnecessary calls to
repmat.
2015-06-11 Julien Bect <julien.bect@centralesupelec.fr>
stk_commonsize.m: Accept empty dimensions
* arrays/generic/stk_commonsize.m: Accept empty dimensions, under
the condition that all input arguments have the same empty
dimensions (in which case the result is empty).
2015-06-10 Julien Bect <julien.bect@centralesupelec.fr>
@stk_dataframe/subsasgn.m: Preserve column names when deleting rows
* arrays/@stk_dataframe/subsasgn.m: Preserve column names when
deleting rows, even if the resulting array is empty.
2015-06-02 Julien Bect <julien.bect@centralesupelec.fr>
wfg.c: Improve portability again
* misc/pareto/private/wfg.c: Improve portability again. Now all
variables are declared at the beginning of functions (as required
by the C89 standard). And some unused headers have been removed,
too.
2015-05-29 Julien Bect <julien.bect@centralesupelec.fr>
stk_distrib_bivnorm_cdf.m: Bugfix
* misc/distrib/stk_distrib_bivnorm_cdf.m: Fix a bug in the case of
mixtures of singular and non-singular cases. Add unit test.
2015-05-28 Julien Bect <julien.bect@centralesupelec.fr>
wfg.c: Remove C99-specific code (stdbool.h).
* misc/pareto/private/wfg.c: Remove C99-specific code (stdbool.h).
2015-05-27 Julien Bect <julien.bect@centralesupelec.fr>
stk_pmisclass.m: Compute the probability of misclassification
* utils/stk_pmisclass.m: New function to compute the probability
of misclassification with respect to a given threshold (either the
current probability of misclassification or the expectation of the
future probability of misclassification).
* examples/02_design_of_experiments/stk_example_doe04.m: Example
script that demonstrates the use of stk_pmisclass ().
stk_dominatedhv.m: New function to compute dominated hypervolumes.
* misc/pareto/stk_dominatedhv.m: New function to compute
dominated hypervolumes, which uses WFG 1.10 internally
* misc/pareto/private/stk_dominatedhv_mex.c: MEX-file wrapper for WFG
* admin/octpkg/INDEX: Add new function to the index
* admin/octpkg/Makefile: Add new MEX-file to the Makefile
* config/stk_config_makeinfo.m:Add new MEX-file to the build list
Import WFG 1.10.
* misc/pareto/private/wfg.c: Main WFG source file, with minor changes
* misc/pareto/private/wfg.h: Main WFG header, with minor changes
* misc/pareto/private/wfg.README: WFG README + ChangeLog + Copyright
* admin/build_tools/build_octpkg.m: Ignore wfg.README.
Make it possible to have several source files for one MEX.
* config/stk_config_buildmex.m: Make it possible to have several
source files for one MEX.
* config/stk_config_makeinfo.m: Existing MEX-files do not have any
additional source file.
Move Pareto-related functions to misc/pareto.
* arrays/generic/private/stk_isdominated_mex.c: moved from
* misc/pareto/private/stk_isdominated_mex.c: moved to
* arrays/generic/private/stk_paretofind_mex.c: moved from
* misc/pareto/private/stk_paretofind_mex.c: moved to
* arrays/generic/stk_isdominated.m: moved from
* misc/pareto/stk_isdominated.m: moved to
* arrays/generic/stk_paretofind.m: moved from
* misc/pareto/stk_paretofind.m: moved to
* admin/octpkg/INDEX: Create a dedicated section in the index
* config/stk_config_makeinfo.m: Update make info
* config/stk_config_path.m: Add new directory to the path
2015-05-24 Julien Bect <julien.bect@centralesupelec.fr>
Clear persistent variables in stk_init
* config/stk_config_clearpersistents.m: New function that unlocks
all possibly mlock-ed STK files and clears all STK functions that
contain persistent variables.
* stk_init.m: Call stk_config_clearpersistents.
* admin/RELEASE.md: Update release instructions.
2015-05-20 Julien Bect <julien.bect@supelec.fr>
@stk_dataframe/set.m: Fix stk_error calls (missing mnemonic)
* arrays/@stk_dataframe/set.m: Fix stk_error calls (missing mnemonic)
stk_param_estim.m: Make sure that lnv0 falls within the bounds
* paramestim/stk_param_estim.m (get_default_bounds_lnv): Make sure
that lnv0 falls within the bounds returned by get_default_bounds_lnv.
2015-05-19 Julien Bect <julien.bect@supelec.fr>
stk_optim_hasfmincon.m: Improve fmincon detection
* misc/optim/stk_optim_hasfmincon.m: Try to use fmincon to check
that it is there, instead of relying on the result of the exist
function (closes ticket #30).
2015-05-17 Julien Bect <julien.bect@supelec.fr>
admin/octpkg/Makefile: Use $(MKOCTFILE) if defined
* admin/octpkg/Makefile: Use $(MKOCTFILE) if defined
stk_runtests.m: Make sure that all Octave warnings are disabled
* misc/test/stk_runtests.m: Make sure that all Octave warnings are
disabled
Fix %!shared blocks in unit tests.
* arrays/@stk_hrect/stk_normalize.m: Fix unit test.
* arrays/generic/stk_feval.m: Fix unit test.
2015-04-22 Julien Bect <julien.bect@supelec.fr>
Improve indexing (subasgn/subsref) for stk_dataframe objects.
* arrays/@stk_dataframe/subsasgn.m: Preserve row names and column
names when it is possible (closes ticket #21).
* arrays/@stk_dataframe/subsref.m: Allow for several levels of
indexing in the case of ()-indexing.
stk_dataframe.m: Add help text
* arrays/@stk_dataframe/stk_dataframe.m: Add help text (closes
ticket #26).
2015-04-21 Julien Bect <julien.bect@supelec.fr>
stk_hrect.m: Add help text
* arrays/@stk_hrect/stk_hrect.m: Add help text (closes ticket #27).
2015-04-20 Julien Bect <julien.bect@supelec.fr>
stk_boundingbox.m: Add doc and overload for several classes (ticket #28)
* arrays/generic/stk_boundingbox.m: Add doc. Handle plain arrays only.
* arrays/@stk_dataframe/stk_boundingbox.m: Overload.
* arrays/@stk_factorialdesign/stk_boundingbox.m: Overload.
* arrays/@stk_hrect/stk_boundingbox.m: Overload.
* arrays/@struct/stk_boundingbox.m: Overload.
2015-04-05 Julien Bect <julien.bect@supelec.fr>
stk_feval.m: Update documentation.
* stk_feval.m: Update documentation.
2015-03-11 Julien Bect <julien.bect@supelec.fr>
stk_feval.m: Implement vectorized calls and use them by default.
* arrays/generic/stk_feval.m: Implement vectorized calls and use them by
default.
* paramestim/stk_param_relik.m: Fix unit test.
Fix progress indicator in stk_feval.
* arrays/generic/stk_feval.m: Restore the progress indicator.
* misc/text/stk_disp_progress.m: Fix progress message.
2015-03-04 Julien Bect <julien.bect@supelec.fr>
stk_distrib_normal_cdf.m: Fix the zero-variance case
* misc/distrib/stk_distrib_normal_cdf.m: Fix the zero-variance
case. Add unit tests.
Fix bugs in stk_distrib_*_ei functions.
* misc/distrib/stk_distrib_normal_ei.m: Fix bug (input argument
"minimize" was not properly taken into account).
* misc/distrib/stk_distrib_student_ei.m: Fix bug (input argument
"minimize" was not properly taken into account).
2015-02-21 Julien Bect <julien.bect@supelec.fr>
Optimize for speed
* misc/distrib/stk_distrib_normal_cdf.m: Optimize for speed
* covfcs/stk_gausscov_aniso.m: Optimize for speed
* covfcs/stk_materncov32_aniso.m: Optimize for speed
* covfcs/stk_materncov52_aniso.m: Optimize for speed
* covfcs/stk_materncov_aniso.m: Optimize for speed
2015-02-18 Julien Bect <julien.bect@supelec.fr>
stk_feval.m: Do not return an stk_dataframe object systematically
* arrays/generic/stk_feval.m: Return an stk_dataframe object only
if the input x itself is an stk_dataframe object.
Optimize for speed (and fix a tiny bug)
* arrays/@stk_dataframe/stk_dataframe.m: Optimize for speed
* arrays/@stk_dataframe/set.m: Optimize for speed (and fix a tiny bug)
* arrays/@stk_dataframe/horzcat.m: Optimize for speed
* arrays/@stk_dataframe/vertcat.m: Optimize for speed
* arrays/@stk_dataframe/subsref.m: Optimize for speed
* arrays/generic/stk_feval.m: Optimize for speed
2015-02-17 Julien Bect <julien.bect@supelec.fr>
Initialize model.param with NaNs.
* core/stk_model.m: Initialize model.param with NaNs.
* core/stk_predict.m: Fix unit tests.
* covfcs/stk_discretecov.m: Fix unit tests.
* covfcs/stk_gausscov_aniso.m: Fix unit tests.
* covfcs/stk_gausscov_iso.m: Fix unit tests.
* covfcs/stk_materncov32_aniso.m: Fix unit tests.
* covfcs/stk_materncov32_iso.m: Fix unit tests.
* covfcs/stk_materncov52_aniso.m: Fix unit tests.
* covfcs/stk_materncov52_iso.m: Fix unit tests.
* covfcs/stk_materncov_aniso.m: Fix unit tests.
* covfcs/stk_materncov_iso.m: Fix unit tests.
* utils/stk_conditioning.m: Fix unit tests.
* utils/stk_generate_samplepaths.m: Fix unit tests.
2015-02-11 Julien Bect <julien.bect@supelec.fr>
stk_feval.m: Accept any object that implement feval
* arrays/generic/stk_feval.m: Accept any object that implement
feval (not just strings and function handles).
2015-02-10 Julien Bect <julien.bect@supelec.fr>
stk_feval.m: Fix backward compatibility issues
* arrays/generic/stk_feval.m: Fix backward compatibility
issue. Old-style STK structures, where the data is contained in a
field named 'a', were not dealt with properly. Add unit test.
* core/stk_predict.m: Convert xi to double (same reason).
* paramestim/stk_param_estim.m: Convert zi to double (same reason).
* arrays/@struct/stk_length.m: New function.
2015-02-09 Julien Bect <julien.bect@supelec.fr>
stk_hrect.m: Provide default constructor
* arrays/@stk_hrect/stk_hrect.m: Provide default constructor
2015-02-04 Julien Bect <julien.bect@supelec.fr>
Overload uplus, uminus for stk_dataframe objects.
* arrays/@stk_dataframe/uminus.m: Overload uminus.
* arrays/@stk_dataframe/uplus.m: Overload uplus.
* arrays/@stk_factorialdesign/uminus.m: Overload uminus.
stk_feval.m: Accept multivariate outputs (closes #20)
* arrays/generic/stk_feval.m: Accept functions with multivariate
outputs (i.e., outputs with several columns). Improve the
construction of the output dataframe (column names). Add unit
tests.
stk_feval.m: Fix a bug related to column names
* arrays/generic/stk_feval.m: Fix a bug related to column names.
2015-02-03 Julien Bect <julien.bect@supelec.fr>
@stk_dataframe/apply, min, max: Return more than one output argument
* arrays/@stk_dataframe/apply.m: Return more than one output argument
* arrays/@stk_dataframe/max.m: Return more than one output argument
* arrays/@stk_dataframe/min.m: Return more than one output argument
stk_param_relik.m: Improve the computation of G = W' * K * W
* paramestim/stk_param_relik.m: Compute G = W' * K * W in such a
way that the result is always (?) symmetric.
2015-01-28 Julien Bect <julien.bect@supelec.fr>
stk_predict.m: Compute lambda_mu and RS only when necessary
* core/stk_predict.m: Compute lambda_mu and RS only when
necessary, depending on the number of output arguments. Add unit
tests.
stk_param_init.m: Handle the heteroscedastic case
* paramestim/stk_param_init.m: Handle the heteroscedastic case
with known variance properly. Error in the heteroscedastic case
with unknown variance. Add unit tests.
2015-01-27 Julien Bect <julien.bect@supelec.fr>
stk_param_init.m: Fix a bug.
* paramestim/stk_param_init.m (paraminit_): Fix a bug.
2015-01-25 Julien Bect <julien.bect@supelec.fr>
stk_dataframe.m: Make sure that the output is an stk_dataframe
* arrays/@stk_dataframe/stk_dataframe.m: Make sure that the output
is an stk_dataframe object. Add unit tests.
2015-01-24 Julien Bect <julien.bect@supelec.fr>
Overload a few base functions for stk_dataframe objects
* arrays/@stk_dataframe/sort.m: Overload base function
* arrays/@stk_dataframe/mtimes.m: Overload base function
2015-01-23 Julien Bect <julien.bect@supelec.fr>
stk_conditioning.m: Overload for stk_dataframe objects
* arrays/@stk_dataframe/stk_conditioning.m: Overload
stk_conditioning for stk_dataframe inputs. The output is an
stk_dataframe object if either LAMBDA or ZSIM is an stk_dataframe
object.
* utils/stk_conditioning.m: Do not convert the output into an
stk_dataframe object.
stk_generate_samplepaths.m: Overload for stk_dataframe objects
* arrays/@stk_dataframe/stk_generate_samplepaths.m: Overload
stk_generate_samplepaths for stk_dataframe inputs. The output is
always an stk_dataframe object.
* utils/stk_generate_samplepaths.m: Simplify the code using the
assumption that none of the inputs is an stk_dataframe object. The
output is an stk_dataframe object if and only if
model.response_name exists and is a non-empty string.
2015-01-21 Julien Bect <julien.bect@supelec.fr>
stk_feval.m: Various improvements.
* arrays/generic/stk_feval.m: Update documentation. Try to make
the code clearer. Use stk_disp_progress.
stk_disp_progress.m: Display a progress indicator.
* misc/text/stk_disp_progress.m: New function that displays a
textual progress indicator.
2015-01-21 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
stk_feval.m: Generalize to the case of a cell array of functions
* arrays/generic/stk_feval.m: Generalize to the case of a cell
array of functions (ticket #19 closed).
2015-01-08 Julien Bect <julien.bect@supelec.fr>
Improve conditional simulation examples.
* examples/01_kriging_basics/stk_example_kb05.m: Add documentation.
* examples/01_kriging_basics/stk_example_kb09.m: New example.
stk_generate_samplepaths.m: Fix conditioning on noisy observations
* utils/stk_generate_samplepaths.m: Fix conditioning on noisy
observations, which was not implemented properly until now.
stk_conditioning.m: Implement conditioning on noisy observations
* utils/stk_conditioning.m: Simulate sample paths conditioned on
noisy observations when the additional NOISE_SIM argument is
provided.
2015-01-07 Julien Bect <julien.bect@supelec.fr>
stk_generate_samplepaths.m: Do not simulate observation noise.
* utils/stk_generate_samplepaths.m: Do not add observation noise
to the generated sample paths. This is consistent with
stk_predict, which returns posterior variances for the unknown
function, not for future noisy observations.
2014-12-31 Julien Bect <julien.bect@supelec.fr>
Accept empty dim in sampling functions.
* sampling/stk_sampling_halton_rr2.m: Accept empty dim argument
when box is provided, in which case dim is guessed from the
dimension of box if provided, and defaults to one otherwise.
* sampling/stk_sampling_maximinlhs.m: Idem.
* sampling/stk_sampling_olhs.m: Idem.
* sampling/stk_sampling_randomlhs.m: Idem.
* sampling/stk_sampling_randunif.m: Idem.
* sampling/stk_sampling_regulargrid.m: Idem.
Use @stk_hrect objects wherever it is useful (work in progress).
* examples/01_kriging_basics/stk_example_kb03.m: Use @stk_hrect.
* examples/02_design_of_experiments/stk_example_doe03.m: Use @stk_hrect.
* misc/test/stk_is_lhs.m: Use @stk_hrect.
* paramestim/stk_param_init.m: Use @stk_hrect.
* sampling/stk_sampling_halton_rr2.m: Use @stk_hrect.
* sampling/stk_sampling_maximinlhs.m: Use @stk_hrect.
* sampling/stk_sampling_olhs.m: Use @stk_hrect.
* sampling/stk_sampling_randomlhs.m: Use @stk_hrect.
* sampling/stk_sampling_randunif.m: Use @stk_hrect.
* sampling/stk_sampling_regulargrid.m: Use @stk_hrect.
A few additional methods for the @stk_dataframe class.
* arrays/@stk_dataframe/diff.m: Overload base function.
* arrays/@stk_dataframe/ismember.m: Overload base function.
* arrays/@stk_dataframe/xlim.m: Overload base function.
* arrays/@stk_dataframe/ylim.m: Overload base function.
Overhaul stk_normalize and stk_rescale functions.
* arrays/@stk_dataframe/stk_normalize.m: Overhaul.
* arrays/@stk_dataframe/stk_rescale.m: Overhaul.
* arrays/@stk_factorialdesign/stk_normalize.m: Overhaul.
* arrays/@stk_factorialdesign/stk_rescale.m: Overhaul.
* arrays/generic/stk_normalize.m: Overhaul.
* arrays/generic/stk_rescale.m: Overhaul.
stk_boundingbox.m: New function to create bounding boxes.
* arrays/generic/stk_boundingbox.m: New function to create
bounding boxes as @stk_hrect object.
* admin/octpkg/INDEX: Add new functions to the index.
New @stk_hrect class to represent hyper-rectangles.
* arrays/@stk_hrect/stk_hrect.m: Constructor for the new
@stk_hrect class.
