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CMP++: Uncertainty Quantification & Bayesian Calibration
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This is the complete list of members for cmp::gp::GaussianProcess, including all inherited members.
| alpha_ | cmp::gp::GaussianProcess | private |
| compute(const Eigen::Ref< const Eigen::VectorXd > &par) | cmp::gp::GaussianProcess | private |
| 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) const | cmp::gp::GaussianProcess | |
| covarianceGradient(Eigen::Ref< const Eigen::VectorXd > par, const int &i) const | cmp::gp::GaussianProcess | |
| covarianceHessian(Eigen::Ref< const Eigen::VectorXd > par, const size_t &i, const size_t &j) const | cmp::gp::GaussianProcess | |
| covDecomposition_ | cmp::gp::GaussianProcess | private |
| diagCovInverse_ | cmp::gp::GaussianProcess | private |
| expectedVarianceImprovement(const Eigen::Ref< const Eigen::MatrixXd > &x_pts, const Eigen::Ref< const Eigen::MatrixXd > &x_pending, double nu) const | cmp::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) noexcept | cmp::gp::GaussianProcess | |
| getAlpha() const | cmp::gp::GaussianProcess | inline |
| getCovDecomposition() const | cmp::gp::GaussianProcess | inline |
| getDiagCovInverse() const | cmp::gp::GaussianProcess | inline |
| getKernel() const | cmp::gp::GaussianProcess | inline |
| getMean() const | cmp::gp::GaussianProcess | inline |
| getNugget() const | cmp::gp::GaussianProcess | inline |
| getParameters() const | cmp::gp::GaussianProcess | inline |
| getResidualVector() const | cmp::gp::GaussianProcess | inline |
| getXObs() const | cmp::gp::GaussianProcess | inline |
| getYObs() const | cmp::gp::GaussianProcess | inline |
| logLikelihood() const | cmp::gp::GaussianProcess | |
| logLikelihoodLOO(const size_t &i) const | cmp::gp::GaussianProcess | |
| nObs() const | cmp::gp::GaussianProcess | inline |
| normalizeY_ | cmp::gp::GaussianProcess | private |
| nugget_ | cmp::gp::GaussianProcess | private |
| 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) noexcept | cmp::gp::GaussianProcess | |
| par_ | cmp::gp::GaussianProcess | private |
| pKernel_ | cmp::gp::GaussianProcess | private |
| pMean_ | cmp::gp::GaussianProcess | private |
| predict(const Eigen::Ref< const Eigen::VectorXd > &x, type predictionType=type::POSTERIOR) const | cmp::gp::GaussianProcess | |
| predictLOO(const size_t &i) const | cmp::gp::GaussianProcess | |
| predictMean(const Eigen::Ref< const Eigen::VectorXd > &x, type predictionType=type::POSTERIOR) const | cmp::gp::GaussianProcess | |
| predictMeanMultiple(const Eigen::Ref< const Eigen::MatrixXd > &x_pts, type predictionType=type::POSTERIOR) const | cmp::gp::GaussianProcess | |
| predictMultiple(const Eigen::Ref< const Eigen::MatrixXd > &x_pts, type predictionType=type::POSTERIOR) const | cmp::gp::GaussianProcess | |
| priorMean(Eigen::Ref< const Eigen::VectorXd > par) const | cmp::gp::GaussianProcess | |
| priorMeanGradient(Eigen::Ref< const Eigen::VectorXd > par, const int &i) const | cmp::gp::GaussianProcess | |
| pXObs_ | cmp::gp::GaussianProcess | private |
| pYObs_ | cmp::gp::GaussianProcess | private |
| residual(Eigen::Ref< const Eigen::VectorXd > par) const | cmp::gp::GaussianProcess | |
| residual_ | cmp::gp::GaussianProcess | private |
| 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::GaussianProcess | private |
| yObs_ | cmp::gp::GaussianProcess | private |
| yScaler_ | cmp::gp::GaussianProcess | private |
| ~GaussianProcess()=default | cmp::gp::GaussianProcess |