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pub mod exact;
pub mod ey;
pub mod kernel_matrix;
pub mod kiss_love;
pub mod regressor;
pub mod sparse;
pub use exact::*;
pub use ey::*;
pub use kernel_matrix::*;
pub use kiss_love::*;
pub use regressor::*;
pub use sparse::*;
use crate::{DistributionError, EllipticalParams, RandomVariable};
use opensrdk_kernel_method::*;
#[derive(thiserror::Error, Debug)]
pub enum EllipticalProcessError {
#[error("Data is empty.")]
Empty,
#[error("Dimension mismatch.")]
DimensionMismatch,
#[error("NaN contaminated.")]
NaNContamination,
}
#[derive(Clone, Debug)]
pub struct BaseEllipticalProcessParams<K, T>
where
K: PositiveDefiniteKernel<T>,
T: RandomVariable,
{
kernel: K,
x: Vec<T>,
theta: Vec<f64>,
sigma: f64,
}
impl<K, T> BaseEllipticalProcessParams<K, T>
where
K: PositiveDefiniteKernel<T>,
T: RandomVariable,
{
pub fn new(
kernel: K,
x: Vec<T>,
theta: Vec<f64>,
sigma: f64,
) -> Result<Self, DistributionError> {
if kernel.params_len() != theta.len() {
return Err(DistributionError::InvalidParameters(
EllipticalProcessError::DimensionMismatch.into(),
));
}
Ok(Self {
kernel,
x,
theta,
sigma,
})
}
}
pub trait EllipticalProcessParams<K, T>: EllipticalParams
where
K: PositiveDefiniteKernel<T>,
T: RandomVariable,
{
fn mahalanobis_squared(&self) -> f64;
}