* arrays/@stk_hrect/axis.m: Overload base function.
* arrays/@stk_hrect/disp.m: Overload base function.
* arrays/@stk_hrect/display.m: Overload base function.
* arrays/@stk_hrect/get.m: Overload base function.
* arrays/@stk_hrect/horzcat.m: Overload base function.
* arrays/@stk_hrect/ismember.m: Overload base function.
* arrays/@stk_hrect/stk_normalize.m: Overload STK function.
* arrays/@stk_hrect/stk_rescale.m: Overload STK function
* arrays/@stk_hrect/subsasgn.m: Overload base function.
* arrays/@stk_hrect/subsref.m: Overload base function.
* arrays/@stk_hrect/vertcat.m: Overload base function.
* admin/octpkg/INDEX: Add new functions to the index.
Improve plot helper functions.
* misc/plot/stk_get_axis_arg.m: New function to help handling the
options axes argument that most plotting functions have.
* misc/plot/stk_xlabel.m: Use stk_get_axis_arg.
* misc/plot/stk_ylabel.m: Use stk_get_axis_arg.
* misc/plot/stk_zlabel.m: New function, similar to stk_xlabel and stk_ylabel.
* misc/options/stk_options_set.m: Add options for stk_zlabel.
2014-12-09 Julien Bect <julien.bect@supelec.fr>
stk_distrib_bivnorm_cdf: Compute bivariate normal probabilities.
* misc/distrib/stk_distrib_bivnorm_cdf.m: Compute bivariate normal
probabilities (with any means, standard deviations and
corrrelation coefficients). Supports broadcasting. Accurate
computation of [p, q] even when p or q is close to one.
* misc/distrib/private/stk_distrib_bivnorm0_cdf.c: C MEX-file for
the computation of standard bivariate probabilities (zero means,
unit variances).
* admin/octpkg/INDEX: Hide stk_distrib_bivnorm_cdf.m, currently
considered as an internal function.
* admin/octpkg/Makefile: Add __stk_distrib_bivnorm0_cdf__ to the
list of targets.
* config/stk_config_makeinfo.m: Add stk_distrib_bivnorm0_cdf.
2014-12-03 Julien Bect <julien.bect@supelec.fr>
stk_sampling_randunif.m: Fix input argument checking.
* sampling/stk_sampling_randunif.m: Fix input argument checking.
stk_sampling_randunif.m: Accept empty dim when box is provided.
* sampling/stk_sampling_randunif.m: Accept empty dim argument when
box is provided, in which case dim is guessed from the dimension
of box.
2014-11-20 Julien Bect <julien.bect@supelec.fr>
stk_param_estim.m: Provide a value for param0 if needed.
* paramestim/stk_param_estim.m: Provide a value for param0 if needed.
stk_param_estim.m: Empty is the same as not provided.
* paramestim/stk_param_estim.m: Empty is the same as not provided.
stk_param_estim.m: Simplify variable names.
* paramestim/stk_param_estim.m: Simplify variable names, param0lnv
-> lnv0, paramlnvopt -> lnvopt.
stk_param_estim.m: Always return something meaningful for lnv.
* paramestim/stk_param_estim.m: Always return something meaningful
for lnv: when the variance of the noise is not estimated, return
model.lognoisevariance. Update the function documentation
following this and earlier changes.
2014-11-08 Julien Bect <julien.bect@supelec.fr>
stk_param_estim.m: Estimate lnv if lognoisevariance is nan.
* paramestim/stk_param_init_lnv.m: New function that provides a
rough estimate of the variance of the noise for a given model.
* admin/octpkg/INDEX: Include stk_param_init_lnv.m.
* paramestim/stk_param_estim.m: Estimate the variance of the noise
if the lognoisevariance field is nan, using as a starting point
the value returned by stk_param_init_lnv.
* examples/01_kriging_basics/stk_example_kb04.m: Demonstrate how
it is possible to estimate the variance of the noise without
providing a initial guess for it.
2014-11-06 Julien Bect <julien.bect@supelec.fr>
Handle empty lognoisevariance field as if missing.
* core/stk_make_matcov.m: Handle empty lognoisevariance field as
if missing.
* core/stk_model.m: Idem.
* doc/dev/model.texi: Idem.
* paramestim/stk_param_estim.m: Idem.
* paramestim/stk_param_init.m: Idem.
* paramestim/stk_param_relik.m: Idem.
2014-11-03 Julien Bect <julien.bect@supelec.fr>
Add a 'pairwise' argument to stk_noisecov.
* covfcs/stk_noisecov.m: Add a 'pairwise' argument.
* core/stk_make_matcov.m: Use the new 'pairwise' argument.
2014-11-02 Julien Bect <julien.bect@supelec.fr>
stk_param_init.m: Change the behaviour regarding lnv.
* paramestim/stk_param_init.m: defaults to using the input value
of model.lognoisevariance if it is not nan, and estimating the
variance if it is nan. The meaning of the fifth argument, now
called DO_ESTIM_LNV, has also slightly changed: it is used to
force or prevent the estimation of the variance of the noise,
regardless of the value of model.lognoisevariance.
* examples/03_miscellaneous/stk_example_misc03.m: Display the two
models that have been used in this example.
* doc/dev/model.texi: update accordingly.
2014-10-26 Julien Bect <julien.bect@supelec.fr>
Make lognoisevariance a mandatory field in model structures.
* core/stk_model.m: Make lognoisevariance a mandatory field in
model structures, with default value -inf. For backward
compatibility, stk_discrete_cov models can still be created with
model structures that lack a lognoisevariance field.
* core/stk_make_matcov.m: For backward compatibility, a
lognoisevariance field with value -inf is added if absent.
* paramestim/stk_param_estim.m: idem.
* paramestim/stk_param_init.m: idem.
* paramestim/stk_param_relik.m: idem + remove NOISYOBS variable.
* covfcs/stk_discretecov.m: Modify unit test accordingly.
* doc/dev/model.texi: Record design notes and ideas about model
structures (not meant to be released as a user-level doc).
2014-10-09 Julien Bect <julien.bect@supelec.fr>
Add the Goldstein-Price test function.
* examples/test_functions/stk_testfun_goldsteinprice.m:
Goldstein-Price test function.
2014-09-29 Julien Bect <julien.bect@supelec.fr>
Polish stk_sprintf_colvect_* functions.
* misc/text/stk_sprintf_colvect_fixedpoint.m: Use round instead of
floor. Polish formatting.
* misc/text/stk_sprintf_colvect_scientific.m: Polish formatting.
2014-09-28 Julien Bect <julien.bect@supelec.fr>
@stk_dataframe/plot.m: Fix two problems.
* arrays/@stk_dataframe/plot.m: Fix two problems.
stk_config_rmpath.m: Use strrep instead of regexprep.
* config/stk_config_rmpath.m: Use strrep instead of regexprep for
compatiblity with Octave 3.2.x (see comments inside the file).
2014-09-27 Julien Bect <julien.bect@supelec.fr>
PKG_DEL.m: Use addpath instead of cd.
* admin/octpkg/PKG_DEL.m: Use addpath instead of cd.
stk_param_getdefaultbounds.m: Avoid -Inf in default bounds.
* paramestim/stk_param_getdefaultbounds.m: Avoid -Inf in default
bounds.
2014-09-25 Julien Bect <julien.bect@supelec.fr>
Fix a problem related to Octave 3.2.x when STK is used as a package.
* config/stk_config_path.m: Add private folder to the path in
Octave 3.2.x even when STK is used as a package.
Fix a problem with @stk_factorialdesign/fieldnames.m.
* arrays/@stk_factorialdesign/fieldnames.m: Concatenate cell
arrays of strings, but not a string with a cell array of strings
since the latter syntax is not supported in Octave 3.2.x.
Add @stk_factorialdesign/private to the path when using Octave 3.2.x.
* config/stk_config_path.m: Add @stk_factorialdesign/private to
the path when using Octave 3.2.x.
2014-09-22 Julien Bect <julien.bect@supelec.fr>
Robustify a private function.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m: Make
the function work with old versions of octave where, for some
plotting functions (e.g., pcolor in Octave 3.6.4) the full syntax
with axes handle and parameter/value pairs is not supported.
Make stk_config_rmpath work on Windows systems.
* config/stk_config_rmpath.m: Make stk_config_rmpath work on
Windows systems (pathsep must be used instead of ':' since ':' is
not the path separator for Windows...).
2014-09-20 Julien Bect <julien.bect@supelec.fr>
Provide a replacement for missing isrow.
* misc/mole/isrow/isrow.m: Replacement for isrow.
* config/stk_config_mole.m: Add our isrow function to the path if
necessary (e.g., Matlab R2007a).
Fix a tiny bug in stk_param_estim.
* paramestim/stk_param_estim.m: Use strcmpi instead of strcmp to
compare err.identifier to 'matlab:optimset:invalidparamname' on
line 167. I wonder if this line has ever worked properly... (only
affects old releases of Matlab, e.g.,R2007a).
Don't use ~ to ignore arguments.
* admin/build_tools/build_octpkg.m: Don't use ~ to ignore arguments.
* utils/stk_generate_samplepaths.m: Don't use ~ to ignore arguments.
2014-09-15 Julien Bect <julien.bect@supelec.fr>
stk_param_relik.m: Optimize the case of simple kriging.
* paramestim/stk_param_relik.m: Optimize the case of simple kriging.
2014-09-09 Paul Feliot <paul.feliot@irt-systemx.fr>
doc: Update help text for several functions.
* covfcs/stk_materncov32_aniso.m: Update help text.
* covfcs/stk_materncov32_iso.m: Update help text.
* covfcs/stk_materncov52_aniso.m: Update help text.
* covfcs/stk_materncov52_iso.m: Update help text.
* covfcs/stk_materncov_aniso.m: Update help text.
* covfcs/stk_materncov_iso.m: Update help text.
* paramestim/stk_param_init.m: Update help text.
2014-09-02 Julien Bect <julien.bect@supelec.fr>
Rename LICENSE to COPYING.
* LICENSE: Renamed to COPYING.
* COPYING: Formerly known as LICENSE.
* README: Update reference to LICENSE.
* admin/build_tools/build_forgedoc.m: No more need to rename.
* admin/build_tools/build_octpkg.m: No more need to rename.
* admin/find_nonstandard_characters.sh: Update reference to LICENSE.
* admin/fix_eol.sh: Update reference to LICENSE.
Rename WHATSNEW to NEWS.
* NEWS: Formerly known as WHATSNEW. This version is for release
2.1.1 (we still have to update it to 2.2.0). From now on, we will
always keep a version of this file in the default branch.
* admin/build_tools/build_forgedoc.m: No need to rename WHATSNEW
to NEWS anymore.
* admin/build_tools/build_octpkg.m: Same thing.
2014-08-20 Julien Bect <julien.bect@supelec.fr>
Add CITATION file.
* CITATION: Explain how to cite STK in publications.
2014-08-18 Julien Bect <julien.bect@supelec.fr>
Document stk_length.
* arrays/generic/stk_length.m: Add doc.
* arrays/@stk_dataframe/stk_length.m: Fix doc.
* admin/octave-pkg/INDEX: Un-hide stk_length.
2014-08-17 Julien Bect <julien.bect@supelec.fr>
Deprecate stk_plot2d.
* misc/plot/stk_plot2d.m: Deprecated.
* arrays/@stk_factorialdesign/contour.m: Overload base function.
* arrays/@stk_factorialdesign/mesh.m: Overload base function.
* arrays/@stk_factorialdesign/meshc.m: Overload base function.
* arrays/@stk_factorialdesign/meshz.m: Overload base function.
* arrays/@stk_factorialdesign/pcolor.m: Overload base function.
* arrays/@stk_factorialdesign/surf.m: Overload base function.
* arrays/@stk_factorialdesign/private/plot_surfmeshcontour.m:
Provide a common implementation for overloading surf/contour/...
* examples/01_kriging_basics/stk_example_kb03.m: Use contour and
pcolor.
* examples/03_miscellaneous/stk_example_misc04.m: Use pcolor.
* admin/octave-pkg/INDEX: Update with the new functions. Hide
stk_plot2d.
@stk_dataframe/plot.m: Hold on after the first plot.
* arrays/@stk_dataframe/plot.m: Hold on after the first plot, if
there are several (fixes a bug introduced yesterday).
2014-08-16 Julien Bect <julien.bect@supelec.fr>
@stk_dataframe/plot.m: Full rewrite again.
* arrays/@stk_dataframe/plot.m: Full rewrite again, to improve
even more compatibility with the base plot function. The case
where x is an stk_dataframe objects with two or more columns is
now handled in a way that is consistent with the base plot
function (i.e., if x has two columns, then we get two 1D plots).
2014-08-15 Julien Bect <julien.bect@supelec.fr>
stk_plot1d.m: Add missing documentation.
* misc/plot/stk_plot1d.m: Add doc.
@stk_dataframe/plot.m: Full rewrite.
* arrays/@stk_dataframe/plot.m: Full rewrite to improve
compatibility with the base plot function. Deprecate the case
where x is an stk_dataframe objects with two or more columns.
2014-08-14 Julien Bect <julien.bect@supelec.fr>
Add missing documentations.
* arrays/@stk_factorialdesign/ndgrid.m: Add doc.
* covfcs/stk_discretecov.m: Add doc.
2014-08-13 Julien Bect <julien.bect@supelec.fr>
Use "z" instead of "x" in all stk_distrib_* functions.
* misc/distrib/stk_distrib_normal_cdf.m: Use "z" instead of "x".
* misc/distrib/stk_distrib_normal_ei.m: Idem.
* misc/distrib/stk_distrib_normal_pdf.m: Idem.
* misc/distrib/stk_distrib_student_cdf.m: Idem.
* misc/distrib/stk_distrib_student_ei.m: Idem.
* misc/distrib/stk_distrib_student_pdf.m: Idem.
Provide a documentation for EI functions.
* misc/distrib/stk_distrib_normal_ei.m: Add doc.
* misc/distrib/stk_distrib_student_ei.m: Add doc.
2014-08-12 Julien Bect <julien.bect@supelec.fr>
Improve Octave packaging.
* admin/make_octave_package.m: Delete rename_mex.sed after
use. Rename test script.
* admin/MAKE_OCTAVE_PACKAGE.md: New doc file (in markdown).
* admin/octave-pkg/test_package.m: Renamed to
* admin/octave-pkg/pkg_install_stk_and_generate_doc.m: Renamed
from.
2014-08-10 Julien Bect <julien.bect@supelec.fr>
stk_example_misc04.m: Fix property name.
* examples/03_miscellaneous/stk_example_misc04.m: Fix property
name (YTickLabels --> YTickLabel).
stk_example_misc04.m: Fix for Octave compatiblity.
* examples/03_miscellaneous/stk_example_misc04.m: Fix for Octave
compatiblity (stairs does not accept stk_datafrm objects in
Octave).
2014-08-08 Julien Bect <julien.bect@supelec.fr>
Fix and improve stk_factorialdesign's accessors.
* arrays/@stk_factorialdesign/subsasgn.m: New function. Override
stk_dataframe's subsasgn to prevent illegal modifications of
stk_factorialdesign objects through ()-type indexing. Any such
modification results in an implicit cast to stk_dataframe.
* arrays/@stk_factorialdesign/get.m: Provide read-only access to
the underlying stk_dataframe object.
* arrays/@stk_factorialdesign/set.m: The result is implicitely
cast into an stk_dataframe object upon any modification that would
otherwise corrupt the internal structure of the
stk_factorialdesign object.
* arrays/@stk_factorialdesign/fieldnames.m: Add .stk_dataframe.
2014-08-07 Julien Bect <julien.bect@supelec.fr>
Simplify the display of stk_factorialdesign objects.
* arrays/@stk_factorialdesign/stk_sprintf.m: Simplify the display
of stk_factorialdesign objects by hiding the ".stk_dataframe"
level (i.e., .info is used as an aliad for .stk_dataframe.info).
* arrays/@stk_dataframe/stk_sprintf.m: Modified (tiny change).
Define list of field names for stk_factorialdesign objects.
* arrays/@stk_factorialdesign/fieldnames.m: Define list of field
names for stk_factorialdesign objects.
Fix list of field names for stk_dataframe objects.
* arrays/@stk_dataframe/private/reserved_field_names.m: Fix list
of field names for stk_dataframe objects.
* arrays/@stk_dataframe/fieldnames.m: Update unit test.
2014-07-31 Julien Bect <julien.bect@supelec.fr>
Modify the behaviour of vertcat/horzcat for stk_dataframe objects.
* arrays/@stk_dataframe/horzcat.m: Modified. The result is always
an stk_dataframe object, and has row names iff either one of the
two arguments doesn't have row names, or the row names of both
arguments agree.
* arrays/@stk_dataframe/vertcat.m: Similar changes.
Modify the behaviour of bsxfun for stk_dataframe objects.
* arrays/@stk_dataframe/bsxfun.m: Modified. The result is always
an stk_dataframe object, and has column names iff either one of
the two arguments doesn't have columns names or the columns names
of both arguments agree.
* arrays/@stk_factorialdesign/stk_factorialdesign.m: Modified unit
test.
* arrays/@stk_dataframe/abs.m: Overload abs for stk_dataframe
object. This allows to write abs (x) instead of abs (double (x))
or abs (x.data).
2014-07-24 Julien Bect <julien.bect@supelec.fr>
Accept invRho = 0 in anisotropic covariance functions.
* covfcs/stk_gausscov_aniso.m: Accept invRho = 0.
