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pub mod exact_gp;
pub mod ey;
pub mod kernel_matrix;
pub mod kiss_love_gp;
pub mod regressor;
pub mod student_tp;
use crate::RandomVariable;
pub use exact_gp::*;
pub use ey::*;
pub use kernel_matrix::*;
pub use kiss_love_gp::*;
use opensrdk_kernel_method::Kernel;
pub use regressor::*;
use std::{error::Error, fmt::Debug};
pub use student_tp::*;
#[derive(thiserror::Error, Debug)]
pub enum GaussianProcessError {
#[error("Data is empty.")]
Empty,
#[error("Dimension mismatch.")]
DimensionMismatch,
#[error("NaN contaminated.")]
NaNContamination,
}
pub trait GaussianProcess<K, T>
where
K: Kernel<T>,
T: RandomVariable,
{
fn new(kernel: K) -> Self;
fn kxx_inv_vec(
&self,
vec: Vec<f64>,
params: &GaussianProcessParams<T>,
with_det_lkxx: bool,
) -> Result<(Vec<f64>, Option<f64>), Box<dyn Error>>;
fn lkxx_vec(
&self,
vec: Vec<f64>,
params: &GaussianProcessParams<T>,
) -> Result<Vec<f64>, Box<dyn Error>>;
}
#[derive(Clone, Debug, PartialEq)]
pub struct GaussianProcessParams<T>
where
T: RandomVariable,
{
x: Vec<T>,
theta: Vec<f64>,
}
impl<T> GaussianProcessParams<T>
where
T: RandomVariable,
{
pub fn new(x: Vec<T>, theta: Vec<f64>) -> Self {
Self { x, theta }
}
pub fn eject(self) -> (Vec<T>, Vec<f64>) {
(self.x, self.theta)
}
}