covariance.h File Reference

#include <cmp_defines.h>
#include <boost/math/special_functions/gamma.hpp>
#include <boost/math/special_functions/beta.hpp>
#include <boost/math/special_functions/bessel.hpp>

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Classes
class	cmp::covariance::Covariance
	Abstract base class for all covariance (kernel) functions. More...
class	cmp::covariance::Sum
	Represents the sum of two covariance functions. More...
class	cmp::covariance::Product
	Represents the product of two covariance functions. More...
class	cmp::covariance::Custom
	Represents a custom user-defined covariance function using std::function wrappers. More...
class	cmp::covariance::Constant
	Represents a constant scale covariance function. More...
class	cmp::covariance::Linear
	Represents a Linear covariance function. More...
class	cmp::covariance::Inverse
	Represents an Inverse covariance function. More...
class	cmp::covariance::SquaredExponential
	Squared Exponential (RBF / Gaussian) covariance function. More...
class	cmp::covariance::Matern52
	Matérn covariance function with parameter nu = 5/2. More...
class	cmp::covariance::Matern
	General Matérn covariance function. More...
class	cmp::covariance::WhiteNoise
	White noise covariance function. More...

Namespaces
namespace	cmp
namespace	cmp::covariance

Functions
std::shared_ptr< Covariance >	cmp::covariance::operator+ (std::shared_ptr< Covariance > k1, std::shared_ptr< Covariance > k2)
std::shared_ptr< Covariance >	cmp::covariance::operator* (std::shared_ptr< Covariance > k1, std::shared_ptr< Covariance > k2)