* covfcs/stk_materncov32_aniso.m: Idem.
* covfcs/stk_materncov52_aniso.m: Idem.
* covfcs/stk_materncov_aniso.m: Idem.
stk_sprintf_colvect_scientific.m: Fix a bug.
* misc/text/stk_sprintf_colvect_scientific.m: Fix a bu related to
rounding numbers such as 9.99e02 (which were displayed as 10e+02
instead of 1e+03).
* arrays/@stk_dataframe/stk_sprintf.m: Set default width to 8.
* misc/text/stk_sprintf_colvect.m: Idem.
* misc/text/stk_sprintf_colvect_fixedpoint.m: Idem.
2014-07-23 Julien Bect <julien.bect@supelec.fr>
stk_param_estim.m: Warn about constant-response data.
* paramestim/stk_param_estim.m: Warn about constant-response data.
2014-07-22 Julien Bect <julien.bect@supelec.fr>
stk_param_init.m: Warn about constant-response data.
* paramestim/stk_param_init.m: Warn about constant-response data.
stk_param_relik.m: Check symmetry of G = W' * K * W.
* paramestim/stk_param_relik.m: Check if G = W' * K * W and apply
a naive fix if it is not (+ emit a warning).
* config/stk_config_setup.m: Do not display the new warning.
* core/stk_cholcov.m: Only issue one warning if using epsi.
Improve the implementation of stk_dataframe objects display.
* arrays/@stk_dataframe/disp.m: Modified.
* arrays/@stk_dataframe/display.m: Modified.
* arrays/@stk_factorialdesign/stk_sprintf_levels.m: Modified.
* arrays/@stk_dataframe/stk_sprintf.m: New function.
* arrays/@stk_factorialdesign/stk_sprintf.m: New function.
* arrays/generic/stk_sprintf.m: New function.
* arrays/@stk_dataframe/stk_sprintf_data.m: Removed.
* arrays/@stk_factorialdesign/disp.m: Removed.
* arrays/generic/stk_sprintf_data.m: Removed.
Implement stk_sprintf_sizetype for cell arrays.
* arrays/@cell/stk_sprintf_sizetype.m: Implement
stk_sprintf_sizetype for cell arrays.
* arrays/@stk_dataframe/stk_sprintf_sizetype.m: Minor formatting
change in the output string (remove spaces).
* arrays/generic/stk_sprintf_sizetype.m: Idem.
2014-07-21 Julien Bect <julien.bect@supelec.fr>
stk_config_buildmex.m: Run silently when doing nothing.
* config/stk_config_buildmex.m: Run silently when doing nothing.
Remove page_screen_output (not needed anymore).
* misc/mole/matlab/page_screen_output.m: Deleted (not needed
anymore).
Stop bothering users at startup.
* stk_init.m: Stop bothering users at startup with information
that they can find in the README file anyway.
Don't display selected optimizers at startup.
* misc/optim/stk_select_optimizer.m: Don't display selected
optimizers when called without input arguments (typically, during
startup).
2014-07-20 Julien Bect <julien.bect@supelec.fr>
stk_config_setup.m: Call stk_parallel_engine_set.
* config/stk_config_setup.m: Call stk_parallel_engine_set.
Get rid of stk_parallel_haspct.
* misc/parallel/stk_parallel_haspct.m: Deleted.
* admin/octave-pkg/INDEX: Modified.
* misc/parallel/stk_parallel_start.m: Modified.
stk_config_setup.m: Don't bother checking if the PCT is installed.
* config/stk_config_setup.m: in Matlab, don't bother checking if
the PCT is installed.
2014-07-19 Julien Bect <julien.bect@supelec.fr>
New example script illustrating random Pareto fronts.
* examples/03_miscellaneous/stk_example_misc04.m: New script.
2014-07-18 Julien Bect <julien.bect@supelec.fr>
Add an option to control the verbosity fmincon/fminsearch.
* misc/options/stk_options_set.m: Add new option
'optim_display_level' with default value 'off'.
* paramestim/stk_param_estim.m: Use the new option.
* paramestim/stk_param_init.m: Don't display debugging info.
2014-07-14 Julien Bect <julien.bect@supelec.fr>
stk_plot1d.m: Improved flexibility in argument handling.
* misc/plot/stk_plot1d.m: Improved flexibility in the way input
arguments are handled.
2014-07-03 Julien Bect <julien.bect@supelec.fr>
Global options to control upper/lower bounds for param estim.
* misc/options/stk_options_set.m: Add new options.
* paramestim/stk_param_getdefaultbounds.m: Read global options.
stk_param_estim.m: Return an additional 'info' structure.
* paramestim/stk_param_estim.m: Return an additional 'info'
structure, which currently contains the criterion that has been
used, the criterion value at the optimum, and the bounds.
2014-07-02 Julien Bect <julien.bect@supelec.fr>
stk_generate_samplepaths.m: Use model.response_name if available.
* utils/stk_generate_samplepaths.m: Use model.response_name if
available.
2014-07-01 Julien Bect <julien.bect@supelec.fr>
stk_isdominated.m: New function, returns true for dominated rows.
* arrays/generic/stk_isdominated.m: New function
* arrays/generic/private/stk_isdominated_mex.c: New MEX-function
* misc/include/pareto.h: Add new function is_dominated
* config/stk_config_makeinfo.m: Compile the new MEX-function
* admin/octave-pkg/Makefile: Compile the new MEX-function
* arrays/generic/private/stk_paretofind_mex.c: Modified
* arrays/generic/stk_paretofind.m: Modified
stk_figure.m: Do not set the axis title.
* misc/plot/stk_figure.m: Do not set the axis title.
stk_plot2d.m: Create labels only if column names are available.
* misc/plot/stk_plot2d.m: Create labels only if column names are
available.
* examples/01_kriging_basics/stk_example_kb03.m: Provide explicit
column names for the 2d array used in this script.
2014-06-27 Julien Bect <julien.bect@supelec.fr>
stk_cholcov.m: Prevent infinite while loops.
* core/stk_cholcov.m: Prevent infinite while loops, that could
occur in the case of matrices that either contained nans or Infs,
or were really far from from positive definite.
2014-06-25 Ashwin Ravisankar <ashwinr1993@gmail.com>
stk_param_estim.m: Add an optional 'criterion' argument.
* paramestim/stk_param_estim.m: added new input argument
criterion that will make it possible, in the future, to select
which estimation criterion to use.
stk_param_relik.m: Add a unit test to check the gradient.
* paramestim/stk_param_relik.m: Add a unit test.
2014-06-19 Ashwin Ravisankar <ashwinr1993@gmail.com>
stk_param_gls.m: A new function to compute the GLS estimator.
* paramestim/stk_param_gls.m: new function
* paramestim/stk_param_init.m: modified
2014-06-16 Julien Bect <julien.bect@supelec.fr>
make_octave_package.m: Parse 'Description' field from README.
* admin/make_octave_package.m: Modified to parse 'Description'
field directly from README (avoids text duplication).
* admin/octave-pkg/description.txt: Deleted.
2014-06-15 Julien Bect <julien.bect@supelec.fr>
stk_paretofind.m: New function to find non-dominated points.
* arrays/generic/stk_paretofind.m: new function
* arrays/generic/private/stk_paretofind_mex.c: new mex-function
* misc/include/pareto.h: new C header
* config/stk_config_makeinfo.m: modified
* config/stk_config_path.m: modified
* admin/octave-pkg/Makefile: modified
2014-06-14 Julien Bect <julien.bect@supelec.fr>
README: Include a short description.
* README: Include a short description (from description.txt)
* admin/octave-pkg/description.txt: Line-wrapping.
stk_options_set.m: Add a reset feature.
* misc/options/stk_options_set.m: Add a reset feature using a
special case when nargin == 1.
* misc/options/stk_options_get.m: Just fix spacing.
stk_options_set.m: Prevent persistent from being cleared.
* misc/options/stk_options_set.m: Add a call to mlock to prevent
the persistent variable from being cleared.
2014-05-15 Julien Bect <julien.bect@supelec.fr>
stk_model.m: Fix a fresh bug (my mistake).
* core/stk_model.m: Restore proper default behaviour when
nargin == 0.
Merge /etc into /admin
* etc/CODING_GUIDELINES: moved from
* admin/CODING_GUIDELINES: moved to
* etc/RELEASE_CHECKLIST: moved from
* admin/RELEASE_CHECKLIST: moved to + modified
* etc/octave-pkg/INDEX: moved from
* admin/octave-pkg/INDEX: moved to
* etc/octave-pkg/Makefile: moved from
* admin/octave-pkg/Makefile: moved to
* etc/octave-pkg/PKG_DEL.m: moved from
* admin/octave-pkg/PKG_DEL.m: moved to
* etc/octave-pkg/pkg_install_stk_and_generate_doc.m: moved from
* admin/octave-pkg/pkg_install_stk_and_generate_doc.m: moved to
* etc/octave-pkg/post_install.m: moved from
* admin/octave-pkg/post_install.m: moved to
* admin/description.txt: moved from
* admin/octave-pkg/description.txt: moved to
* admin/make_octave_package.m: modified
* admin/make_release_targz.sh: modified
* admin/stk_make_htmldoc.m: modified
2014-05-13 Julien Bect <julien.bect@supelec.fr>
stk_model.m: Accept function handles for covariance_type.
* core/stk_model.m: Accept function handles for covariance_type.
2014-05-13 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
Add a stk_length function
* arrays/generic/stk_length.m: returns the length of an array
* arrays/@stk_dataframe/stk_length.m: idem
2014-05-12 Julien Bect <julien.bect@supelec.fr>
stk_generate_samplepaths.m: Deal with duplicates in xt.
* utils/stk_generate_samplepaths.m: Deal with duplicates in xt.
2014-05-08 Julien Bect <julien.bect@supelec.fr>
Move stk_model to core.
* core/stk_model.m: formerly known as utils/stk_model.m
* utils/stk_model.m: deleted
Move utils/arrays one level up.
* arrays: formerly known as utils/arrays
* utils/arrays: deleted
* config/stk_config_makeinfo.m: modified
* config/stk_config_path.m: modified
2014-05-07 Julien Bect <julien.bect@supelec.fr>
@stk_dataframe/subsasgn: Solve a problem with Octave 3.2.x
* utils/arrays/@stk_dataframe/subsasgn.m: solve a problem with
Octave 3.2.x (0x0 stk_dataframe objects).
Avoid changing the current dir to make a function available.
* misc/test/stk_runtests.m: Avoid changing the current dir to make
stk_config_path available. Use addpath/rmpath instead.
2014-05-06 Julien Bect <julien.bect@supelec.fr>
stk_config_path: Fix a private folder problem in Octave 3.2.x
* config/stk_config_path.m: Fix a private folder problem in Octave
3.2.x (a new private folder has been recently created).
Use horzcat instead of [,].
* lm/@stk_lm_affine/feval.m: modified
* lm/@stk_lm_cubic/feval.m: modified
* lm/@stk_lm_quadratic/feval.m: modified
Change the way the MOLE is installed.
* config/stk_config_mole.m: New function, that takes the place of
misc/mole/init.m and misc/mole/install_mole_function.m.
* misc/mole/init.m: removed
* misc/mole/install_mole_function.m: removed
* config/stk_config_addpath.m: Modified, to call stk_config_mole,
thus avoiding the use of "run" which seems to be causing problems
in Octave 3.2.x.
* etc/octave-pkg/post_install.m: idem
* stk_init.m: idem
2014-04-15 Julien Bect <julien.bect@supelec.fr>
Add an INDEX file to the Octave package.
* etc/octave-pkg/INDEX: INDEX file for the Octave package
* etc/octave-pkg/pkg_install_stk_and_generate_doc.m: new script to
test quickly that the tarball can be installed and to inspect how
the corresponding Octave-forge documentation will look.
* admin/make_octave_package: copy INDEX to the package.
Don't include stk_optim_hasfmincon in the Octave package.
* admin/make_octave_package.m: modified
Some functions are not part of the public API.
* core/ortho_func.m: modified (doc)
* core/stk_cholcov.m: modified (doc)
* core/@stk_kreq_qr/get.m: modified (doc)
* core/@stk_kreq_qr/isequal.m: modified (doc)
* core/@stk_kreq_qr/linsolve.m: modified (doc)
* core/@stk_kreq_qr/stk_kreq_qr.m: modified (doc)
* core/@stk_kreq_qr/stk_set_righthandside.m: modified (doc)
* core/@stk_kreq_qr/stk_squared_seminorm.m: modified (doc)
* core/@stk_kreq_qr/stk_update.m: modified (doc)
* core/@stk_kreq_qr/subsref.m: modified (doc)
* misc/dist/stk_gpquadform.m: modified (doc)
2014-04-14 Julien Bect <julien.bect@supelec.fr>
stk_cholcov: new function, chol + regularization noise
* core/stk_cholcov.m: New function.
* config/stk_config_setup.m: Change the name of a warning.
* paramestim/stk_param_init.m: Use stk_colcov instead of chol.
* core/@stk_kreq_qr/get.m: Use stk_colcov instead of chol.
* paramestim/stk_param_relik.m: Use stk_cholcov.
* examples/01_kriging_basics/stk_example_kb07.m: Increase
regularity for the forth subplot. Now we can, so why not?
* examples/01_kriging_basics/stk_example_kb08.m: Remove FIXME
comment. Change subplot titles.
* utils/stk_generate_samplepaths.m: Use stk_colcov instead of
chol. Remove FIXME comment. Remove observations points from the
result when generating conditional sample paths (bugfix).
2014-04-13 Julien Bect <julien.bect@supelec.fr>
Generation of conditioned sample paths made easy (ticket #3).
* utils/stk_generate_samplepaths.m: Generate conditioned sample
paths if additional (xi, zi) arguments are provided.
* examples/01_kriging_basics/stk_example_kb08.m: New example.
2014-04-12 Julien Bect <julien.bect@supelec.fr>
Move stk_feval.m to utils/arrays/generic.
* utils/stk_feval.m: moved (from)
* utils/arrays/generic/stk_feval.m: moved (to)
2014-04-10 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_predict ().
* core/stk_predict.m: Fix a bug
2014-04-03 Julien Bect <julien.bect@supelec.fr>
Simplify the code in stk_ortho_func ().
* core/stk_ortho_func.m: Call feval (stk_lm_quadratic, x) instead
of duplicating the code. And add the cubic case.
Add (multivariate) cubic linear models.
* lm/@stk_lm_cubic: New class
* lm/@stk_lm_cubic/stk_lm_cubic.m: New function (constructor)
* lm/@stk_lm_cubic/feval.m: New function
2014-03-31 Julien Bect <julien.bect@supelec.fr>
Introduce a new (experimental) feature: linear models.
* core/stk_ortho_func.m: Modified to handle model.order == nan.
* paramestim/stk_param_init.m: Modified to handle model.order == nan.
* config/stk_config_path.m: Add lm to the path.
* lm/@stk_lm_affine/stk_lm_affine.m: New function
* lm/@stk_lm_affine/feval.m: New function
* lm/@stk_lm_constant/stk_lm_constant.m: New function
* lm/@stk_lm_constant/feval.m: New function
* lm/@stk_lm_matrix/stk_lm_matrix.m: New function
* lm/@stk_lm_matrix/feval.m: New function
* lm/@stk_lm_null/stk_lm_null.m: New function
* lm/@stk_lm_null/feval.m: New function
* lm/@stk_lm_quadratic/stk_lm_quadratic.m: New function
* lm/@stk_lm_quadratic/feval.m: New function
* examples/03_miscellaneous/stk_example_misc03.m: New example script.
2014-03-29 Julien Bect <julien.bect@supelec.fr>
Do not add config to in the path.
* config/stk_config_path.m: Remove config from the list of STK
subdirectories to be added to the path.
* stk_init.m: Remove config from the path at the end of
initialization.
* misc/test/stk_runtests.m: Do not assume that config is in the
path.
2014-03-26 Julien Bect <julien.bect@supelec.fr>
Rename stk_config_graphicstoolkit tp graphics_toolkit.
* config/stk_config_graphicstoolkit.m: Renamed.
* misc/mole/graphics_toolkit/graphics_toolkit.m: Formerly known as
stk_config_graphicstoolkit. Modified to be a (partial) replacement
of the Octave function with the same name.
* misc/mole/init.m: Add graphics_toolkit to the path only when
needed, i.e., when using Matlab or an old version of Octave.
* examples/03_miscellaneous/stk_example_misc02.m: Modified.
stk_param_relik: Adding a little bit of noise to help chol succeed.
* paramestim/stk_param_relik.m: Add a little bit of noise to help
chol succeed, when the first factorization returned by chol is not
complete. Emit a warning when doing so.
* config/stk_config_setup.m: By default, hide the warning emitted
by stk_param_relik.
2014-03-25 Julien Bect <julien.bect@supelec.fr>
stk_config_addpath: Add MOLE subdirectories to the path.
* config/stk_config_addpath.m: modified
stk_version: Simpler is better.
* config/stk_version.m: Moved...
* stk_version.m: ...here. STK's version number is now hard-coded
in this file, and read from README anymore.
* README: Refer to stk_version.m for the version number.
* config/stk_config_path.m: Add STK's root to the path unless STK
is used as an Octave package.
* etc/RELEASE_CHECKLIST: Related changes.
stk_config_getroot: Simpler is better.
* config/stk_config_getroot.m: Simplify the way we locate STK's
root. Use stk_param_relik instead of stk_test as a reference, as
stk_test will probably not be included in the Octave package.
* admin/make_octave_package.m: Modified.
stk_make_htmldoc: Remove dependency on stk_config_getroot.
