Struct rv::process::gaussian::kernel::MaternKernel

pub struct MaternKernel { /* private fields */ }

Matérn Kernel The Matérn kernel is given by

  K(\mathbf{x}, \mathbf{x'}) = \frac{2^{1-\nu}}{\Gamma(\nu)} {\left( \sqrt{2 \nu} \frac{d}{l} \right)}^\nu K_\nu (\sqrt{2\nu} \frac{d}{l})

where $\Gamma$ is the gamma function and $K_\nu$ is the Bessel funciton of the second kind.

Parameters

• nu -
• length_scale -

Implementations

impl MaternKernel

pub fn new(nu: f64, length_scale: f64) -> Result<Self, KernelError>

Create a new MaternKernel with nu and length_scale.

pub fn new_unchecked(nu: f64, length_scale: f64) -> Self

Create a new MaternKernel with nu and length_scale without checking inputs.

Trait Implementations

impl<B> Add<B> for MaternKernel

where B: Kernel,

type Output = AddKernel<MaternKernel, B>

The resulting type after applying the + operator.

fn add(self, rhs: B) -> Self::Output

Performs the + operation.

impl Clone for MaternKernel

fn clone(&self) -> MaternKernel

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MaternKernel

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for MaternKernel

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MaternKernel

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Kernel for MaternKernel

fn n_parameters(&self) -> usize

Return the number of parameters used in this Kernel.

fn covariance<R1, R2, C1, C2, S1, S2>( &self, x1: &Matrix<f64, R1, C1, S1>, x2: &Matrix<f64, R2, C2, S2> ) -> DMatrix<f64>

where R1: Dim, R2: Dim, C1: Dim, C2: Dim, S1: Storage<f64, R1, C1>, S2: Storage<f64, R2, C2>, ShapeConstraint: SameNumberOfColumns<C1, C2>,

Returns the covariance matrix for two equal sized vectors

fn is_stationary(&self) -> bool

Reports if the given kernel function is stationary.

fn diag<R, C, S>(&self, x: &Matrix<f64, R, C, S>) -> DVector<f64>

where R: Dim, C: Dim, S: Storage<f64, R, C>,

Returns the diagonal of the kernel(x, x)

fn parameters(&self) -> DVector<f64>

Return the corresponding parameter vector The parameters here are in a log-scale

fn reparameterize(&self, params: &[f64]) -> Result<Self, KernelError>

Create a new kernel of the given type from the provided parameters. The parameters here are in a log-scale

fn covariance_with_gradient<R, C, S>( &self, x: &Matrix<f64, R, C, S> ) -> Result<(DMatrix<f64>, CovGrad), CovGradError>

where R: Dim, C: Dim, S: Storage<f64, R, C>,

Covariance and Gradient with the log-scaled hyper-parameters

fn consume_parameters<I: IntoIterator<Item = f64>>( &self, params: I ) -> Result<(Self, I::IntoIter), KernelError>

Takes a sequence of parameters and consumes only the ones it needs to create itself. The parameters here are in a log-scale

fn add<B: Kernel>(self, other: B) -> AddKernel<Self, B>

fn mul<B: Kernel>(self, other: B) -> ProductKernel<Self, B>

impl<B> Mul<B> for MaternKernel

where B: Kernel,

type Output = ProductKernel<MaternKernel, B>

The resulting type after applying the * operator.

fn mul(self, rhs: B) -> Self::Output

Performs the * operation.

impl PartialEq for MaternKernel

fn eq(&self, other: &MaternKernel) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for MaternKernel

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for MaternKernel