CMP++: Uncertainty Quantification & Bayesian Calibration
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cmp::gp::GaussianProcess Member List

This is the complete list of members for cmp::gp::GaussianProcess, including all inherited members.

alpha_cmp::gp::GaussianProcessprivate
compute(const Eigen::Ref< const Eigen::VectorXd > &par)cmp::gp::GaussianProcessprivate
condition(const Eigen::Ref< const Eigen::MatrixXd > &xObs, const Eigen::Ref< const Eigen::VectorXd > &yObs, bool copyData=true, bool normalizeY=false)cmp::gp::GaussianProcess
covariance(Eigen::Ref< const Eigen::VectorXd > par) constcmp::gp::GaussianProcess
covarianceGradient(Eigen::Ref< const Eigen::VectorXd > par, const int &i) constcmp::gp::GaussianProcess
covarianceHessian(Eigen::Ref< const Eigen::VectorXd > par, const size_t &i, const size_t &j) constcmp::gp::GaussianProcess
covDecomposition_cmp::gp::GaussianProcessprivate
diagCovInverse_cmp::gp::GaussianProcessprivate
expectedVarianceImprovement(const Eigen::Ref< const Eigen::MatrixXd > &x_pts, const Eigen::Ref< const Eigen::MatrixXd > &x_pending, double nu) constcmp::gp::GaussianProcess
fit(const Eigen::Ref< const Eigen::MatrixXd > &xObs, const Eigen::Ref< const Eigen::VectorXd > &yObs, const Eigen::Ref< const Eigen::VectorXd > &lb, const Eigen::Ref< const Eigen::VectorXd > &ub, const method &method, const nlopt::algorithm &alg, const double &tol_rel, bool copyData=true, bool normalizeY=false, const std::shared_ptr< cmp::prior::Prior > &prior=cmp::prior::Uniform::make(), const std::vector< bool > &logScale={})cmp::gp::GaussianProcess
GaussianProcess()cmp::gp::GaussianProcess
GaussianProcess(const std::shared_ptr< covariance::Covariance > &kernel, const std::shared_ptr< mean::Mean > &mean, Eigen::Ref< const Eigen::VectorXd > params, double nugget=1e-8)cmp::gp::GaussianProcess
GaussianProcess(const GaussianProcess &other)cmp::gp::GaussianProcess
GaussianProcess(GaussianProcess &&other) noexceptcmp::gp::GaussianProcess
getAlpha() constcmp::gp::GaussianProcessinline
getCovDecomposition() constcmp::gp::GaussianProcessinline
getDiagCovInverse() constcmp::gp::GaussianProcessinline
getKernel() constcmp::gp::GaussianProcessinline
getMean() constcmp::gp::GaussianProcessinline
getNugget() constcmp::gp::GaussianProcessinline
getParameters() constcmp::gp::GaussianProcessinline
getResidualVector() constcmp::gp::GaussianProcessinline
getXObs() constcmp::gp::GaussianProcessinline
getYObs() constcmp::gp::GaussianProcessinline
logLikelihood() constcmp::gp::GaussianProcess
logLikelihoodLOO(const size_t &i) constcmp::gp::GaussianProcess
nObs() constcmp::gp::GaussianProcessinline
normalizeY_cmp::gp::GaussianProcessprivate
nugget_cmp::gp::GaussianProcessprivate
objectiveFunction(const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::Ref< Eigen::VectorXd > grad, const std::shared_ptr< cmp::prior::Prior > &prior)cmp::gp::GaussianProcess
objectiveFunctionLOO(const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::Ref< Eigen::VectorXd > grad, const std::shared_ptr< cmp::prior::Prior > &prior)cmp::gp::GaussianProcess
objectiveFunctionLOOMSE(const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::Ref< Eigen::VectorXd > grad, const std::shared_ptr< cmp::prior::Prior > &prior)cmp::gp::GaussianProcess
operator=(const GaussianProcess &other)cmp::gp::GaussianProcess
operator=(GaussianProcess &&other) noexceptcmp::gp::GaussianProcess
par_cmp::gp::GaussianProcessprivate
pKernel_cmp::gp::GaussianProcessprivate
pMean_cmp::gp::GaussianProcessprivate
predict(const Eigen::Ref< const Eigen::VectorXd > &x, type predictionType=type::POSTERIOR) constcmp::gp::GaussianProcess
predictLOO(const size_t &i) constcmp::gp::GaussianProcess
predictMean(const Eigen::Ref< const Eigen::VectorXd > &x, type predictionType=type::POSTERIOR) constcmp::gp::GaussianProcess
predictMeanMultiple(const Eigen::Ref< const Eigen::MatrixXd > &x_pts, type predictionType=type::POSTERIOR) constcmp::gp::GaussianProcess
predictMultiple(const Eigen::Ref< const Eigen::MatrixXd > &x_pts, type predictionType=type::POSTERIOR) constcmp::gp::GaussianProcess
priorMean(Eigen::Ref< const Eigen::VectorXd > par) constcmp::gp::GaussianProcess
priorMeanGradient(Eigen::Ref< const Eigen::VectorXd > par, const int &i) constcmp::gp::GaussianProcess
pXObs_cmp::gp::GaussianProcessprivate
pYObs_cmp::gp::GaussianProcessprivate
residual(Eigen::Ref< const Eigen::VectorXd > par) constcmp::gp::GaussianProcess
residual_cmp::gp::GaussianProcessprivate
set(const std::shared_ptr< covariance::Covariance > &kernel, const std::shared_ptr< mean::Mean > &mean, Eigen::Ref< const Eigen::VectorXd > params, double nugget=1e-8)cmp::gp::GaussianProcess
xObs_cmp::gp::GaussianProcessprivate
yObs_cmp::gp::GaussianProcessprivate
yScaler_cmp::gp::GaussianProcessprivate
~GaussianProcess()=defaultcmp::gp::GaussianProcess