* admin/stk_make_htmldoc.m: modified.
stk_param_relik: Improved implementation, or so I hope.
* paramestim/stk_param_relik.m: Several modifications, that seem
to reduce the number of warnings related to bad conditioning, and
also improve the performance for large n (about 1000, say).
Fix minor problems in stk_config_rmpath and stk_config_path.
* config/stk_config_path.m: modified
* config/stk_config_rmpath.m: modified
Test examples using stk_runtests instead of stk_runexamples.
* examples/01_kriging_basics/stk_example_kb01.m: add %!test
* examples/01_kriging_basics/stk_example_kb02.m: add %!test
* examples/01_kriging_basics/stk_example_kb03.m: add %!test
* examples/01_kriging_basics/stk_example_kb04.m: add %!test
* examples/01_kriging_basics/stk_example_kb05.m: add %!test
* examples/01_kriging_basics/stk_example_kb06.m: add %!test
* examples/01_kriging_basics/stk_example_kb07.m: add %!test
* examples/02_design_of_experiments/stk_example_doe01.m: add %!test
* examples/02_design_of_experiments/stk_example_doe02.m: add %!test
* examples/02_design_of_experiments/stk_example_doe03.m: add %!test
* examples/03_miscellaneous/stk_example_misc01.m: add %!test
* examples/03_miscellaneous/stk_example_misc02.m: add %!test
* misc/test/stk_runexamples.m: removed
* misc/test/stk_runscript.m: removed
2014-03-23 Julien Bect <julien.bect@supelec.fr>
Remove stk_init.m from the Octave package.
* admin/make_octave_package.m: Create PKG_ADD.m (later renamed to
PKG_ADD) by renaming stk_init. Therefore, we don't need the
existing PKG_ADD.m anymore.
* stk_init.m: Set STK_OCTAVE_PACKAGE to false.
* etc/octave-pkg/PKG_ADD.m: Removed.
Minor changes in stk_select_optimizer.
* misc/optim/stk_select_optimizer.m: Minor changes.
2014-03-21 Julien Bect <julien.bect@supelec.fr>
stk_param_relik: Fix help text.
* paramestim/stk_param_relik.m: Fix help text.
2014-03-18 Julien Bect <julien.bect@supelec.fr>
Restore the stk_ prefix for distrib_* functions.
* misc/distrib/distrib_normal_cdf.m: renamed (from)
* misc/distrib/distrib_normal_ei.m: renamed (from)
* misc/distrib/distrib_normal_pdf.m: renamed (from)
* misc/distrib/distrib_student_cdf.m: renamed (from)
* misc/distrib/distrib_student_ei.m: renamed (from)
* misc/distrib/distrib_student_pdf.m: renamed (from)
* misc/distrib/stk_distrib_normal_cdf.m: rename (to)
* misc/distrib/stk_distrib_normal_ei.m: rename (to)
* misc/distrib/stk_distrib_normal_pdf.m: rename (to)
* misc/distrib/stk_distrib_student_cdf.m: rename (to)
* misc/distrib/stk_distrib_student_ei.m: rename (to)
* misc/distrib/stk_distrib_student_pdf.m: rename (to)
* examples/02_design_of_experiments/stk_example_doe03.m: modified
* misc/distrib/README: modified
2014-03-17 Julien Bect <julien.bect@supelec.fr>
Handle large values of nu better in stk_sf_matern.
* misc/specfun/stk_sf_matern.m: Handle large values of nu better.
2014-03-14 Julien Bect <julien.bect@supelec.fr>
Handle Gaussian covariance functions in stk_param_init.
* paramestim/stk_param_init.m: Handle Gaussian covariance functions.
* paramestim/stk_param_estim.m: Source formatting.
2014-03-14 Julien Bect <julien.bect@supelec.fr>
Handle special cases in stk_sf_matern.
* misc/specfun/stk_sf_gausscorr.m: modified
* misc/specfun/stk_sf_matern.m: modified
* misc/specfun/stk_sf_matern32.m: modified
* misc/specfun/stk_sf_matern52.m: modified
2014-02-26 Julien Bect <julien.bect@supelec.fr>
Improve building and Octave packaging.
* admin/make_octave_package.m: modified
* stk_build.m: renamed...
* config/stk_config_buildmex.m: ...to this; modified.
* config/stk_config_makeinfo.m: new function
* config/stk_config_rmpath.m: modified
* config/stk_config_testprivatemex.m: modified
* etc/octave-pkg/Makefile: new file
* etc/octave-pkg/PKG_ADD.m: modified
* etc/octave-pkg/PKG_DEL.m: modified
* etc/octave-pkg/pre_install.m: deleted
* etc/octave-pkg/post_install.m: new script
* stk_init.m: modified
Reorganize the MOLE.
* misc/mole/PKG_ADD.m: Renamed to init.m
* misc/mole/init.m: Renamed from PKG_ADD.m. Add variables
MOLE_DO_ADDPATH and MOLE_PRUNE_ADDPATH to control the behaviour of
the script.
* misc/mole/PKG_DEL.m: Remove (was not needed after all).
* etc/octave-pkg/pre_install.m: Call init.m (renamed from
PKG_ADD.m) with MOLE_DO_ADDPATH = false and MOLE_PRUNE_ADDPATH =
true. Remove call to PKG_DEL.m (was not needed, after all).
* misc/mole/README: Bring up to date with the new organization of
the MOLE.
* misc/mole/common/isoctave.m: Moved to ../isoctave.
* misc/mole/isoctave/isoctave.m: Moved from ../common.
* misc/mole/install_mole_function.m: Helper function for init.m.
* stk_init.m: Modified (call init.m instead of PKG_ADD.m).
2014-02-25 Julien Bect <julien.bect@supelec.fr>
Get rid of ismatlab (). Just use ~ isoctave () instead.
* config/stk_config_setup.m: Replace ismatlab -> ~isoctave.
* misc/mole/common/ismatlab.m: Removed.
Rename graphicstoolkit to stk_config_graphicstoolkit.
* misc/mole/common/graphicstoolkit.m: removed
* config/stk_config_graphicstoolkit.m: new function (formerly
known as graphicstoolkit)
* examples/03_miscellaneous/stk_example_misc02.m: modified
Rename commonsize () to stk_commonsize ().
* misc/mole/common/commonsize.m: renamed to...
* utils/arrays/generic/stk_commonsize.m: ...this
* misc/distrib/distrib_normal_cdf.m: modified
* misc/distrib/distrib_normal_ei.m: modified
* misc/distrib/distrib_normal_pdf.m: modified
* misc/distrib/distrib_student_cdf.m: modified
* misc/distrib/distrib_student_ei.m: modified
* misc/distrib/distrib_student_pdf.m: modified
* misc/mole/README: modified
doc: update some help texts (script names have changed)
* paramestim/stk_param_estim.m: fix doc
* utils/stk_conditioning.m: fix doc
* utils/stk_generate_samplepaths.m: fix doc
2014-02-24 Julien Bect <julien.bect@supelec.fr>
Rewrite Octave packaging script in Octave (instead of Python).
* admin/make_octave_package.m: Translation to the Octave langage
of make_octave_package.py . Version number now properly set in
DESCRIPTION based on the one returned by stk_version ().
* admin/make_octave_package.py: deleted
Try to solve the problem with MEX-files in private directories.
* stk_init.m: Build the MEX-files *before* adding STK's
subdirectories to the path. Finger crossed.
* stk_build.m: Don't test if MEX-files located in private
directories are found (not at this point).
* config/stk_config_testprivatemex.m: New function to test if
MEX-files located in private directories are found.
Add load/unload scripts for the MOLE.
* misc/mole/PKG_ADD.m: New initialization script, that adds
selected subdirectories of the MOLE to the path.
* misc/mole/PKG_DEL.m: Remove MOLE subdirectories from the path.
* config/stk_config_path.m: Remove the part that is now handled by
the new script (misc/mole/PKG_ADD.m).
* etc/octave-pkg/pre_install.m: Run misc/mole/PKG_ADD.m first and
PKG_DEL.m at the end (otherwise the load path would contain
deleted temp directories after the installation).
* stk_init.m: Run misc/mole/PKG_ADD.m first.
2014-02-22 Julien Bect <julien.bect@supelec.fr>
Rewrite stk_config_rmpath without a call to stk_config_path.
* config/stk_config_rmpath.m: Rewrite without a call to
stk_config_path, in prevision of forthcoming changes.
Rewrite stk_config_addpath in a cleaner way.
* config/stk_config_addpath.m: Rewrite the function in a cleaner
way, without the useless output argument.
* config/stk_config_getroot.m: Add an additional output argument,
to indicate if STK is present in the path.
2014-02-18 Julien Bect <julien.bect@supelec.fr>
stk_param_getdefaultbounds.m: Handle Gaussian covariance functions.
* paramestim/stk_param_getdefaultbounds.m: Handle the case of
Gaussian isotropic and anisotropic covariance functions.
2014-02-17 Julien Bect <julien.bect@supelec.fr>
Improve stk_config_getroot.
* config/stk_config_getroot.m: Make it work even if STK has not
been added to the search path.
2014-02-16 Julien Bect <julien.bect@supelec.fr>
stk_sampling_maximinlhs.m: minor change
* stk_sampling_maximinlhs.m (lhsdesign_): No need to check if x is
empty since we start the loop at j == 2, now.
2014-02-12 Julien Bect <julien.bect@supelec.fr>
stk_sampling_maximinlhs.m: Do not compute the criterion if niter == 1.
* stk_sampling_maximinlhs.m: modified
@stk_kreq_qr: heuristic improvement of numerical conditioning.
* core/@stk_kreq_qr/private: new folder
* core/@stk_kreq_qr/private/compute_P_scaling.m: new function
* core/@stk_kreq_qr/stk_update.m: modified
* core/@stk_kreq_qr/stk_kreq_qr.m: modified
* core/@stk_kreq_qr/stk_set_righthandside.m: modified
2014-02-05 Julien Bect <julien.bect@supelec.fr>
stk_testfun_braninhoo.m: Fix domain bound in the documentation.
* examples/test_functions/stk_testfun_braninhoo.m: Fix domain
bound in the documentation.
2014-01-17 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_param_init.
* paramestim/stk_param_init.m: modified
2014-01-16 Julien Bect <julien.bect@supelec.fr>
Add size checks to several functions.
* core/stk_predict.m: modified
* paramestim/stk_param_init.m: modified
* paramestim/stk_param_estim.m: modified
2014-01-15 Julien Bect <julien.bect@supelec.fr>
Warn Octave users about the problem with MEX-files in privates folders.
* stk_build.m: modified
2014-01-10 Julien Bect <julien.bect@supelec.fr>
First draft for the automatic generation of an Octave package.
* admin/make_octave_package.py: new script
* etc/octave-pkg: new folder
* etc/octave-pkg/pre_install.m: new function
* etc/octave-pkg/PKG_DEL.m: new function
* etc/octave-pkg/PKG_ADD.m: new function
Create a misc folder for optimization related functions.
* misc/optim: new folder
* config/stk_select_optimizer.m: moved to misc/optim
* config/stk_config_addpath.m: modified
Rename stk_configure -> stk_config_setup
* misc/stk_configure.m: renamed
* misc/stk_config_setup.m: formerly known as stk_configure.m
Move 'config' up one level and rewrite part of the configuration system.
* config: formerly known as misc/config
* config/stk_configure.m: new function
* config/stk_config_addpath.m: replacement for stk_set_root.m
* config/stk_config_getroot.m: replacement for stk_get_root.m
* config/stk_config_path.m: replacement for stk_path.m
* config/stk_config_rmpath.m: new function
* misc/config: moved to config
* misc/config/stk_set_root.m: moved/renamed/modified
* misc/config/stk_get_root.m: moved/renamed/modified
* misc/config/stk_path.m: moved/renamed/modified
* misc/config/stk_configure_octave.m: moved/modified
* misc/config/stk_version.m: moved/modified
* misc/config/stk_configure_matlab.m: removed/merged in stk_configure
* misc/config/stk_configure_octave.m: removed/merged in stk_configure
* misc/config/stk_select_optimizer.m: moved
* stk_init.m: modified
* stk_build.m: modified
* misc/test/stk_runexamples.m: modified
* misc/test/stk_runtests.m: modified
* misc/mole/matlab/page_screen_output.m: new function
* admin/stk_make_htmldoc.m: modified
Rename stk_compile_all -> stk_build.
* config/stk_compile_all.m: moved/renamed
* stk_build: formerly known as stk_compile_all.m
Rename stk_is_fmincon_available -> stk_optim_hasfmincon.
* misc/config/stk_is_fmincon_available.m: moved/renamed
* misc/optim/stk_optim_hasfmincon.m: formerly known as stk_is_fmincon_available.m
Rename stk_is_pct_installed -> stk_parallel_haspct.
* misc/config/stk_is_pct_installed.m: moved/renamed
* misc/parallel/stk_parallel_haspct.m: formerly known as stk_is_pct_installed.m
Remove obsolete function stk_is_octave_in_use.
* misc/config/stk_is_octave_in_use.m: deleted
2014-01-01 Julien Bect <julien.bect@supelec.fr>
stk_init: move some Matlab-specific configuration to a dedicated function.
* misc/config/stk_octave_config.m: renamed to stk_configure_octave
* misc/config/stk_configure_octave.m: formerly known as stk_octave_config
* misc/config/stk_configure_matlab.m: new function
* stk_init.m: modified
2013-12-19 Julien Bect <julien.bect@supelec.fr>
Minimalist support for linear indexing on dataframes.
* utils/arrays/@stk_dataframe/subsref.m: modified
* utils/arrays/@stk_dataframe/subsasgn.m: modified
* examples/02_design_of_experiments/stk_example_doe03.m: modified
Overload reshape for stk_dataframe objects.
* utils/arrays/@stk_dataframe/reshape.m: new function
Set row names on the output of stk_generate_samplepaths.
* utils/stk_generate_samplepaths.m: modified
2013-12-06 Julien Bect <julien.bect@supelec.fr>
Thicker lines in examples kb01 and kb02.
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
Improve the robustness of @stk_dataframe/set.m.
* utils/arrays/@stk_dataframe/subsasgn.m: modified
* utils/arrays/@stk_dataframe/set.m: modified
Change the behaviour of dataframes without row or column names.
* misc/config/stk_compile_all.m: modified
* utils/arrays/@stk_dataframe/private/make_numeric_rownames.c: removed
* utils/arrays/@stk_dataframe/subsasgn.m: modified
* utils/arrays/@stk_dataframe/subsref.m: modified
* utils/arrays/generic/stk_sprintf_data.m: modified
2013-12-05 Julien Bect <julien.bect@supelec.fr>
Make stk_dataframe row manipulations faster.
* utils/arrays/@stk_dataframe/private/make_numeric_rownames.c: new
* utils/arrays/@stk_dataframe/subsref.m: modified
* utils/arrays/@stk_dataframe/subsasgn.m: modified
* misc/config/stk_compile_all.m: modified
* misc/include/stk_mex.h: modified
Handle infinities in stk_sprintf_colvect_* functions.
* misc/text/stk_sprintf_colvect_fixedpoint.m: modified
* misc/text/stk_sprintf_colvect_scientific.m: modified
Add an optional max_width argument to @stk_dataframe/disp.
* utils/arrays/@stk_dataframe/disp.m: modified
2013-12-03 Julien Bect <julien.bect@supelec.fr>
Fix @stk_kreq_qr/stk_update. Add tests.
* core/@stk_kreq_qr/stk_kreq_qr.m: modified
* core/@stk_kreq_qr/stk_update.m: modified
* misc/test/stk_isequal_tolabs.m: modified
2013-12-02 Julien Bect <julien.bect@supelec.fr>
Remove residual occurences of stk_kriging_equations.
* core/@stk_kreq_qr/stk_update.m: modified
* misc/benchmarks/stk_benchmark_logdet.m: modified
Advertise the mailing-list and the ticket manager on Sourceforge.
* stk_init.m: modified
* README: modified
2013-12-01 Julien Bect <julien.bect@supelec.fr>
Reorganize the MOLE. Add linsolve only if necessary.
* misc/mole/octave: removed
* misc/mole/octave/linsolve.m: moved to misc/mole/linsolve
* misc/mole/linsolve: new folder
* misc/mole/linsolve/linsvoled.m: moved from misc/mole/octave
* misc/config/stk_path.m: modified
* misc/config/stk_set_root.m: modified
Overload isequal for Octave 3.2.4 support.
* utils/arrays/@stk_dataframe/isequal.m: new function
* core/@stk_kreq_qr/isequal.m: new function
* etc/CODING_GUIDELINES: modified
2013-11-30 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_octave_config.
* misc/config/stk_octave_config.m: modified
Reorganize the MOLE for the sake of flexibility.
* misc/mole/corr: new folder
* misc/mole/corr/corr.m: moved from misc/mole/matlab/stats
* misc/mole/quantile: new folder
* misc/mole/quantile/quantile.m: moved from misc/mole/matlab/stat
* misc/mole/matlab/stats: removed
* misc/mole/matlab/stats/quantile.m: moved to misc/mole/quantile
* misc/mole/matlab/stats/corr.m: moved to misc/mole/corr
* misc/config/stk_path.m: modified
2013-11-29 Julien Bect <julien.bect@supelec.fr>
Add a new function to the MOLE: corr.
* misc/mole/matlab/stats/corr.m: new function
Move octave_quantile to the MOLE.
