kernels.hpp

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#ifndef GPLIB_KERNEL
#define GPLIB_KERNEL

#include "gp.hpp"

namespace gplib {
  namespace kernels {

    class squared_exponential : public kernel_class {
      private:
        struct implementation;
        implementation *pimpl;
      public:

        squared_exponential();

        squared_exponential(const std::vector<double> &params);
        ~squared_exponential();
        arma::mat eval(const arma::mat &X, const arma::mat &Y,
          bool diag = false) const;
        arma::mat derivate(size_t param_id, const arma::mat &X,
          const arma::mat &Y, bool diag = false) const;
        size_t n_params() const;
        void set_params(const std::vector<double> &params);
        void set_lower_bounds(const std::vector<double> &lower_bounds);
        void set_upper_bounds(const std::vector<double> &upper_bounds);
        std::vector<double> get_params() const;
        std::vector<double> get_lower_bounds() const;
        std::vector<double> get_upper_bounds() const;
    };
  }
}

#endif