covfunc

Type Members

1. trait CovFunc extends AnyRef

   

   Covariance function that measures similarity between two points in some input space.

2. case class CovMatern52(sf: Double, ell: Double) extends CovFunc with Product with Serializable

   

   Matern covariance with v=5/2

   Matern covariance with v=5/2

   Implementation based 'http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html'

   sf

   - log of signal standard deviation

   ell

   - log of length scale standard deviation

3. case class CovSEARDIso(sf: Double, ell: Array[Double]) extends CovFunc with Product with Serializable

   

   Implementation based 'http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html'

   Implementation based 'http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html'

   Squared Exponential covariance function with isotropic distance measure. The covariance function is parameterized as:

   k(x^p,xq) = sf^{2 * exp(-(x}p - x^{q)'*inv(P)*(x}p - x^q)/2)

   where the P matrix is ell^{2 times the unit matrix and sf}2 is the signal variance.

   Copyright (c) by Carl Edward Rasmussen and Hannes Nickisch, 2010-09-10.

   sf

   - log of signal standard deviation

   ell

   - vector of log of length scale standard deviation

4. case class CovSEiso(sf: Double, ell: Double) extends CovFunc with Product with Serializable

   

   Implementation based 'http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html'

   Implementation based 'http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html'

   Squared Exponential covariance function with isotropic distance measure. The covariance function is parameterized as:

   k(x^p,xq) = sf^{2 * exp(-(x}p - x^{q)'*inv(P)*(x}p - x^q)/2)

   where the P matrix is ell^{2 times the unit matrix and sf}2 is the signal variance.

   Copyright (c) by Carl Edward Rasmussen and Hannes Nickisch, 2010-09-10.

   sf

   - log of signal standard deviation

   ell

   - log of length scale standard deviation