Implement more and more logic.

src/kernel/constant.rs

@@ -1,3 +1,5 @@
+use ndarray::prelude::*;
+
 use super::Kernel;
 
 pub struct Constant {
@@ -10,4 +12,28 @@ impl Constant {
     }
 }
 
-impl Kernel for Constant {}
+impl Kernel for Constant {
+    fn k_diag(&self, ts: &[f64]) -> Array1<f64> {
+        Array1::ones(ts.len()) * self.var
+    }
+
+    fn order(&self) -> usize {
+        1
+    }
+
+    fn state_mean(&self, t: f64) -> Array1<f64> {
+        Array1::zeros(1)
+    }
+
+    fn state_cov(&self, t: f64) -> Array2<f64> {
+        array![[1.0]] * self.var
+    }
+
+    fn measurement_vector(&self) -> Array1<f64> {
+        array![1.0]
+    }
+
+    fn transition(&self, t0: f64, t1: f64) -> Array2<f64> {
+        todo!();
+    }
+}

src/kernel/exponential.rs

@@ -1,3 +1,5 @@
+use ndarray::prelude::*;
+
 use super::Kernel;
 
 pub struct Exponential {
@@ -11,4 +13,28 @@ impl Exponential {
     }
 }
 
-impl Kernel for Exponential {}
+impl Kernel for Exponential {
+    fn k_diag(&self, ts: &[f64]) -> Array1<f64> {
+        Array1::ones(ts.len()) * self.var
+    }
+
+    fn order(&self) -> usize {
+        1
+    }
+
+    fn state_mean(&self, t: f64) -> