STK_FILLDIST computes the fill distance of a set of points
CALL: FD = stk_filldist(X, BOX)
computes the fill distance FD of the dataset X in the hyper-rectangle
BOX, using the computational-geometric algorithm of L. Pronzato and
W. G. Muller [1]. Recall that
D = max_{Y in BOX} min_{1 <= i <= n} norm(X(i,:) - Y), (1)
where norm(.) denotes the Euclidean norm in R^d. Optimal designs with
respect to the fill distance are sometimes called "minimax" designs
(see, e.g., [2]).
CALL: FD = stk_filldist(X)
assumes that the fill distance is to be computed with respect to the
hyperrectangle BOX = [0; 1]^d.
CALL: FD = stk_filldist(X, Y)
computes the fill distance FD of X using the "test set" Y. More preci-
sely, if X and Y are respectively n x d and m x d, then
FD = max_{1 <= j <= m} min_{1 <= i <= n} norm(X(i,:) - Y(j,:)),
If Y is dense enough in some subset BOX of R^d, then FD should be close
to the actual fill distance of X in BOX.
CALL: [FD, YMAX] = stk_filldist(...)
also returns the point YMAX where the maximal distance is attained.
NOTE:
stk_filldist is actually a wrapper around stk_filldist_discretized and
stk_filldist_exact. Which function to call is guessed based on the number
of rows of the second argument. Because of that, the test set Y is required
to have at least 3 rows.
REFERENCES
[1] Luc Pronzato and Werner G. Muller, "Design of computer
experiments: space filling and beyond", Statistics and Computing,
22(3):681-701, 2012.
[2] Mark E. Johnson, Leslie M. Moore and Donald Ylvisaker, "Minimax
and maximin distance designs", Journal of Statistical Planning
and Inference, 26(2):131-148, 1990.
See also: stk_dist, stk_mindist, stk_filldist_exact, stk_filldist_discretized