kernels

Documentation

Index

• type ConstantGaussianCovarianceKernel
  • func (c *ConstantGaussianCovarianceKernel) Configure(partitionIndex int, settings *simulator.Settings)
  • func (c *ConstantGaussianCovarianceKernel) GetCovariance(currentState []float64, pastState []float64, currentTime float64, ...) *mat.SymDense
  • func (c *ConstantGaussianCovarianceKernel) SetParams(params *simulator.OtherParams)
• type ExponentialIntegrationKernel
  • func (e *ExponentialIntegrationKernel) Configure(partitionIndex int, settings *simulator.Settings)
  • func (e *ExponentialIntegrationKernel) Evaluate(currentState []float64, pastState []float64, currentTime float64, ...) float64
  • func (e *ExponentialIntegrationKernel) SetParams(params *simulator.OtherParams)
• type GaussianCovarianceKernel
• type GaussianIntegrationKernel
  • func (g *GaussianIntegrationKernel) Configure(partitionIndex int, settings *simulator.Settings)
  • func (g *GaussianIntegrationKernel) Evaluate(currentState []float64, pastState []float64, currentTime float64, ...) float64
  • func (g *GaussianIntegrationKernel) SetParams(params *simulator.OtherParams)
• type IntegrationKernel

Types

type ConstantGaussianCovarianceKernel

type ConstantGaussianCovarianceKernel struct {
	// contains filtered or unexported fields
}

ConstantGaussianCovarianceKernel models a constant covariance applied for all values in the GaussianConditionalProbability.

func (*ConstantGaussianCovarianceKernel) Configure

func (c *ConstantGaussianCovarianceKernel) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*ConstantGaussianCovarianceKernel) GetCovariance

func (c *ConstantGaussianCovarianceKernel) GetCovariance(
	currentState []float64,
	pastState []float64,
	currentTime float64,
	pastTime float64,
) *mat.SymDense

func (*ConstantGaussianCovarianceKernel) SetParams

func (c *ConstantGaussianCovarianceKernel) SetParams(
	params *simulator.OtherParams,
)

type ExponentialIntegrationKernel

type ExponentialIntegrationKernel struct {
	// contains filtered or unexported fields
}

ExponentialIntegrationKernel is a simple exponentially-weighted historical average value.

func (*ExponentialIntegrationKernel) Configure

func (e *ExponentialIntegrationKernel) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*ExponentialIntegrationKernel) Evaluate

func (e *ExponentialIntegrationKernel) Evaluate(
	currentState []float64,
	pastState []float64,
	currentTime float64,
	pastTime float64,
) float64

func (*ExponentialIntegrationKernel) SetParams

func (e *ExponentialIntegrationKernel) SetParams(
	params *simulator.OtherParams,
)

type GaussianCovarianceKernel

type GaussianCovarianceKernel interface {
	Configure(partitionIndex int, settings *simulator.Settings)
	SetParams(params *simulator.OtherParams)
	GetCovariance(
		currentState []float64,
		pastState []float64,
		currentTime float64,
		pastTime float64,
	) *mat.SymDense
}

GaussianCovarianceKernel is an interface that must be implemented in order to create a covariance kernel that can be used in the GaussianIntegrationKernel.

type GaussianIntegrationKernel

type GaussianIntegrationKernel struct {
	Kernel GaussianCovarianceKernel
	// contains filtered or unexported fields
}

GaussianIntegrationKernel applies a Gaussian kernel to get a vector of means.

func (*GaussianIntegrationKernel) Configure

func (g *GaussianIntegrationKernel) Configure(
	partitionIndex int,
	settings *simulator.Settings,
)

func (*GaussianIntegrationKernel) Evaluate

func (g *GaussianIntegrationKernel) Evaluate(
	currentState []float64,
	pastState []float64,
	currentTime float64,
	pastTime float64,
) float64

func (*GaussianIntegrationKernel) SetParams

func (g *GaussianIntegrationKernel) SetParams(params *simulator.OtherParams)

type IntegrationKernel

type IntegrationKernel interface {
	Configure(partitionIndex int, settings *simulator.Settings)
	SetParams(params *simulator.OtherParams)
	Evaluate(
		currentState []float64,
		pastState []float64,
		currentTime float64,
		pastTime float64,
	) float64
}

IntegrationKernel defines an interface that must be implemented for any integration kernel.