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Comprehensive Atmosphere N' Ocean Engine
Typedefs | Functions
gaussian_process.hpp File Reference
#include <cmath>

Go to the source code of this file.

Typedefs

typedef double(* KernelFunction_t) (double, double, double, double)
 

Functions

double SquaredExponential (double x1, double x2, double l, double s1s2=1.)
 
double OrnsteinUhlenbeck (double x1, double x2, double l, double s1s2=1.)
 
void gp_covariance (KernelFunction_t kernel, double **cov, double const *x, double const *s, int n, double l)
 
void gp_covariance2 (KernelFunction_t kernel, double **cov, double const *x1, double const *s1, int n1, double const *x2, double const *s2, int n2, double l)
 
double gp_predict (KernelFunction_t kernel, double *arr2, double const *x2, double const *s2, int n2, double const *arr1, double const *x1, double const *s1, int n1, double len)
 
double gp_lnprior (KernelFunction_t kernel, double const *arr1, double const *x1, double const *s1, int n1, double len)
 

Typedef Documentation

◆ KernelFunction_t

typedef double(* KernelFunction_t) (double, double, double, double)

Definition at line 6 of file gaussian_process.hpp.

Function Documentation

◆ SquaredExponential()

double SquaredExponential ( double  x1,
double  x2,
double  l,
double  s1s2 = 1. 
)
inline

Definition at line 8 of file gaussian_process.hpp.

◆ OrnsteinUhlenbeck()

double OrnsteinUhlenbeck ( double  x1,
double  x2,
double  l,
double  s1s2 = 1. 
)
inline

Definition at line 13 of file gaussian_process.hpp.

◆ gp_covariance()

void gp_covariance ( KernelFunction_t  kernel,
double **  cov,
double const *  x,
double const *  s,
int  n,
double  l 
)

Definition at line 11 of file gaussian_process.cpp.

◆ gp_covariance2()

void gp_covariance2 ( KernelFunction_t  kernel,
double **  cov,
double const *  x1,
double const *  s1,
int  n1,
double const *  x2,
double const *  s2,
int  n2,
double  l 
)

Definition at line 19 of file gaussian_process.cpp.

◆ gp_predict()

double gp_predict ( KernelFunction_t  kernel,
double *  arr2,
double const *  x2,
double const *  s2,
int  n2,
double const *  arr1,
double const *  x1,
double const *  s1,
int  n1,
double  len 
)

Definition at line 28 of file gaussian_process.cpp.

◆ gp_lnprior()

double gp_lnprior ( KernelFunction_t  kernel,
double const *  arr1,
double const *  x1,
double const *  s1,
int  n1,
double  len 
)

Definition at line 59 of file gaussian_process.cpp.