// Extend the Array class Array.prototype.max = function () { return Math.max.apply(null, this); }; Array.prototype.min = function () { return Math.min.apply(null, this); }; Array.prototype.mean = function () { var i, sum; for (i = 0, sum = 0; i < this.length; i++) sum += this[i]; return sum / this.length; }; Array.prototype.pip = function (x, y) { var i, j, c = false; for (i = 0, j = this.length - 1; i < this.length; j = i++) { if (((this[i][1] > y) != (this[j][1] > y)) && (x < (this[j][0] - this[i][0]) * (y - this[i][1]) / (this[j][1] - this[i][1]) + this[i][0])) { c = !c; } } return c; } var kriging = function () { var kriging = {}; var createArrayWithValues = function (value, n) { var array = []; for (var i = 0; i < n; i++) { array.push(value); } return array; }; // Matrix algebra kriging_matrix_diag = function (c, n) { var Z = createArrayWithValues(0, n * n); for (i = 0; i < n; i++) Z[i * n + i] = c; return Z; }; kriging_matrix_transpose = function (X, n, m) { var i, j, Z = Array(m * n); for (i = 0; i < n; i++) for (j = 0; j < m; j++) Z[j * n + i] = X[i * m + j]; return Z; }; kriging_matrix_scale = function (X, c, n, m) { var i, j; for (i = 0; i < n; i++) for (j = 0; j < m; j++) X[i * m + j] *= c; }; kriging_matrix_add = function (X, Y, n, m) { var i, j, Z = Array(n * m); for (i = 0; i < n; i++) for (j = 0; j < m; j++) Z[i * m + j] = X[i * m + j] + Y[i * m + j]; return Z; }; // Naive matrix multiplication kriging_matrix_multiply = function (X, Y, n, m, p) { var i, j, k, Z = Array(n * p); for (i = 0; i < n; i++) { for (j = 0; j < p; j++) { Z[i * p + j] = 0; for (k = 0; k < m; k++) Z[i * p + j] += X[i * m + k] * Y[k * p + j]; } } return Z; }; // Cholesky decomposition kriging_matrix_chol = function (X, n) { var i, j, k, sum, p = Array(n); for (i = 0; i < n; i++) p[i] = X[i * n + i]; for (i = 0; i < n; i++) { for (j = 0; j < i; j++) p[i] -= X[i * n + j] * X[i * n + j]; if (p[i] <= 0) return false; p[i] = Math.sqrt(p[i]); for (j = i + 1; j < n; j++) { for (k = 0; k < i; k++) X[j * n + i] -= X[j * n + k] * X[i * n + k]; X[j * n + i] /= p[i]; } } for (i = 0; i < n; i++) X[i * n + i] = p[i]; return true; }; // Inversion of cholesky decomposition kriging_matrix_chol2inv = function (X, n) { var i, j, k, sum; for (i = 0; i < n; i++) { X[i * n + i] = 1 / X[i * n + i]; for (j = i + 1; j < n; j++) { sum = 0; for (k = i; k < j; k++) sum -= X[j * n + k] * X[k * n + i]; X[j * n + i] = sum / X[j * n + j]; } } for (i = 0; i < n; i++) for (j = i + 1; j < n; j++) X[i * n + j] = 0; for (i = 0; i < n; i++) { X[i * n + i] *= X[i * n + i]; for (k = i + 1; k < n; k++) X[i * n + i] += X[k * n + i] * X[k * n + i]; for (j = i + 1; j < n; j++) for (k = j; k < n; k++) X[i * n + j] += X[k * n + i] * X[k * n + j]; } for (i = 0; i < n; i++) for (j = 0; j < i; j++) X[i * n + j] = X[j * n + i]; }; // Inversion via gauss-jordan elimination kriging_matrix_solve = function (X, n) { var m = n; var b = Array(n * n); var indxc = Array(n); var indxr = Array(n); var ipiv = Array(n); var i, icol, irow, j, k, l, ll; var big, dum, pivinv, temp; for (i = 0; i < n; i++) for (j = 0; j < n; j++) { if (i == j) b[i * n + j] = 1; else b[i * n + j] = 0; } for (j = 0; j < n; j++) ipiv[j] = 0; for (i = 0; i < n; i++) { big = 0; for (j = 0; j < n; j++) { if (ipiv[j] != 1) { for (k = 0; k < n; k++) { if (ipiv[k] == 0) { if (Math.abs(X[j * n + k]) >= big) { big = Math.abs(X[j * n + k]); irow = j; icol = k; } } } } } ++(ipiv[icol]); if (irow != icol) { for (l = 0; l < n; l++) { temp = X[irow * n + l]; X[irow * n + l] = X[icol * n + l]; X[icol * n + l] = temp; } for (l = 0; l < m; l++) { temp = b[irow * n + l]; b[irow * n + l] = b[icol * n + l]; b[icol * n + l] = temp; } } indxr[i] = irow; indxc[i] = icol; if (X[icol * n + icol] == 0) return false; // Singular pivinv = 1 / X[icol * n + icol]; X[icol * n + icol] = 1; for (l = 0; l < n; l++) X[icol * n + l] *= pivinv; for (l = 0; l < m; l++) b[icol * n + l] *= pivinv; for (ll = 0; ll < n; ll++) { if (ll != icol) { dum = X[ll * n + icol]; X[ll * n + icol] = 0; for (l = 0; l < n; l++) X[ll * n + l] -= X[icol * n + l] * dum; for (l = 0; l < m; l++) b[ll * n + l] -= b[icol * n + l] * dum; } } } for (l = (n - 1); l >= 0; l--) if (indxr[l] != indxc[l]) { for (k = 0; k < n; k++) { temp = X[k * n + indxr[l]]; X[k * n + indxr[l]] = X[k * n + indxc[l]]; X[k * n + indxc[l]] = temp; } } return true; } // Variogram models kriging_variogram_gaussian = function (h, nugget, range, sill, A) { return nugget + ((sill - nugget) / range) * (1.0 - Math.exp(-(1.0 / A) * Math.pow(h / range, 2))); }; kriging_variogram_exponential = function (h, nugget, range, sill, A) { return nugget + ((sill - nugget) / range) * (1.0 - Math.exp(-(1.0 / A) * (h / range))); }; kriging_variogram_spherical = function (h, nugget, range, sill, A) { if (h > range) return nugget + (sill - nugget) / range; return nugget + ((sill - nugget) / range) * (1.5 * (h / range) - 0.5 * Math.pow(h / range, 3)); }; // Train using gaussian processes with bayesian priors kriging.train = function (t, x, y, model, sigma2, alpha) { var variogram = { t: t, x: x, y: y, nugget: 0.0, range: 0.0, sill: 0.0, A: 1 / 3, n: 0 }; switch (model) { case "gaussian": variogram.model = kriging_variogram_gaussian; break; case "exponential": variogram.model = kriging_variogram_exponential; break; case "spherical": variogram.model = kriging_variogram_spherical; break; } ; // Lag distance/semivariance var i, j, k, l, n = t.length; var distance = Array((n * n - n) / 2); for (i = 0, k = 0; i < n; i++) for (j = 0; j < i; j++, k++) { distance[k] = Array(2); distance[k][0] = Math.pow( Math.pow(x[i] - x[j], 2) + Math.pow(y[i] - y[j], 2), 0.5); distance[k][1] = Math.abs(t[i] - t[j]); } distance.sort(function (a, b) { return a[0] - b[0]; }); variogram.range = distance[(n * n - n) / 2 - 1][0]; // Bin lag distance var lags = ((n * n - n) / 2) > 30 ? 