* misc/stats: removed
* misc/stats/octave_quantile.m: removed
* misc/mole/matlab/stats: new directory
* misc/mole/matlab/stats/quantile.m: formerly known as
misc/stats/octave_quantile
* utils/arrays/@stk_dataframe/quantile.m: modified
* misc/config/stk_path.m: modified
Make stk_runexamples fail if at least one example failed.
* trunk/misc/test/stk_runexamples.m: modified
2013-11-28 Julien Bect <julien.bect@supelec.fr>
Add a new MOLE function: graphicstoolkit.
* misc/mole/matlab/graphics_toolkit.m: removed
* misc/mole/common/graphicstoolkit.m: new function
* examples/03_miscellaneous/stk_example_misc02: modified
2013-11-25 Julien Bect <julien.bect@supelec.fr>
Use a more conservative form of subplot (without options).
* misc/plot/stk_subplot.m: modified
Fix a bug in stk_path.
* misc/config/stk_path.m: modified
2013-11-24 Julien Bect <julien.bect@supelec.fr>
Fix a typo (missing parenthesis) in stk_rescale.
* utils/arrays/generic/stk_rescale.m: modified
Fix a copy-paste typo in stk_path.
* misc/config/stk_path.m: modified
Increase test tolerance.
* misc/distrib/distrib_student_cdf.m: modified
Provide a replacement for graphics_toolkit in Matlab.
* misc/mole/matlab/graphics_toolkit.m: modified
Remove the legend in example 'misc02' if using gnuplot.
* examples/03_miscellaneous/stk_example_misc02.m: modified
Choose a slightly less singular example for 'doe03'.
* examples/02_design_of_experiments/stk_example_doe03.m: modified
Fix stk_select_optimizer: sqp is in Octave core.
* misc/config/stk_select_optimizer.m: modified
Add documentation for stk_select_optimizer.
* misc/config/stk_select_optimizer.m: modified
2013-11-22 Julien Bect <julien.bect@supelec.fr>
Add a new example.
* examples/01_kriging_basics/stk_example_kb07.m: new script
2013-11-19 Julien Bect <julien.bect@supelec.fr>
Change plot options in example 'doe01'.
* examples/02_design_of_experiments/stk_example_doe01.m: modified
Add a smoke test of all examples.
* misc/test/stk_runexamples.m: modified
2013-11-18 Julien Bect <julien.bect@supelec.fr>
Remove TRUE_NOISE_STD in example 'kb03'.
* examples/01_kriging_basics/stk_example_kb03.m: modified
Use the variance returned by stk_param_init for noiseless data.
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb03.m: modified
2013-11-15 Julien Bect <julien.bect@supelec.fr>
Remove stk_plot1dsim.
* misc/plot/stk_plot1dsim.m: removed
* misc/plot/stk_plot1d.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
2013-11-14 Julien Bect <julien.bect@supelec.fr>
Rewrite one-line descriptions of all examples.
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb03.m: modified
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
* examples/01_kriging_basics/stk_example_kb06.m: modified
* examples/02_design_of_experiments/stk_example_doe01.m: modified
* examples/02_design_of_experiments/stk_example_doe02.m: modified
* examples/02_design_of_experiments/stk_example_doe03.m: modified
* examples/03_miscellaneous/stk_example_misc01.m: modified
* examples/03_miscellaneous/stk_example_misc02.m: modified
Rewrite the description of example 'kb02'.
* examples/01_kriging_basics/stk_example_kb02.m: modified
2013-11-12 Julien Bect <julien.bect@supelec.fr>
Rewrite the description of example 'misc02'.
* examples/03_miscellaneous/stk_example_misc02.m: modified
2013-11-11 Julien Bect <julien.bect@supelec.fr>
New functions: stk_axes, stk_subplot, stk_title.
* misc/plot/stk_subplot.m: new function
* misc/plot/stk_axes.m: new function
* misc/plot/stk_title.m: new function
* misc/options/stk_options_set.m: modified
* misc/plot/stk_figure.m: modified
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb03.m: modified
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
* examples/01_kriging_basics/stk_example_kb06.m: modified
* examples/02_design_of_experiments/stk_example_doe01.m: modified
* examples/02_design_of_experiments/stk_example_doe02.m: modified
* examples/02_design_of_experiments/stk_example_doe03.m: modified
* examples/03_miscellaneous/stk_example_misc01.m: modified
* examples/03_miscellaneous/stk_example_misc02.m: modified
2013-11-10 Julien Bect <julien.bect@supelec.fr>
Change plot labels in several examples.
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
New functions to create labels with options.
* misc/plot/stk_xlabel.m: new function
* misc/plot/stk_ylabel.m: new function
* misc/plot/stk_labels.m: new function
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
* examples/02_design_of_experiments/stk_example_doe03.m: modified
* examples/03_miscellaneous/stk_example_misc01.m: modified
* examples/03_miscellaneous/stk_example_misc02.m: modified
* misc/benchmarks/stk_benchmark_cov2.m: modified
* misc/plot/stk_figure.m: modified
* misc/plot/stk_plot2d.m: modified
* misc/options/stk_options_set.m: modified
* utils/arrays/@stk_dataframe/plot.m: modified
2013-11-07 Julien Bect <julien.bect@supelec.fr>
New function to create figures for the examples.
* misc/plot/stk_figure.m: new function
* misc/options/stk_options_set.m: modified
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb03.m: modified
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
* examples/01_kriging_basics/stk_example_kb06.m: modified
* examples/02_design_of_experiments/stk_example_doe01.m: modified
* examples/02_design_of_experiments/stk_example_doe02.m: modified
* examples/02_design_of_experiments/stk_example_doe03.m: modified
* examples/03_miscellaneous/stk_example_misc02.m: modified
* examples/03_miscellaneous/stk_example_misc01.m: modified
* misc/benchmarks/stk_benchmark_cov2.m: modified
Plot directly on the current axes.
* misc/plot/stk_plot1d.m: modified
* misc/plot/stk_plot1dsim.m: modified
Minor changes in stk_plot1dsim.
* misc/plot/stk_plot1dsim.m: modified
Add figures in example kb05.
* examples/01_kriging_basics/stk_example_kb05.m: modified
2013-11-02 Julien Bect <julien.bect@supelec.fr>
Remove example misc01, rename misc02 and misc03.
* stk_example_misc01.m: deleted
* stk_example_misc02.m: renamed to misc01
* stk_example_misc03.m: renamed to misc02
Add a new example.
* examples/01_kriging_basics/stk_example_kb06.m: new script
Raise current axis to the top layer in stk_plot_shadedci.
* misc/plot/stk_plot_shadedci.m: modified
Add the Gaussian correlation to example 'misc02'.
* examples/03_miscellaneous/stk_example_misc02.m: modified
2013-11-01 Julien Bect <julien.bect@supelec.fr>
Add Gaussian isotropic and anisotropic covariance functions.
* covfcs/stk_gausscov_iso.m: new function
* covfcs/stk_gausscov_aniso.m: new function
* utils/stk_model.m: modified
Add the Gaussian correlation function.
* misc/specfun/stk_sf_gausscorr.m: new function
Improve the precision of stk_sf_matern around 0 for high nu.
* misc/specfun/stk_sf_matern.m: modified
2013-10-29 Julien Bect <julien.bect@supelec.fr>
Remove obsolete references to example01.m
* core/stk_predict.m: modified
* misc/plot/stk_plot1d.m: modified
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/03_miscellaneous/stk_example_misc01.m: modified
2013-10-28 Julien Bect <julien.bect@supelec.fr>
Rewrite the description of examples 'doe02' and 'doe03'.
* examples/02_design_of_experiments/stk_example_doe02.m: modified
* examples/02_design_of_experiments/stk_example_doe03.m: modified
2013-10-26 Julien Bect <julien.bect@supelec.fr>
Rewrite example 'doe01'.
* examples/02_design_of_experiments/stk_example_doe01.m: modified
Add an optional 'box' argument to stk_sampling_halton_rr2.
* sampling/stk_sampling_halton_rr2.m: modified
Rewrite the description of examples 'kb04' and 'kb05'.
* examples/01_kriging_basics/stk_example_kb04.m: modified
* examples/01_kriging_basics/stk_example_kb05.m: modified
2013-10-23 Julien Bect <julien.bect@supelec.fr>
Rewrite the description of example 'kb03'.
* examples/01_kriging_basics/stk_example_kb03.m: modified
2013-10-20 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_predict and add a test.
* core/stk_predict.m: modified
2013-10-16 Julien Bect <julien.bect@supelec.fr>
Rewrite the description of example 'kb02'.
* examples/01_kriging_basics/stk_example_kb02.m: modified
2013-10-15 Julien Bect <julien.bect@supelec.fr>
Rewrite the description of example 'kb01'.
* examples/01_kriging_basics/stk_example_kb01.m: modified
Insert an empty line before the example header.
* misc/text/stk_disp_examplewelcome.m: modified
2013-10-13 Julien Bect <julien.bect@supelec.fr>
New example script: 1D Bayesian optimization.
* examples/02_design_of_experiments/stk_example_doe03.m: new
script
Display help text when running an example script.
* misc/text/stk_disp_examplewelcome.m: modified
Restore output verbosity at the end of example scripts.
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
Use input row names for the output of stk_feval.
* utils/stk_feval.m: modified
Fix a bug in @stk_dataframe/subsref.
* utils/arrays/@stk_dataframe/subsref.m: modified
2013-10-12 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_dataframe.m and add a copy constructor.
* utils/arrays/@stk_dataframe/stk_dataframe.m: modified
Provide Gaussian and Student EI functions.
* misc/distrib/distrib_student_ei.m: new function
* misc/distrib/distrib_normal_ei.m: new function
2013-10-10 Julien Bect <julien.bect@supelec.fr>
distrib_normal_*: return nan for negative standard deviations.
* misc/distrib/distrib_normal_pdf.m: modified
* misc/distrib/distrib_normal_cdf.m: modified
2013-10-09 Julien Bect <julien.bect@supelec.fr>
Provide a first set of pdf/cdf replacement functions.
* misc/distrib: new folder
* misc/distrib/README: new text file
* misc/distrib/distrib_student_pdf.m: new function
* misc/distrib/distrib_normal_pdf.m: new function
* misc/distrib/distrib_student_cdf.m: new function
* misc/distrib/distrib_normal_cdf.m: new function
* misc/config/stk_path.m: modified
2013-10-07 Julien Bect <julien.bect@supelec.fr>
Make commonsize work directly on cell arrays when nargin == 1.
* misc/mole/common/commonsize.m: modified
2013-09-27 Julien Bect <julien.bect@supelec.fr>
Make Matlab/Octave compatibility easier to achieve.
* misc/mole: new folder
* misc/mole/README: new text file
* misc/mole/common: new folder
* misc/mole/common/commonsize.m: new function
* misc/mole/common/ismatlab.m: new function
* misc/mole/common/isoctave.m: new function
* misc/mole/matlab: new folder
* misc/mole/matlab/file_in_path.m: moved form misc/matlab
* misc/mole/matlab/file_in_loadpath.m: moved form misc/matlab
* misc/mole/matlab/stdout.m: moved form misc/matlab
* misc/mole/matlab/index.m: moved form misc/matlab
* misc/mole/matlab/fflush.m: moved form misc/matlab
* misc/matlab: deleted
* misc/mole/octave: new folder
* misc/mole/octave/linsolve.m: new function
* stk_init.m: modified
* admin/stk_make_htmldoc.m: modified
* core/@stk_kreq_qr/linsolve.m: modified
* misc/test/stk_test.m: modified
* misc/test/stk_runscript.m: modified
* misc/config/stk_select_optimizer.m: modified
* misc/config/stk_path.m: modified
* misc/config/stk_octave_config.m: modified
* misc/config/stk_is_octave_in_use.m: modified
2013-09-19 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_predict.
* core/stk_predict.m: modified
2013-09-18 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_sampling_olhs.
* sampling/stk_sampling_olhs.m: modified
Add new criterions for the design of computer experiments.
* misc/design: new folder
* misc/design/stk_phipcrit.m: new function
* misc/design/stk_maxabscorr.m: new function
* misc/config/stk_path.m: modified
2013-09-13 Julien Bect <julien.bect@supelec.fr>
New approach for the encapsulation of QR-based kriging computations.
* core/@stk_kriging_equation: removed
* core/@stk_kreq_qr: new class
* core/stk_predict.m: modified
2013-09-13 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
Switch to verbose display mode for examples kb01 and kb02.
* examples/01_kriging_basics/stk_example_kb01.m: modified
* examples/01_kriging_basics/stk_example_kb02.m: modified
2013-09-12 Julien Bect <julien.bect@supelec.fr>
Control the verbosity of display for dataframe objects.
* misc/options/stk_options_set.m: modified
* utils/arrays/@stk_factorialdesign/disp.m: modified
* utils/arrays/@stk_dataframe/disp.m: modified
* utils/arrays/@stk_dataframe/display.m: modified
* stk_init.m: modified
Display row and column names between simple quotes.
* utils/arrays/@stk_dataframe/stk_sprintf_colnames.m: modified
* utils/arrays/@stk_dataframe/stk_sprintf_rownames.m: modified
stk_param_estim.m: Fix a stupid bug.
* paramestim/stk_param_estim.m: modified
Reorganize folders.
* utils/arrays: new folder
* utils/arrays/generic: new folder
* utils/@stk_dataframe: moved to utils/arrays
* utils/@stk_factorialdesign: moved to utils/arrays
* utils/@struct: moved to utils/arrays
* misc/text/stk_sprintf_data.m: moved to utils/arrays/generic
* misc/text/stk_sprintf_rownames.m: moved to utils/arrays/generic
* misc/text/stk_sprintf_info.m: moved to utils/arrays/generic
* misc/text/stk_sprintf_sizetype.m: moved to utils/arrays/generic
* misc/text/stk_sprintf_colnames.m: moved to utils/arrays/generic
* utils/stk_rescale.m: moved to utils/arrays/generic
* utils/stk_normalize.m: moved to utils/arrays/generic
* misc/config/stk_path.m: modified
* misc/config/stk_compile_all.m: modified
Fill .info field after the construction of a dataframe.
* core/stk_predict.m: modified
* core/@stk_kriging_equation/stk_predict.m: modified
* utils/stk_feval.m: modified
* sampling/stk_sampling_olhs.m: modified
* sampling/stk_sampling_randunif.m: modified
* sampling/stk_sampling_maximinlhs.m: modified
* sampling/stk_sampling_halton_rr2.m: modified
* sampling/stk_sampling_randomlhs.m: modified
2013-09-11 Julien Bect <julien.bect@supelec.fr>
@stk_dataframe, @stk_factorialdesign: Improve display.
* utils/@stk_dataframe/stk_sprintf_info.m: new function
* utils/@stk_dataframe/stk_sprintf_data.m: new function
* utils/@stk_dataframe/disp.m: modified
* utils/@stk_dataframe/stk_sprintf_colnames.m: new function
* utils/@stk_dataframe/stk_dataframe.m: modified
* utils/@stk_dataframe/stk_sprintf_rownames.m: new function
* utils/@stk_dataframe/stk_sprintf_sizetype.m: new function
* utils/@stk_factorialdesign/disp.m: new function
* utils/@stk_factorialdesign/stk_factorialdesign.m: modified
* utils/@stk_factorialdesign/stk_sprintf_levels.m: new function
* sampling/stk_sampling_regulargrid.m: modified
* misc/text/stk_sprintf_sizetype.m: new function
* misc/text/stk_sprintf_rownames.m: new function
* misc/text/stk_sprintf_info.m: new function
* misc/text/stk_sprintf_colnames.m: new function
* misc/text/stk_sprintf_data.m: new function
Allow string arguments in stk_isequal_tolabs and stk_isequal_tolrel.
* misc/test/stk_isequal_tolrel.m: modified
* misc/test/stk_isequal_tolabs.m: modified
2013-09-11 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
@stk_dataframe: Increase display verbosity.
* utils/@stk_dataframe/display.m: modified
* utils/@stk_dataframe/disp.m: modified
@stk_dataframe: Make 'data' available through get/set and dot-indexation.
* utils/@stk_dataframe/private/get_column_number.c: modified
stk_disp_examplewelcome.m: Define a default welcome message.
* misc/text/stk_disp_examplewelcome.m: modified
2013-09-10 Julien Bect <julien.bect@supelec.fr>
Use strtrim instead of deblank + fliplr.
* misc/config/stk_version.m: modified (bugfix)
* admin/m2html/m2html.m: modified
* admin/m2html/private/mfileparse.m: modified
Do not display Octave-style unit tests in the HTML documentation.
* admin/m2html/m2html.m: modified
Clarify author & copyright information in README.
* README: modified
2013-09-08 Julien Bect <julien.bect@supelec.fr>
Fix a bug with y-labels (empty legend) in @stk_dataframe/plot.
* utils/@stk_dataframe/plot.m: modified
Preserve row names when removing rows from a dataframe.
* utils/@stk_dataframe/subsref.m: modified
* utils/@stk_dataframe/subsasgn.m: modified
2013-09-07 Julien Bect <julien.bect@supelec.fr>
Rename internal field 'vnames' to 'colnames' in @stk_dataframe.
* utils/@stk_dataframe/subsasgn.m: modified
* utils/@stk_dataframe/stk_dataframe.m: modified
* utils/@stk_dataframe/get.m: modified
* utils/@stk_dataframe/set.m: modified
* utils/@stk_dataframe/disp.m: modified
* utils/@stk_dataframe/bsxfun.m: modified
* utils/@stk_dataframe/fieldnames.m: modified
Return an stk_dataframe when using ()-indexing on an stk_dataframe.
