{"action":"created","issue":{"url":"https://api.github.com/repos/openturns/openturns/issues/50","labels_url":"https://api.github.com/repos/openturns/openturns/issues/50/labels{/name}","comments_url":"https://api.github.com/repos/openturns/openturns/issues/50/comments","events_url":"https://api.github.com/repos/openturns/openturns/issues/50/events","html_url":"https://github.com/openturns/openturns/pull/50","id":112588528,"number":50,"title":"New parametrization for covariance models","user":{"login":"sofianehaddad","id":1433220,"avatar_url":"https://avatars.githubusercontent.com/u/1433220?v=3","gravatar_id":"","url":"https://api.github.com/users/sofianehaddad","html_url":"https://github.com/sofianehaddad","followers_url":"https://api.github.com/users/sofianehaddad/followers","following_url":"https://api.github.com/users/sofianehaddad/following{/other_user}","gists_url":"https://api.github.com/users/sofianehaddad/gists{/gist_id}","starred_url":"https://api.github.com/users/sofianehaddad/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/sofianehaddad/subscriptions","organizations_url":"https://api.github.com/users/sofianehaddad/orgs","repos_url":"https://api.github.com/users/sofianehaddad/repos","events_url":"https://api.github.com/users/sofianehaddad/events{/privacy}","received_events_url":"https://api.github.com/users/sofianehaddad/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":2,"created_at":"2015-10-21T13:31:43Z","updated_at":"2015-10-22T15:22:56Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/openturns/openturns/pulls/50","html_url":"https://github.com/openturns/openturns/pull/50","diff_url":"https://github.com/openturns/openturns/pull/50.diff","patch_url":"https://github.com/openturns/openturns/pull/50.patch"},"body":"Covariance models are available since OpenTURNS 1.0. Few models were implemented (ExponentialModel, SphericalModel) and their usage was restricted to the stochastic processes.\r\n\r\nIn OpenTURNS 1.3, the kriging regression was implemented and several models have been added to the library (AbsoluteExponential, SquaredExponential, GeneralizedExponential for example). These models were stricly oriented to the estimation of response surface (in fact they were considered as correlation models).\r\n\r\nThe objective here is to define a coherant structure for all the models using the same ingredients (A correlation model R,  an amplitude vector and a scaling factor)\r\n\r\nFor now, we consider that the covariance writes Sigma * factor, where the factor is scalar measuring the spatial correlation. This last one depends both on the space points and the scale factor and it is computed thanks to a new **computeStandardRepresentative** method. The general expression of such function is \\rho(x/scale, y/scale) where division is vectorial (x_i/scale_i). \r\nThe scale vector should be now of size spatialDimension to map the various amplitude of inputs.\r\nSigma is a constant matrix\r\n\r\nThe computeStandardRepresentative method is then the main method to implement.\r\n\r\nIn parallel, as the spectral model is the Fourier transform of the stationary covariance model, the new parametrization implies also changes in spectral models classes, which have now similar expression i.e. a matrix/complex product where the complex is the Fourier transform of CovarianceModel::computeStandardRepresentative and the matrix is the same constant matrix Sigma as previously.\r\n\r\nSame changes have been done in SpectralModel\r\n"},"comment":{"url":"https://api.github.com/repos/openturns/openturns/issues/comments/150260399","html_url":"https://github.com/openturns/openturns/pull/50#issuecomment-150260399","issue_url":"https://api.github.com/repos/openturns/openturns/issues/50","id":150260399,"user":{"login":"sofianehaddad","id":1433220,"avatar_url":"https://avatars.githubusercontent.com/u/1433220?v=3","gravatar_id":"","url":"https://api.github.com/users/sofianehaddad","html_url":"https://github.com/sofianehaddad","followers_url":"https://api.github.com/users/sofianehaddad/followers","following_url":"https://api.github.com/users/sofianehaddad/following{/other_user}","gists_url":"https://api.github.com/users/sofianehaddad/gists{/gist_id}","starred_url":"https://api.github.com/users/sofianehaddad/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/sofianehaddad/subscriptions","organizations_url":"https://api.github.com/users/sofianehaddad/orgs","repos_url":"https://api.github.com/users/sofianehaddad/repos","events_url":"https://api.github.com/users/sofianehaddad/events{/privacy}","received_events_url":"https://api.github.com/users/sofianehaddad/received_events","type":"User","site_admin":false},"created_at":"2015-10-22T15:22:56Z","updated_at":"2015-10-22T15:22:56Z","body":"ok I will take it into account"}}