30 : (n * n - n) / 2; var tolerance = variogram.range / lags; var lag = createArrayWithValues(0, lags); var semi = createArrayWithValues(0, lags); if (lags < 30) { for (l = 0; l < lags; l++) { lag[l] = distance[l][0]; semi[l] = distance[l][1]; } } else { for (i = 0, j = 0, k = 0, l = 0; i < lags && j < ((n * n - n) / 2); i++, k = 0) { while (distance[j][0] <= ((i + 1) * tolerance)) { lag[l] += distance[j][0]; semi[l] += distance[j][1]; j++; k++; if (j >= ((n * n - n) / 2)) break; } if (k > 0) { lag[l] /= k; semi[l] /= k; l++; } } if (l < 2) return variogram; // Error: Not enough points } // Feature transformation n = l; variogram.range = lag[n - 1] - lag[0]; var X = createArrayWithValues(1, 2 * n); var Y = Array(n); var A = variogram.A; for (i = 0; i < n; i++) { switch (model) { case "gaussian": X[i * 2 + 1] = 1.0 - Math.exp(-(1.0 / A) * Math.pow(lag[i] / variogram.range, 2)); break; case "exponential": X[i * 2 + 1] = 1.0 - Math.exp(-(1.0 / A) * lag[i] / variogram.range); break; case "spherical": X[i * 2 + 1] = 1.5 * (lag[i] / variogram.range) - 0.5 * Math.pow(lag[i] / variogram.range, 3); break; } ; Y[i] = semi[i]; } // Least squares var Xt = kriging_matrix_transpose(X, n, 2); var Z = kriging_matrix_multiply(Xt, X, 2, n, 2); Z = kriging_matrix_add(Z, kriging_matrix_diag(1 / alpha, 2), 2, 2); var cloneZ = Z.slice(0); if (kriging_matrix_chol(Z, 2)) kriging_matrix_chol2inv(Z, 2); else { kriging_matrix_solve(cloneZ, 2); Z = cloneZ; } var W = kriging_matrix_multiply(kriging_matrix_multiply(Z, Xt, 2, 2, n), Y, 2, n, 1); // Variogram parameters variogram.nugget = W[0]; variogram.sill = W[1] * variogram.range + variogram.nugget; variogram.n = x.length; // Gram matrix with prior n = x.length; var K = Array(n * n); for (i = 0; i < n; i++) { for (j = 0; j < i; j++) { K[i * n + j] = variogram.model(Math.pow(Math.pow(x[i] - x[j], 2) + Math.pow(y[i] - y[j], 2), 0.5), variogram.nugget, variogram.range, variogram.sill, variogram.A); K[j * n + i] = K[i * n + j]; } K[i * n + i] = variogram.model(0, variogram.nugget, variogram.range, variogram.sill, variogram.A); } // Inverse penalized Gram matrix projected to target vector var C = kriging_matrix_add(K, kriging_matrix_diag(sigma2, n), n, n); var cloneC = C.slice(0); if (kriging_matrix_chol(C, n)) kriging_matrix_chol2inv(C, n); else { kriging_matrix_solve(cloneC, n); C = cloneC; } // Copy unprojected inverted matrix as K var K = C.slice(0); var M = kriging_matrix_multiply(C, t, n, n, 1); variogram.K = K; variogram.M = M; return variogram; }; // Model prediction kriging.predict = function (x, y, variogram) { var i, k = Array(variogram.n); for (i = 0; i < variogram.n; i++) k[i] = variogram.model(Math.pow(Math.pow(x - variogram.x[i], 2) + Math.pow(y - variogram.y[i], 2), 0.5), variogram.nugget, variogram.range, variogram.sill, variogram.A); return kriging_matrix_multiply(k, variogram.M, 1, variogram.n, 1)[0]; }; kriging.variance = function (x, y, variogram) { var i, k = Array(variogram.n); for (i = 0; i < variogram.n; i++) k[i] = variogram.model(Math.pow(Math.pow(x - variogram.x[i], 2) + Math.pow(y - variogram.y[i], 2), 0.5), variogram.nugget, variogram.range, variogram.sill, variogram.A); return variogram.model(0, variogram.nugget, variogram.range, variogram.sill, variogram.A) + kriging_matrix_multiply(kriging_matrix_multiply(k, variogram.K, 1, variogram.n, variogram.n), k, 1, variogram.n, 1)[0]; }; // Gridded matrices or contour paths kriging.grid = function (polygons, variogram, width) { var i, j, k, n = polygons.length; if (n == 0) return; // Boundaries of polygons space var xlim = [polygons[0][0][0], polygons[0][0][0]]; var ylim = [polygons[0][0][1], polygons[0][0][1]]; for (i = 0; i < n; i++) // Polygons for (j = 0; j < polygons[i].length; j++) { // Vertices if (polygons[i][j][0] < xlim[0]) xlim[0] = polygons[i][j][0]; if (polygons[i][j][0] > xlim[1]) xlim[1] = polygons[i][j][0]; if (polygons[i][j][1] < ylim[0]) ylim[0] = polygons[i][j][1]; if (polygons[i][j][1] > ylim[1]) ylim[1] = polygons[i][j][1]; } // Alloc for O(n^2) space var xtarget, ytarget; var a = Array(2), b = Array(2); var lxlim = Array(2); // Local dimensions var lylim = Array(2); // Local dimensions var x = Math.ceil((xlim[1] - xlim[0]) / width); var y = Math.ceil((ylim[1] - ylim[0]) / width); var A = Array(x + 1); for (i = 0; i <= x; i++) A[i] = Array(y + 1); for (i = 0; i < n; i++) { // Range for polygons[i] lxlim[0] = polygons[i][0][0]; lxlim[1] = lxlim[0]; lylim[0] = polygons[i][0][1]; lylim[1] = lylim[0]; for (j = 1; j < polygons[i].length; j++) { // Vertices if (polygons[i][j][0] < lxlim[0]) lxlim[0] = polygons[i][j][0]; if (polygons[i][j][0] > lxlim[1]) lxlim[1] = polygons[i][j][0]; if (polygons[i][j][1] < lylim[0]) lylim[0] = polygons[i][j][1]; if (polygons[i][j][1] > lylim[1]) lylim[1] = polygons[i][j][1]; } // Loop through polygon subspace a[0] = Math.floor(((lxlim[0] - ((lxlim[0] - xlim[0]) % width)) - xlim[0]) / width); a[1] = Math.ceil(((lxlim[1] - ((lxlim[1] - xlim[1]) % width)) - xlim[0]) / width); b[0] = Math.floor(((lylim[0] - ((lylim[0] - ylim[0]) % width)) - ylim[0]) / width); b[1] = Math.ceil(((lylim[1] - ((lylim[1] - ylim[1]) % width)) - ylim[0]) / width); for (j = a[0]; j <= a[1]; j++) for (k = b[0]; k <= b[1]; k++) { xtarget = xlim[0] + j * width; ytarget = ylim[0] + k * width; if (polygons[i].pip(xtarget, ytarget)) A[j][k] = kriging.predict(xtarget, ytarget, variogram); } } A.xlim = xlim; A.ylim = ylim; A.zlim = [variogram.t.min(), variogram.t.max()]; A.width = width; return A; }; kriging.contour = function (value, polygons, variogram) { }; // Plotting on the DOM kriging.plot = function (canvas, grid, xlim, ylim, colors) { // Clear screen var ctx = canvas.getContext("2d"); ctx.clearRect(0, 0, canvas.width, canvas.height); // Starting boundaries var range = [xlim[1] - xlim[0], ylim[1] - ylim[0], grid.zlim[1] - grid.zlim[0]]; var i, j, x, y, z; var n = grid.length; var m = grid[0].length; var wx = Math.ceil(grid.width * canvas.width / (xlim[1] - xlim[0])); var wy = Math.ceil(grid.width * canvas.height / (ylim[1] - ylim[0])); for (i = 0; i < n; i++) for (j = 0; j < m; j++) { if (grid[i][j] == undefined) continue; x = canvas.width * (i * grid.width + grid.xlim[0] - xlim[0]) / range[0]; y = canvas.height * (1 - (j * grid.width + grid.ylim[0] - ylim[0]) / range[1]); z = (grid[i][j] - grid.zlim[0]) / range[2]; if (z < 0.0) z = 0.0; if (z > 1.0) z = 1.0; ctx.fillStyle = colors[Math.floor((colors.length - 1) * z)]; ctx.fillRect(Math.round(x - wx / 2), Math.round(y - wy / 2), wx, wy); } }; return kriging; }();