* utils/@stk_dataframe/subsref.m: modified
* utils/stk_feval.m: modified
* utils/@stk_dataframe/subsasgn.m: modified (nothing serious)
* utils/@stk_dataframe/end.m: modified (tests)
* sampling/stk_sampling_vdc_rr2.m: modified (tests)
* sampling/stk_sampling_halton_rr2.m: modified (tests)
2013-09-05 Julien Bect <julien.bect@supelec.fr>
Plot dataframes with two columns or more.
* utils/@stk_dataframe/plot.m: modified
2013-09-04 Julien Bect <julien.bect@supelec.fr>
Make @stk_dataframe behave more like matrices wrt row/column deletion.
* utils/@stk_dataframe/subsasgn.m: modified
Make line lengths equal in README.
* README: modified
2013-09-01 Julien Bect <julien.bect@supelec.fr>
Improve Octave 3.2.x compatibility.
* utils/@stk_dataframe/max.m: modified
* utils/@stk_dataframe/apply.m: modified
* utils/@stk_dataframe/display.m: modified
* utils/@stk_dataframe/xor.m: modified
* utils/@stk_dataframe/disp.m: modified
* utils/@stk_dataframe/stk_normalize.m: modified
* utils/@stk_dataframe/min.m: modified
* utils/@stk_factorialdesign/stk_factorialdesign.m: modified
* utils/@stk_factorialdesign/stk_rescale.m: modified
* utils/@stk_factorialdesign/stk_normalize.m: modified
* misc/config/stk_octave_config.m: modified
* misc/stats/octave_quantile.m: modified
* misc/test/stk_isequal_tolabs.m: modified
* misc/test/stk_test_dfbinaryop.m: modified
Provide a quantile function since Matlab (base) does not have it.
* misc/stats/octave_quantile.m: new function
* utils/@stk_dataframe/quantile.m: modified
* misc/config/stk_path.m: modified
2013-08-31 Julien Bect <julien.bect@supelec.fr>
Add return code to several C functions.
* sampling/stk_sampling_vdc_rr2.c: modified
Remove unused variables in several C functions.
* misc/dist/private/stk_dist_pairwise.c: modified
* misc/dist/private/stk_gpquadform_pairwise.c: modified
* utils/@stk_dataframe/private/get_column_number.c: modified
Fix a problem with bsxfun/realpow in Matlab R2007a.
* utils/@stk_dataframe/bsxfun.m: modified
2013-08-30 Julien Bect <julien.bect@supelec.fr>
Fix several issues in stk_compile_all.
* misc/config/stk_compile_all.m: modified
Fix stk_octave_config to make it work in Octave 3.4.3.
* misc/config/stk_octave_config.m: modified
Rename stk_remlqrg to stk_param_relik.
* paramestim/stk_param_relik.m: formerly known as stk_remlgrg.m
* paramestim/stk_remlqrg.m: removed
* paramestim/stk_param_init.m: modified
* paramestim/stk_param_estim.m: modified
Add new function that returns STK's version number.
* misc/config/stk_version.m: new function.
2013-08-29 Julien Bect <julien.bect@supelec.fr>
Use new covariance type 'stk_discretecov' instead of Kx_cache/Px_cache.
* covfcs/stk_discretecov.m: new function.
* core/@stk_kriging_equation/stk_predict.m: modified.
* core/stk_ortho_func.m: modified.
* core/stk_make_matcov.m: modified.
* core/stk_predict.m: modified.
* utils/stk_model.m: modified.
Rewrite stk_noisecov for clarity.
* covfcs/stk_noisecov.m: modified.
2013-08-28 Julien Bect <julien.bect@supelec.fr>
Disable a warning in stk_predict.
* stk_init.m: modified.
Add checklist for creating releases.
* etc/RELEASE_CHECKLIST: new text file.
Add file AUTHORS (list of all contributors).
* AUTHORS: new text file.
Add admin script to find non-standard characters.
* admin/findNonStandardCharacters: new bash script.
Fix end of lines (use LF).
* admin/fixEOL: new bash script to fix end of lines.
* sampling/stk_sampling_vdc_rr2.c: fix EOL.
* misc/dist/stk_filldist_exact.m: fix EOL.
* misc/config/stk_octave_config.m: fix EOL.
* misc/test/stk_runscript.m: fix EOL.
2013-08-27 Julien Bect <julien.bect@supelec.fr>
Fix a test.
* core/stk_predict.m: fix a test.
2013-08-22 Julien Bect <julien.bect@supelec.fr>
Provide facilities for computing logdets.
* core/@stk_kriging_equation/get.m: new function.
* core/@stk_kriging_equation/set.m: new function.
* misc/benchmarks/stk_benchmark_logdet.m: new script
Prepare for future work on updating kreq objects.
* core/@stk_kriging_equation/stk_update.m: new function
Implement a greedy evaluation model in @stk_kriging_equation.
* core/@stk_kriging_equation/stk_kriging_equation.m: modified.
* core/@stk_kriging_equation/private/do_compute.m: new function.
* core/@stk_kriging_equation/stk_squared_seminorm.m: new function.
* core/@stk_kriging_equation/stk_predict.m: modified.
* core/@stk_kriging_equation/get.m: new function.
* core/@stk_kriging_equation/set.m: new function.
* core/@stk_kriging_equation/linsolve.m: modified.
* core/stk_predict.m: modified
2013-08-21 Julien Bect <julien.bect@supelec.fr>
Fix horzcat/vertcat in the stk_dataframe class (Octave only).
* utils/@stk_dataframe/vertcat.m: modified.
* utils/@stk_dataframe/horzcat.m: modified.
Rewrite get/set in the stk_dataframe class.
* utils/@stk_dataframe/private/get_column_number.c: new MEX-file.
* utils/@stk_dataframe/private/get_column_number.m: its brother.
* utils/@stk_dataframe/get.m: new M-file.
* utils/@stk_dataframe/set.m: its sister.
* misc/config/stk_compile_all.m: modified.
* utils/@stk_dataframe/src/get_column_number.h: removed
* utils/@stk_dataframe/src/set.c: removed
* utils/@stk_dataframe/src/get.c: removed
* etc/CODING_GUIDELINES: Explain the rationale for this change.
Fix a bug in sampling/stk_sampling_halton_rr2.m (Octave only).
* sampling/stk_sampling_halton_rr2.m: modified.
Get rid of a nested function in stk_compile_all.m.
* misc/config/stk_compile_all.m: remove nested function.
* etc/CODING_GUIDELINES: Explain the rationale for this change.
Fix a bug in get_column_number.h.
* utils/@stk_dataframe/src/get_column_number.h: modified.
Get rid of stk_narginchk.
* misc/error/stk_narginchk.m: Removed.
Update argument checking in all STK functions accordingly.
* etc/CODING_GUIDELINES: Explain the rationale for this change.
Fix a bug in @stk_kriging_equation/stk_predict.m (nargin values).
* core/@stk_kriging_equation/stk_predict.m: modified.
2013-07-22 Julien Bect <julien.bect@supelec.fr>
Add functions to generate RR2-scrambled van der Corput and Halton
sequences. Joint work with Alexandra Krauth and Elham Rahali.
* sampling/stk_sampling_vdc_rr2.c: New MEX-file.
* sampling/stk_sampling_vdc_rr2.m: MEX-file doc + tests.
* sampling/stk_sampling_halton_rr2.m: New function.
* misc/include/primes.h: New header.
* misc/include/stk_mex.h: Modified.
* misc/config/stk_compile_all.m: Modified.
Fix a test.
* core/stk_predict.m: Modified.
Fix bugs in approximate comparison functions.
* misc/test/stk_isequal_tolabs.m: Modified.
* misc/test/stk_isequal_tolrel.m: Modified.
2013-07-18 Julien Bect <julien.bect@supelec.fr>
Fix a minor bug in @stk_dataframe.horzcat.
* utils/@stk_dataframe/horzcat.m: Modified.
Benchmarks for parallelization.
* misc/benchmarks: New folder.
* misc/benchmarks/stk_benchmark_cov2.m: New script.
* misc/benchmarks/stk_benchmark_cov1.m: New script.
Rewrite parallelization of covariance evaluation.
* core/private: Removed.
* core/stk_make_matcov.m: Modified (much simpler now !)
* misc/specfun/stk_sf_matern.m: Modified (parallelized)
Add wrapper classes for parallel computation engines.
* misc/parallel: New folder.
* misc/parallel/@stk_parallel_engine_none: New class.
* misc/parallel/@stk_parallel_engine_parfor: New class.
* misc/parallel/stk_parallel_cutblocks.m: New function.
* misc/parallel/stk_parallel_feval.m: New function.
* misc/parallel/stk_parallel_start.m: New function.
* misc/parallel/stk_parallel_engine_set.m: New function.
* misc/parallel/stk_parallel_engine_get.m: New function.
* misc/parallel/stk_parallel_stop.m: New function.
* misc/config/stk_path.m: Modified.
A new system for managing options.
* misc/options: New folder.
* misc/options/stk_options_set.m: New function.
* misc/options/stk_options_get.m: New function.
* misc/config/stk_path.m: Modified.
2013-07-15 Julien Bect <julien.bect@supelec.fr>
Recompile a MEX-file if the source is more recent.
* misc/config/stk_compile_all.m: Modified.
Add MEX-file for an efficient access to the named properties of an
stk_dataframe object.
* utils/@stk_dataframe/src: New folder for MEX sources.
* utils/@stk_dataframe/src/get.c: New method (source).
* utils/@stk_dataframe/src/set.c: New method (source).
* utils/@stk_dataframe/src/get_column_number.h: New C header.
* misc/config/stk_compile_all.m: Compile get and set.
* utils/@stk_factorialdesign/get.m: New method.
* utils/@stk_factorialdesign/set.m: New method.
* utils/@stk_dataframe/subsasgn.m: Use get/set.
* utils/@stk_dataframe/subsref.m: Idem.
* utils/@stk_dataframe/ctranspose.m: Idem.
* utils/@stk_dataframe/transpose.m: Idem.
* utils/@stk_factorialdesign/stk_factorialdesign.m: Idem.
* utils/@stk_dataframe/stk_dataframe.m: Idem.
* utils/@stk_dataframe/stk_get_rownames.m: Removed.
* utils/@stk_dataframe/stk_get_colnames.m: Removed.
* utils/@stk_dataframe/stk_set_rownames.m: Removed.
* utils/@stk_dataframe/stk_get_colnames.m: Removed
* utils/@stk_dataframe/private/get_column_indicator.m: Removed.
Create a folder for common include files (*.h).
* misc/include: New folder.
* misc/include/stk_mex.h: Moved from misc/dist/private/.
* misc/config/stk_compile_all.m: Add a -I flag for mex
2013-07-02 Julien Bect <julien.bect@supelec.fr>
Encapsulate kriging equations in a dedicated class (bis).
* core/stk_predict.m: Move the rhs loop (and a few other things)
to @stk_kriging_equation.stk_predict(). Add tests.
* core/@stk_kriging_equation/stk_predict.m: New function.
* core/@stk_kriging_equation/linsolve.m: Cast xt to double.
* core/@stk_kriging_equation/stk_kriging_equation.m: Cast xi to
double. Add a third optional argument: 'xt'.
2013-06-28 Julien Bect <julien.bect@supelec.fr>
Encapsulate kriging equations in a dedicated class.
* core/@stk_kriging_equation: A new class that encapsulates the
basic linear-algebraic operations related to the kriging
equations. Methods: stk_kriging_equation.m, linsolve.m,
stk_posterior_matcov.m and subsref.m.
* core/stk_predict.m: Use the new class.
2013-06-19 Julien Bect <julien.bect@supelec.fr>
Send a warning when negative variances are set to zero.
* core/stk_predict.m: modified.
2013-06-18 Julien Bect <julien.bect@supelec.fr>
Overloaded quantile() function for dataframe objects.
* utils/@stk_dataframe/quantile.m: New function.
2013-06-16 Julien Bect <julien.bect@supelec.fr>
Improve backward compatibility.
* utils/@stk_dataframe/private/get_column_indicator.m: Return the
'var' field if it exists when 'v' is asked for, and display a
warning.
Fix a bug in stk_param_getdefaultbounds (not handling .a
structures properly).
* paramestim/stk_param_getdefaultbounds.m: Cast to double before
calling var() to handle legacy .a structure properly.
2013-06-04 Julien Bect <julien.bect@supelec.fr>
Return a dataframe from stk_conditioning().
* utils/stk_conditioning.m: Return a dataframe.
Fix a bug in stk_predict (not handling .a structures properly).
* core/stk_predict.m: Filter input arguments through double() to
handle legacy .a structures properly. Add tests.
Fix two bugs related to dataframe indexing.
* utils/@stk_dataframe/private/get_column_indicator.m: Fixed.
* utils/@stk_dataframe/subsref.m: Add tests.
2013-05-18 Julien Bect <julien.bect@supelec.fr>
Use function name as variable name in stk_feval.
* utils/stk_feval.m: Use function name as variable name.
Get rid of local variable use_indices in stk_predict.
* core/stk_predict.m: Get rid of local variable use_indices.
2013-05-09 Julien Bect <julien.bect@supelec.fr>
Ensure that .a structures are still accepted.
* utils/@struct/double.m: new overloaded function that returns the
.a field of a structure, assuming it exists.
* covfcs/stk_materncov32_aniso.m: add tests.
2013-04-14 Julien Bect <julien.bect@supelec.fr>
Add two new classes: stk_dataframe, stk_factorialdesign
* utils/@stk_dataframe: new class
* utils/@stk_factorialdesign: new class
* utils/stk_datastruct.m: removed (use overloaded double()
instead)
* misc/test/stk_test_dfbinaryop.m: new function to test binary
operations on stk_dataframes objects
* stk_sampling_regulargrid.m: modified to return an
stk_factorialdesign
* *.m: remove all occurences of .a, stk_datastruct, and use the
new possibilities provided by the two added classes
Return additional arguments from stk_rescale and stk_normalize.
* utils/stk_rescale.m, utils/stk_normalize.m: modified to return
additional output arguments a and b, such that y = a + b*x
Reorganize exisiting text functions and add some new ones.
* misc/disp/stk_disp_framedtext.m: removed, superseded by
the new function stk_sprintf_framed()
* misc/disp/stk_disp_examplewelcome.m: moved to misc/text
* misc/text/stk_sprintf_colvect.m,
stk_sprintf_colvect_fixedpoint.m,
stk_sprintf_colvect_scientific.m: new functions
* misc/test/stk_runexamples.m: modified
* misc/config/stk_path.m: modified
2013-03-25 Julien Bect <julien.bect@supelec.fr>
Make stk_test() silent as a grave.
* misc/test/stk_test.m: Use evalc() instead of eval() to make
stk_test() silent as a grave. Only works in Matlab for the time
being, since evalc() is still unimplemented in Octave.
2013-03-20 Julien Bect <julien.bect@supelec.fr>
Improve stk_runtests().
* misc/test/stk_runtests.m: Include class directories and private
directories in the total number of directories. Silence warnings
and display something if there were warnings during the tests.
2013-03-17 Julien Bect <julien.bect@supelec.fr>
New function stk_param_getdefaultbounds().
* paramestim/stk_param_estim.m: Remove internal function
get_default_bounds() and call stk_param_getdefaultbounds()
instead.
* paramestim/stk_param_getdefaultbounds.m: New function to be used
instead of the internal function get_default_bounds() in
stk_param_estim.m. This function can be overloaded for parameters
objects.
In stk_param_estim(), cast param0 to the appropriate type.
* paramestim/stk_param_estim.m: Cast param0 into an object of the
appropriate type and size and set model.param to the same value.
Add local variables delta_p and delta_lnv in stk_remlqrg().
* paramestim/stk_remlqrg.m: Add local variables for (slightly)
improved readability and efficiency.
Modify stk_remlqrg() to support objects in model.param.
* paramestim/stk_remlqrg.m: Ensure that param is a column vector;
in the case where model.param is an object, this is actually a
call to subsasgn() in disguise.
2013-03-16 Julien Bect <julien.bect@supelec.fr>
Fix a (recently introduced...) bug in stk_param_init().
* paramestim/stk_param_init.m: Use log10() when calling
logspace(). Add a non-regression test.
Avoid unnecessary gradient computation in stk_param_estim().
* paramestim/stk_param_estim.m: Compute the gradient only when it
is explicitely requested, both in f_() and in f_with_noise_().
2013-03-14 Julien Bect <julien.bect@supelec.fr>
Add a warning in stk_param_init() when lognoisevariance is defined.
* paramestim/stk_param_init.m: Issue a warning if there is a
non-empty lognoisevariance field, since its value won't be used.
Fix other bugs in stk_param_init().
* paramestim/stk_param_init.m: Remove the second normalization
that was performed in the internal function paraminit_(). Use the
correct box diameter to choose the list of range values for
isotropic covariance functions.
2013-03-13 Julien Bect <julien.bect@supelec.fr>
Fix a bug in stk_param_init().
* paramestim/stk_param_init.m: Remove the value of the regularity
parameter from param for stk_matercov32_iso and
stk_materncov52_iso covariance functions.
Avoid the use of 'stable' with unique().
* misc/dist/stk_filldist_exact.m: Avoid the use of 'stable' with
unique() since Octave doesn't currently support it (and we don't
really need it, anyway, or so it seems).
2013-03-12 Julien Bect <julien.bect@supelec.fr>
Check the size of 'box' in stk_normalize.
* utils/stk_normalize.m: Check the size of 'box' before using
it. Raise an error if it's not [2 d].
