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New rational quadratic kernel
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3 changed files with 96 additions and 1 deletions
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@ -22,6 +22,7 @@ from prod import prod as prodpart
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from prod_orthogonal import prod_orthogonal as prod_orthogonalpart
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from symmetric import symmetric as symmetric_part
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from coregionalise import coregionalise as coregionalise_part
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from rational_quadratic import rational_quadratic as rational_quadraticpart
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#TODO these s=constructors are not as clean as we'd like. Tidy the code up
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#using meta-classes to make the objects construct properly wthout them.
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@ -280,3 +281,18 @@ def coregionalise(Nout,R=1, W=None, kappa=None):
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return kern(1,[p])
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def rational_quadratic(D,variance=1., lengthscale=1., power=1.):
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"""
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Construct rational quadratic kernel.
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:param D: the number of input dimensions
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:type D: int (D=1 is the only value currently supported)
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:param variance: the variance :math:`\sigma^2`
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:type variance: float
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:param lengthscale: the lengthscale :math:`\ell`
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:type lengthscale: float
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:rtype: kern object
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"""
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part = rational_quadraticpart(D,variance, lengthscale, power)
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return kern(D, [part])
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