gp 0.0.1

Gaussian Process
Documentation 
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// cargo run --example prior -- --xs $(seq 1 100) --length-scale 1 | gnuplot -e 'plot "-" w l; pause 100'
#[macro_use]
extern crate trackable;

use gp::distributions::GaussianProcessPrior;
use gp::kernels::GaussianKernel;
use gp::means::ZERO_MEAN;
use rand;
use rand::distributions::Distribution;
use structopt::StructOpt;

#[derive(Debug, StructOpt)]
#[structopt(rename_all = "kebab-case")]
struct Opt {
    #[structopt(long)]
    xs: Vec<f64>,

    #[structopt(long, default_value = "0.1")]
    length_scale: f64,
}

fn main() -> trackable::result::TopLevelResult {
    let opt = Opt::from_args();

    let kernel = GaussianKernel::new(opt.length_scale);
    let prior = track!(GaussianProcessPrior::new(&opt.xs, ZERO_MEAN, kernel))?;

    let mut rng = rand::thread_rng();
    let ys = prior.sample(&mut rng);
    for (x, y) in opt.xs.iter().zip(ys.as_slice().iter()) {
        println!("{} {}", x, y);
    }

    Ok(())
}