Return empty from stk_param_estim when lnv is not estimated.
* paramestim/stk_param_estim.m: Return empty for the second output
argument when lognoisevariance is not estimated (to avoid warnings
about output arguments not being assigned).
2013-02-27 Julien Bect <julien.bect@supelec.fr>
Add function stk_gpquadform() to compute Gibbs-Paciorek quadratic
forms.
* misc/dist/stk_gpquadform.m: New function to compute
Gibbs-Paciorek quadratic forms.
* misc/dist/private/stk_gpquadform_pairwise.c,
misc/dist/private/stk_gpquadform_matrixx.c,
misc/dist/private/stk_gpquadform_matrixy.c: C sources for the fast
computation of stk_quadform() in several special cases.
* misc/config/stk_compile_all.m: Compile the new MEX-files.
2013-02-26 Julien Bect <julien.bect@supelec.fr>
Prepare stk_param_estim for parameter objects (instead of vectors).
* paramestim/stk_param_estim.m: Prepare for parameter objects. Rename
the optimized vector for 'param' to 'u' for clarity (since it is
sometimes an extended parameter vector).
2013-02-10 Julien Bect <julien.bect@supelec.fr>
Fix and improve stk_datastruct().
* utils/stk_datastruct.m: Call inputname correctly, with an input
argument. Return an empty data structure when nargin == 0. Add
some tests.
2013-02-04 Julien Bect <julien.bect@supelec.fr>
Implement the NOLHS construction of Cioppa & Luca (2007).
* sampling/stk_sampling_olhs.m: The function now has an additional
hidden option to trigger the construction of an extended (N)OLHS
following the paper by Cioppa & Lucs (Technometrics, 2007).
Fixed a bug in stk_rescale() and added regression tests.
* utils/stk_rescale.m: Fixed a bug in the first part of the
function (i.e., the part where the data is scaled from its
original box to [0; 1]^d). Added some regression tests.
2013-01-21 Julien Bect <julien.bect@supelec.fr>
Modified stk_set_root() to avoid the use of a persistent variable.
* misc/config/stk_set_root.m: modified. The use of a persistent variable
was failing to play its intended role when switching from one version of
STK to another. The root folder is now detected using which('stk_test').
2013-01-20 Julien Bect <julien.bect@supelec.fr>
Fixed a test in stk_filldist().
* misc/dist/stk_filldist.m: modified test. Added a tolerance in a
comparison; otherwise the test was failing from time to time
because of numerical errors.
2013-01-19 Julien Bect <julien.bect@supelec.fr>
Added a DoE example (sequential space-filling).
* examples/02_design_of_experiments/stk_example_doe02.m: new
script.
Fixed a numerical issue in stk_filldist_exact().
* misc/dist/stk_filldist_exact.m: modified. Because of possible
numerical inaccuracies, centers that are slightly outside the box
must also be considered as candidates for being ymax.
Fixed a bug in stk_filldist().
* misc/dist/stk_filldist.m: modified. Fixed a bug in the
discretized case (the second output argument was the index of ymax
instead of ymax itself, as advertised by the documentation).
Added tests to all fill distance-related functions.
* misc/dist/stk_filldist_exact.m: added tests.
* misc/dist/stk_filldist_discretized.m: added tests.
* misc/dist/stk_filldist.m: added tests.
Added a second output argument to stk_filldist_discretized().
* misc/dist/stk_filldist_discretized.m: modified. The function now
returns, as a second output argument, the point where the maximum
distance is attained, as expected by stk_filldist().
2013-01-17 Julien Bect <julien.bect@supelec.fr>
Completed the documentation of stk_fill_dist and
stk_filldist_discretized.
* misc/dist/stk_filldist.m: modified (doc)
* misc/dist/stk_filldist_discretized.m: modified (doc)
2013-01-14 Julien Bect <julien.bect@supelec.fr>
Completed the documentation of stk_filldist_exact.
* stk_filldist_exact.m: modified (documentation)
Added a test in stk_filldist.
* stk_filldist.m: modified (tests)
2013-01-13 Julien Bect <julien.bect@supelec.fr>
Ensured that all misc/dist functions accept ".a" structures.
* misc/dist/stk_dist.m: modified
* misc/dist/stk_mindist.m: modified
* misc/dist/stk_filldist.m: modified
* misc/dist/stk_filldist_discretized.m: modified
* misc/dist/private/stk_mindist.c: renamed
* misc/dist/private/stk_filldist_discretized.c: renamed
Moved misc/dist MEX-files into a private folder.
* misc/dist/private: new folder
* misc/dist/stk_dist_pairwise.c: moved to misc/dist/private
* misc/dist/stk_dist_matrixx.c: idem
* misc/dist/stk_dist_matrixy.c: idem
* misc/dist/stk_filldist_discretized.c: idem
* misc/dist/stk_mindist.c: idem
* misc/dist/stk_mex.h: idem
* misc/config/stk_path.m: modified
* misc/config/stk_compile_all.m: modified
Minor change in stk_dist (pairwise case).
* misc/dist/stk_dist.m: modified
2013-01-12 Julien Bect <julien.bect@supelec.fr>
Added a function to compute the exact fill distance, based on a
paper by Luc Pronzato and Werner G. Müller (Statistics and
Computing, 2011).
* misc/dist/stk_filldist.m: replaced
* misc/dist/stk_filldist_discretized.c: formerly stk_filldist.c
* misc/dist/stk_filldist_discretized.m: formerly stk_filldist.m
* misc/dist/stk_filldist_exact.m: new
* misc/dist/stk_filldist.c: renamed
* misc/config/stk_compile_all.m: modified
===============================================
=== Maintenance branch 1.2.x created here ===
===============================================
2013-01-12 Julien Bect <julien.bect@supelec.fr>
Fixed documentation.
* misc/dist/stk_dist.m: modified
* misc/dist/stk_mindist.m: modified
* misc/dist/stk_filldist.m: modified
2013-01-03 Julien Bect <julien.bect@supelec.fr>
Modified stk_makedoc to exclude misc/matlab from the generated
HTML documentation.
* stk_makedoc.m: modified
Made stk_narginchk() slightly more efficient.
* misc/error/stk_narginchk.m: modified
Added the text of the GPLv3 license.
* LICENSE: new
Removed the NEWS file (to be written after creating the
maintenance branch for a new release).
* NEWS: removed
Restored '.a' outputs for all stk_sampling_* functions and
streamlined unit tests for that.
* sampling/stk_sampling_olhs.m: modified
* sampling/stk_sampling_randunif.m: modified
* sampling/stk_sampling_regulargrid.m: modified
* sampling/stk_sampling_randomlhs.m: modified
* sampling/stk_sampling_maximinlhs.m: modified
2013-01-02 Julien Bect <julien.bect@supelec.fr>
Added a script to generate the HTML documentation.
* stk_makedoc.m: new script
Fixed a bug in M2HTML (affecting option 'ignoredDir').
* misc/m2html/m2html.m: modified
Added M2HTML version 1.5 (by Guillaume Flandin).
* misc/m2html: new
Removing folder ./htmldoc (to be generated after creating the
maintenance branch for a new release).
* htmldoc: removed
2012-12-31 Julien Bect <julien.bect@supelec.fr>
Fixing bugs in stk_test() and stk_runtests().
* misc/test/stk_runtests.m: modified
* misc/test/stk_test.m: modified
2012-12-16 Julien Bect <julien.bect@supelec.fr>
Modified stk_runtests() to browse through private folders and
class(@) folders.
* misc/test/stk_runtests.m: modified
Fixed a typo.
* misc/test/stk_runtests.m: modified
2012-12-14 Benoit Jan <benoit.jan@supelec.fr>
Fixed a bug in stk_make_matcov's "parfor" private functions.
* core/private/stk_make_matcov_inter_parfor.m: modified
* core/private/stk_make_matcov_auto_parfor.m: modified
2012-12-14 Julien Bect <julien.bect@supelec.fr>
Fixing a bug affecting stk_predict() in the 'blocked' case.
* core/stk_predict.m: modified
2012-12-07 Julien Bect <julien.bect@supelec.fr>
Minor improvement in stk_runexamples.
* misc/test/stk_runexamples.m: modified
2012-12-06 Julien Bect <julien.bect@supelec.fr>
Removed some internal ".a" fields.
* core/stk_ortho_func.m: modified
* core/stk_make_matcov.m: modified
2012-12-05 Julien Bect <julien.bect@supelec.fr>
Modified stk_predict() to make it work with non-stationary
covariance functions.
* core/stk_predict.m: modified
Added a "pairwise" option to stk_make_matcov().
* core/stk_make_matcov.m: modified
2012-12-04 Julien Bect <julien.bect@supelec.fr>
Added a "pairwise" option to all covariance functions.
* covfcs/stk_materncov*.m: modified
2012-12-02 Julien Bect <julien.bect@supelec.fr>
Added a new MEX-file to compute distances "pairwise" (i.e.,
compute only the diagonal of the full distance matrix).
* misc/dist/stk_distance_matrix.c: deleted
* misc/dist/stk_mex.h: new C header
* misc/dist/stk_dist_matrixx.c: new MEX-file
* misc/dist/stk_dist_matrixy.c: new MEX-file
* misc/dist/stk_dist_pairwise.c: new MEX-file
* misc/config/stk_compile_all.m: modified
* misc/dist/stk_mindist.c: modified
* misc/dist/stk_filldist.c: modified
Renamed stk_distancematrix() to stk_dist().
* misc/dist/stk_distance_matrix.m: renamed
* misc/dist/stk_filldist.m: modified
* covfcs/stk_materncov*.m: modified
All stk_materncov* functions now also accepts simple matrix-type
arguments.
* covfcs/stk_materncov*.m: modified
2012-12-01 Julien Bect <julien.bect@supelec.fr>
Fixed a typo in the documentation of stk_is_lhs().
* misc/test/stk_is_lhs.m: modified
Fixed a bug in stk_runexamples().
* misc/test/stk_runexamples.m: modified
2012-11-29 Julien Bect <julien.bect@supelec.fr>
Modified stk_predict() to return the posterior covariance matrix
as a fourth output argument.
* core/stk_predict.m: modified
2012-11-26 Julien Bect <julien.bect@supelec.fr>
Modified all stk_sampling* functions to use stk_rescale()
and stk_assert_box().
* sampling/stk_sampling_olhs.m: modified
* sampling/stk_sampling_randunif.m: modified
* sampling/stk_sampling_regulargrid.m: modified
* sampling/stk_sampling_randomlhs.m: modified
* sampling/stk_sampling_maximinlhs.m: modified
Minor improvements in stk_is_lhs().
* misc/test/stk_is_lhs.m: modified
Added a new function to rescale data from one box to another.
* utils/stk_rescale.m: new function
* utils/stk_normalize.m: (slightly) modified
Added a new function to check "box" arguments.
* misc/error/stk_assert_box.m: new function
2012-11-25 Julien Bect <julien.bect@supelec.fr>
Added a new function to generate OLHSs, following Ye (1998).
* sampling/stk_sampling_olhs.m: new function
2012-11-21 Julien Bect <julien.bect@supelec.fr>
Added default values for some input arguments of stk_is_lhs(),
and stricter dimension checking.
* misc/test/stk_is_lhs.m: modified
2012-11-14 Julien Bect <julien.bect@supelec.fr>
Changed the upper bound on nu in stk_param_estim().
* paramestim/stk_param_estim.m: modified
Fixed a bug in stk_param_init().
* paramestim/stk_param_init.m: modified
Added a new MEX-file to compute a discretized fill distance.
* misc/dist/stk_filldist.c: new MEX-file (source)
* misc/dist/stk_filldist.m: new MEX-file (doc + tests)
* misc/dist/stk_mindist.m: modified
* misc/config/stk_compile_all.m: modified
Added a new function to help initialize stk_param_estim().
* paramestim/stk_param_init.m: new function
* examples/01_kriging_basics/stk_example_kb02.m: modified
* examples/01_kriging_basics/stk_example_kb03.m: modified
Added a new function: stk_normalize().
* utils/stk_normalize.m: new function
Renamed some internal variables in stk_param_estim().
* paramestim/stk_param_estim.m: modified
2012-11-06 Julien Bect <julien.bect@supelec.fr>
Improved the flexibility of stk_predict() and stk_param_estim(),
which are now accepting both matrices and "data structures" (with
an 'a' field) as input arguments.
* utils/stk_datastruct.m: new function
* core/stk_predict.m: modified
* paramestim/stk_param_estim.m: modified
2012-11-04 Julien Bect <julien.bect@supelec.fr>
Improved graphical outputs in stk_example_kb03.
* examples/01_kriging_basics/stk_example_kb03.m: modified
Added a new function stk_plot2d() that serves has a wrapper around
{surf|contour|mesh|pcolor}-type functions, to plot data defined
over a two-dimensional regular grid.
* misc/plot/stk_plot2d.m: new function
Modified stk_predict() to avoid returning negative variances. When
negative variances are encountered, they are set to zero and a
warning is issued.
* core/stk_predict.m: modified
Modified stk_sampling_regulargrid() to return 'ndgrid-style'
coordinate matrices stored in new .coord field.
* sampling/stk_sampling_regulargrid.m: modified
Improved Octave-specific configuration (GNUTERM=wxt).
* misc/config/stk_octave_config.m: modified
2012-11-01 Julien Bect <julien.bect@supelec.fr>
Added a new folder for test functions.
* examples/test_functions: new folder
* examples/test_functions/stk_testfun_braninhoo.m: new function
* misc/config/stk_path.m: modified
2012-10-28 Julien Bect <julien.bect@supelec.fr>
Improved Octave-specific configuration.
* stk_init.m: modified
* misc/config/stk_octave_config.m: new function
* misc/config/stk_check_octave_packages.m: removed
* README: modified
2012-10-24 Julien Bect <julien.bect@supelec.fr>
Added a new example to demonstrate the effect of adding a prior on
the covariance parameters.
* examples/03_miscellaneous/stk_example_misc03.m: new script
Added a new function to draw shaded area representing pointwise
confidence intervals.
* misc/plot/stk_plot_shadedci.m: new function
* misc/plot/stk_plot1d.m: modified
Added size checking and changed the upper bound for nu in
stk_param_estim.
* paramestim/stk_param_estim.m: modified
Renamed "box" into "BOX" in all example scripts, to
avoid conflicts with the box function.
* 01_kriging_basics/stk_example_kb01.m: modified
* 01_kriging_basics/stk_example_kb02.m: modified
* 01_kriging_basics/stk_example_kb04.m: modified
* 01_kriging_basics/stk_example_kb05.m: modified
* 03_miscellaneous/stk_example_misc01.m: modified
2012-10-22 Julien Bect <julien.bect@supelec.fr>
Improving welcome messages.
* misc/disp: new folder
* misc/disp/stk_disp_framedtext.m: new function
* misc/disp/stk_disp_examplewelcome.m: new function
* misc/config/stk_path.m: modified
* examples/01_kriging_basics/stk_example_kb*.m: modified
* examples/02_design_of_experiments/stk_example_doe01.m: modified
* examples/03_miscellaneous/stk_example_misc*.m: modified
* misc/test/stk_runexamples.m: modified
Moving example scripts to subfolders.
* misc/config/stk_path.m: modified
* misc/test/stk_runexamples.m: new function
* examples/example*.m: moved to a subfolder
* examples/run_all_examples: deleted
* examples/01_kriging_basics: new folder
* examples/02_design_of_experiments: new folder
* examples/03_miscellaneous: new folder
2012-09-26 Julien Bect <julien.bect@supelec.fr>
Better initial guess for the log of the noise variance
in example08.m (log(eps) wasn't working well with sqp())
* examples/example08.m: modified
2012-09-16 Julien Bect <julien.bect@supelec.fr>
Fixing docs and copyright notices.
* misc/dist/stk_mindist.m: doc modified
* misc/dist/stk_distance_matrix.m: doc modified
Fixing bugs in stk_runscript.m and run_all_examples.m
* examples/run_all_examples.m: bugfix
* misc/test/stk_runscript.m: bugfix
2012-09-08 Julien Bect <julien.bect@supelec.fr>
Adding default bounds for Matérn 3/2 covariances.
* paramestim/stk_param_estim.m: modified
=====================
=== Release 1.1 ===
=====================
2012-08-28 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
Fixing comments (5/2 -> 3/2).
* covfcs/stk_materncov32_aniso.m: doc modified
* covfcs/stk_materncov32_iso.m: idem
Updating HTML doc.
* htmldoc/*: modified
2012-08-17 Julien Bect <julien.bect@supelec.fr>
Preparing for release 1.1: updating copyright notices and copying
permission statements, removing trailing white spaces, added a
user-level log of changes.
* almost-all-files: doc & code formatting modified
* NEWS: new file
Added a new function (stk_runscript) to solve a problem of
inconsistent behaviour of the run function between Matlab and the
latest version of Octave (one wants a '.m', the other doesn't).
* misc/test/stk_runscript.m: new function
* examples/run_all_examples.m: modified
Renamed README.txt to README. Added explicit version requirements
for GNU Octave (3.2.0) and Matlab (R2007a).
* README.txt: renamed and renamed
Added tests and a little bit of arg checking.
* covfcs/stk_materncov32_aniso.m: tests + arg checking
* covfcs/stk_materncov32_iso.m: idem
* covfcs/stk_materncov52_aniso.m: idem
* covfcs/stk_materncov52_iso.m: idem
* covfcs/stk_noisecov.m: idem
* covfcs/stk_materncov_aniso.m: idem
* covfcs/stk_materncov_iso.m: idem
2012-08-10 Julien Bect <julien.bect@supelec.fr>
Added tests, improved documentation (help, copyright notices,
...). Added a little bit of arg checking in stk_conditioning.
