A lot of progress.

2020-02-20 09:19:11 +01:00
parent fd249da405
commit 7528b3b67b
18 changed files with 2191 additions and 110 deletions
--- a/src/kernel/exponential.rs
+++ b/src/kernel/exponential.rs
@@ -34,7 +34,15 @@ impl Kernel for Exponential {
        array![1.0]
    }

+    fn feedback(&self) -> Array2<f64> {
+        (-1.0 / self.l_scale) * array![[1.0]]
+    }
+
    fn transition(&self, t0: f64, t1: f64) -> Array2<f64> {
-        todo!();
+        -(t1 - t0) / self.l_scale * array![[1.0]]
+    }
+
+    fn noise_cov(&self, t0: f64, t1: f64) -> Array2<f64> {
+        self.var * (1.0 - (-2.0 * (t1 - t0) / self.l_scale).exp()) * array![[1.0]]
    }
 }