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CMP++: Uncertainty Quantification & Bayesian Calibration
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#include <distribution.h>#include <scaler.h>#include <covariance.h>#include <mean++.h>#include <prior++.h>#include <optimization.h>#include <memory>

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Classes | |
| class | cmp::gp::GaussianProcess |
| This class implements a Gaussian Process (GP) regression model for non-parametric Bayesian regression. More... | |
Namespaces | |
| namespace | cmp |
| namespace | cmp::gp |
Enumerations | |
| enum | cmp::gp::method { cmp::gp::MLE , cmp::gp::LOO , cmp::gp::LOO_MSE } |
| Optimization method for GP hyperparameters. More... | |
| enum | cmp::gp::type { cmp::gp::PRIOR , cmp::gp::POSTERIOR } |
| GP evaluation type. More... | |