* utils/stk_generate_samplepaths.m: tests + doc
* utils/stk_feval.m: tests + doc
* utils/stk_model.m: source code formatting only
* utils/stk_conditioning.m: tests + doc + arg checking
* core/stk_ortho_func.m: doc
* core/stk_make_matcov.m: doc
* core/stk_predict.m: doc
* core/private/stk_make_matcov_inter_parfor.m: doc
* core/private/stk_make_matcov_auto_parfor.m: doc
2012-08-08 Julien Bect <julien.bect@supelec.fr>
Added a new function for approximate comparisons with an
absolute tolerance threshold.
* misc/test/stk_isequal_tolabs.m: new function
Fixed a bug in stk_isequal_tolrel (the function wasn't working as
expected for non-vector arrays) and improved documentation.
* misc/test/stk_isequal_tolrel.m: modified
Renamed stk_conditionning to stk_conditioning.
* utils/stk_conditionning.m: renamed and modified
* examples/example05.m: modified accordingly
2012-08-07 Julien Bect <julien.bect@supelec.fr>
Added tests and improved documentation.
* misc/specfun/stk_sf_matern.m: tests & doc
* misc/specfun/stk_sf_matern32.m: idem
* misc/specfun/stk_sf_matern52.m: idem
2012-07-15 Julien Bect <julien.bect@supelec.fr>
Replaced a call to isrow(), which didn't exist in some recent Matlab
versions (e.g., R2010b), by a direct call to size().
* misc/matlab/index.m: modified
2012-07-10 Julien Bect <julien.bect@supelec.fr>
Fixed a warning generated by stk_compile_all under Octave.
* misc/config/stk_compile_all.m: modified
2012-07-08 Julien Bect <julien.bect@supelec.fr>
Added tests and improved documentation.
* sampling/stk_sampling_randunif.m: tests & doc
* sampling/stk_sampling_randomlhs.m: idem
* sampling/stk_sampling_regulargrid.m: idem
* sampling/stk_sampling_maximinlhs.m: idem
New function to test the LHS property.
* misc/test/stk_is_lhs.m: new function
Renamed stk_sampling_cartesiangrid to stk_sampling_regulargrid,
and changed the meaning of the first argument for consistency with
other stk_sampling_* functions.
* sampling/stk_sampling_cartesiangrid.m: renamed and modified
* examples/example01.m: modified accordingly
* examples/example02.m: idem
* examples/example04.m: idem
* examples/example05.m: idem
* examples/example06.m: idem
* examples/example07.m: idem
* examples/example08.m: idem
* paramestim/stk_param_estim.m: idem
* core/stk_predict.m: idem
2012-07-04 Julien Bect <julien.bect@supelec.fr>
Fixed a bug in stk_compile_all() under Octave, related to a
strange behaviour of exist().
* misc/config/stk_compile_all.m: bugfix.
Improved doc and added tests in several functions. Also, fixed a
minor bug in stk_model().
* examples/example07.m: fixed comment
* utils/stk_model.m: bugfix + doc + tests
* paramestim/stk_remlqrg.m: doc + tests
* paramestim/stk_param_estim.m: doc + tests
2012-06-30 Julien Bect <julien.bect@supelec.fr>
Fixed a bug in stk_runtests() under Octave. It is now possible to
write "stk_runtests core" from the STK's root, for instance.
* misc/test/stk_runtests.m: bugfix.
Added a new function for approximate comparisons.
* misc/test/stk_isequal_tolrel.m: new function.
* core/stk_predict.m: modified test.
Miscellaneous.
* misc/error/stk_narginchk.m: fixed doc and comments.
* core/stk_ortho_func.m: tests.
* core/stk_make_matcov.m: idem.
2012-06-29 Julien Bect <julien.bect@supelec.fr>
A first series of Octave-style unit tests.
* core/stk_predict.m: modified
* sampling/stk_sampling_maximinlhs.m: modified
* misc/dist/stk_distance_matrix.m: new function
* misc/dist/stk_mindist.m: new function
Modified STK's path handling. A separate function stk_path() has
been created, since stk_set_root() is no longer the only function
that needs it. Also, several new folders have been added to the
path.
* misc/config/stk_set_root.m: modified
* misc/config/stk_path.m: new function
Imported and adapted Octave's unit testing functions.
* misc/test: new folder
* misc/test/stk_test.m: new function
* misc/test/stk_runtests.m: new function
Removed old test scripts (the tests that they contained are now
included as Octave-style unit tests in the M-file themselves).
* tests: deleted
* tests/test_distance_matrix.m: idem
* tests/test_sampling_maximinlhs.m: idem
* tests/test_Kx_cache.m: idem
* tests/test_mindist.m: idem
Added new functions for improved error handling.
* misc/error: new folder
* misc/error/stk_narginchk.m: new function
* misc/error/stk_error.m: new function
Added new functions for improved M/O inter-operability.
* misc/matlab: new folder
* misc/matlab/fflush.m: new function
* misc/matlab/file_in_loadpath.m: idem
* misc/matlab/file_in_path.m: idem
* misc/matlab/index.m: idem
* misc/matlab/stdout.m: idem
2012-06-05 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
Changed stk_param_estim to make it possible to estimate noise
variance.
* examples/example02.m: Bug fix
* examples/example08.m: Example added about noise estimation
* paramestim/stk_param_estim.m: Modified
2012-06-05 Julien Bect <julien.bect@supelec.fr>
Fixing a bug related to the change of parameter ordering.
* tests/test_Kx_cache.m: Changed the position of the 'model'
parameter in several function calls.
2012-05-31 Julien Bect <julien.bect@supelec.fr>
Reorganizing folders.
* misc/dist: New folder.
* misc/dist/stk_mindist.c: Moved from sampling.
* misc/dist/stk_distance_matrix.c: Moved from covfcs.
* misc/config/stk_set_root.m: Added misc/dist to path.
* misc/config/stk_compile_all.m: Changed paths.
2012-05-30 Julien Bect <julien.bect@supelec.fr>
Reorganizing folders.
* paramestim: New folder.
* paramestim/stk_param_estim.m: Moved from core.
* paramestim/stk_remlqrg.m: idem.
* misc: New name of the "old" utils folder.
* misc/config/stk_set_root.m: Changed path.
* utils: New name of the "old" utils/misc folder.
* utils/stk_model.m: Moved to utils.
* utils/stk_conditionning.m: idem.
* utils/stk_generate_samplepaths.m: idem.
* stk_init.m: Changed the location of stk_set_root.
Miscellaneous changes.
* sampling/stk_mindist.c: Fixed a comment.
2012-05-30 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
* almost-all-files: Changed the order of the arguments of the
functions that use the structure 'model'. Now, 'model' is always
the first argument. Because of this change, it seems better to
make the argument 'param' in covariance functions coming in first
position too.
2012-05-19 Julien Bect <julien.bect@supelec.fr>
Preparing headers for release 1.1.
* almost-all-files: Updated headers (copyright, version).
Miscellaneous changes.
* core/stk_feval.m: Added optional argument 'progress_msg'.
* utils/config/stk_select_optimizer.m: Minor change to avoid
systematic checking of which optimizer has to be used (as shown by
the comments, this was a mistake...).
* examples/example07.m: Fixed doc.
2012-05-02 Julien Bect <julien.bect@supelec.fr>
Improved compatibility with older versions of Matlab.
* core/stk_param_estim: Added a try-catch block to catch "invalid
parameter" errors generated by optimset().
2012-04-22 Julien Bect <julien.bect@supelec.fr>
Removed the undue dependency on the 'optim' package under Octave.
* utils/config/stk_check_octave_packages.m: Removed dependency.
Doc fixing.
* README.txt: Fixed doc.
* utils/config/stk_check_octave_packages.m: Fixed doc.
2012-04-21 Julien Bect <julien.bect@supelec.fr>
Docs fixing.
* core/stk_make_matcov.m: Fixed doc.
* core/stk_predict.m: Fixed doc.
2012-02-21 Julien Bect <julien.bect@supelec.fr>
Added a test for presence of GLPK in stk_check_octave_packages().
* utils/config/stk_check_octave_packages.m: Added test.
* README.txt: Fixed doc.
2012-02-20 Julien Bect <julien.bect@supelec.fr>
Fixed two bugs in run_all_examples.m.
* examples/run_all_examples.m: Two bugfixes + several minor
changes. The first bug was related to the try/catch block
("advanced" syntax not supported by Octave, explicitly calling
lasterror() is safer). The second bug was related to the possible
occurence of errors without an error identifier.
Fixed a bug in stk_set_root().
* utils/config/stk_set_root.m: Fixed a bug in stk_set_root()
related to the use of rmpath(). This ensures compatibility with
Octave 3.0.2.
2012-02-19 Julien Bect <julien.bect@supelec.fr>
Fixed a bug under Octave (use of Matlab-like assert statements).
* covfcs/stk_noisecov.m: Replaced Matlab-style assert() statements
with explicit calls to error().
Bugfix for compatibility with older versions of Octave---more
precisely, of the miscellaneous package.
* utils/stk_is_octave_in_use.m: Test for the existence of built-in
variable OCTAVE_VERSION to check if running under Octave (instead
of calling ver(), which was not working properly with some old
versions of the miscellaneous package).
* stk_init.m: idem.
Miscellaneous changes.
* sampling/stk_mindist.c: removed unused variable lambda in
stk_mindist.c
2012-02-18 Julien Bect <julien.bect@supelec.fr>
Miscellaneous changes.
* tests/test_Kx_cache.m: New script.
* core/stk_make_matcov.m: Simplified syntax guessing.
2012-02-17 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
Fixed two bugs related to the use of a "covariance cache": when xi
is a vector of indices, xi.a does not exist !
* core/stk_make_matcov.m: Bugfix.
* core/stk_predict.m: Bugfix.
Renamed fields in "model" structures (covariance_cache to Kx_cache
and P0 to Px_cache).
* core/stk_ortho_func.m: Renamed variables.
* core/stk_make_matcov.m: idem.
* core/stk_predict.m: idem.
* core/stk_model.m: idem.
Miscellaneous changes, mostly doc fixing.
* covfcs/stk_materncov_aniso.m: Fixed doc. Renamed a variable.
* covfcs/stk_materncov32_aniso.m: idem.
* covfcs/stk_materncov52_aniso.m: idem.
* examples/example01.m: Fixed doc (SMTK -> STK).
* examples/example03.m: idem.
2012-02-12 Julien Bect <julien.bect@supelec.fr>
Added a new function to select an appropriate optimizer in
stk_param_estim().
* utils/config/stk_select_optimizer.m: New function.
* core/stk_param_estim.m: Modified to use the new function.
* stk_init.m: Modified to use the new function.
The stk_model() function now provides default parameters for
several families of covariance functions. A new field 'dim' has
been added to the 'model' structure.
* core/stk_model.m: Added default parameters.
* examples/example*.m: Modified to use stk_model().
Miscellaneous changes.
* utils/config/stk_compile_all.m: Minor change in error messages.
2012-02-11 Julien Bect <julien.bect@supelec.fr>
The 'statistics' packages is no longer required in Octave.
* README.txt: Removed dependency.
* utils/config/stk_check_octave_packages.m: Removed dependency.
2012-02-08 Julien Bect <julien.bect@supelec.fr>
New MEX-file to compute the mindist criterion.
* sampling/stk_mindist.c: New MEX-file.
* examples/example04.m: Removed "be patient" message.
* sampling/stk_sampling_maximinlhs.m: pdist() -> stk_mindist().
* tests/test_mindist.m: New script.
* tests/test_sampling_maximinlhs.m: New script.
* utils/config/stk_compile_all.m: Added new MEX to be compiled.
New function to generate random Latin Hypercube Samples.
* sampling/stk_sampling_randomlhs.m: New function.
Miscellaneous changes.
* tests/test_distance_matrix.m: Added missing header.
2012-02-07 Julien Bect <julien.bect@supelec.fr>
Improved stk_distance_matrix().
* covfcs/stk_distance_matrix.c: Added a subfunction to handle the
"symmetric" case more efficiently.
* tests: New directory.
* tests/test_distance_matrix.m: New script.
Added a 'welcome' message to the examples.
* examples/example0?.m: Added a 'welcome' message.
* examples/run_all_examples.m: Minor changes.
* stk_init.m: Turned output pagination off and disabled verbose
help messages in Octave.
New covariance function (Matérn 3/2).
* utils/specfun/stk_sf_matern32.m: New function.
* covfcs/stk_materncov32_aniso.m: New function.
* covfcs/stk_materncov32_iso.m: New function.
* examples/example06.m: Added two subplots.
* examples/example07.m: New script.
* examples/run_all_examples.m: Increased NB_EXAMPLES.
2012-02-06 Julien Bect <julien.bect@supelec.fr>
Fixing bugs and comments in covariance functions.
* covfcs/stk_materncov52_aniso.m: Fixed a bug (an old function
name was still used) and some comments.
* utils/specfun/stk_sf_matern52.m: Fixed missing abs() in
stk_sf_matern52(). The result was wrong for negative arguments.
* covfcs/stk_materncov_aniso.m: Fixed comment.
* covfcs/stk_materncov_iso.m: Fixed comment.
2012-02-05 Julien Bect <julien.bect@supelec.fr>
New covariance function (Matérn 5/2).
* utils/specfun/stk_sf_matern52.m: New function.
* covfcs/stk_materncov52_aniso.m: New function.
* covfcs/stk_materncov52_iso.m: New function.
* core/stk_param_estim.m: Added Matérn 5/2 to get_default_bounds().
* examples/example06.m: New script.
* examples/run_all_examples.m: Increased NB_EXAMPLES.
Fixed issues in stk_param_estim.m related to the definition of the
search domain and the selection of (constrained/unconstrained)
optimizer.
* core/stk_param_estim.m: Enlarged the search domain in such a way
that param0 is always inside it. Changed the selection of
optimizer to use fminsearch when either the upper- or the
lower-bound are empty. Moved the definition of the 'options'
struct to the Matlab-specific part of the code.
Miscellaneous changes.
* examples/example02.m: Doc & code formatting.
* utils/plot/stk_plot1d.m: Added an optional argument to allow
plotting on an existing axis.
New directory for special functions (./utils/specfun).
* utils/specfun: New directory.
* utils/config/stk_set_root.m: Added ./utils/specfun to the path.
* covfcs/stk_materncov_.m: Removed.
* utils/specfun/stk_sf_matern.m: Replacement for stk_materncov_.
* covfcs/stk_materncov_aniso.m: Modified to use stk_sf_matern.
* covfcs/stk_materncov_iso.m: Modified to use stk_sf_matern.
2012-02-02 Julien Bect <julien.bect@supelec.fr>
Miscellaneous changes.
* README.txt: Improved requirements and recommendations.
* core/stk_param_estim.m: Clarified selection of optimizer.
Improved handling of Octave packages.
* utils/stk_check_octave_packages.m: New function to check
for required packages under Octave.
* stk_init.m: Added a call to stk_check_octave_packages(). Removed
some left-overs from an earlier version of stk_init where
fminsearch() was used instead of sqp() under Octave. Moved call to
stk_is_fmincon_available() to the Matlab-conditional part.
Fixed a parsing problem occuring in Octave 3.4.3 (at least),
related to the fact that parfor loops are supposed to end with an
"endparfor" instead of a simple "end"... but we don't use "parfor"
at all if we are running in Octave.
* core/stk_make_matcov.m: Moved some sub-functions to independent
M-files stored in a private sub-folder.
* core/private: New folder.
* core/private/stk_make_matcov_auto_parfor.m: New file (the code
in this file was previously part of stk_make_matcov.m).
* core/private/stk_make_matcov_inter_parfor.m: New file (the code
in this file was previously part of stk_make_matcov.m).
2012-02-01 Julien Bect <julien.bect@supelec.fr>
Minor bugfix + improved error message in stk_remlqrg()
* core/stk_remlqrg.m: Minor bugfix: returns nan for the derivative
with respect to the noise variance in the case of a model without
observation noise. Improved error message if NOISEPRIOR &&
~NOISYOBS (doesn't use assert anymore).
* core/stk_remlqrg.m: minor bugfix + improved error message in
stk_remlqrg()
Added a script to run all the examples and report on errors.
* examples/run_all_examples.m: new script
* examples/example0*.m: remove "clear all; close all;"
Improved script stk_init.
* utils/config/stk_set_root.m: new function
* utils/config/stk_get_root.m: new function
* utils/config/stk_compile_all.m: new function
* stk_init.m: Modified to use the new functions. Also, added a
'clear' statement for temporary variables STK_ROOT, fmincon_found,
octave_in_use, s and ans at the end of the script.
Created subdirectories in ./utils.
* utils/config: new subdirectory
* utils/stk_is_fmincon_available.m: moved to ./utils/config
* utils/stk_is_octave_in_use.m: moved to ./utils/config
* utils/stk_is_pct_installed.m: moved to ./utils/config
* utils/plot: new subdirectory
* utils/stk_plot1d.m: moved to ./utils/plot
* utils/stk_plot1dsim.m: moved to ./utils/plot
Moved stk_feval to ./core (where it should always have been).
* utils/stk_feval.m: moved to ./core
=====================
=== Release 1.0 ===
=====================
2011-09-28 Emmanuel Vazquez <emmanuel.vazquez@supelec.fr>
Initial commit of STK.
Computing file changes ...
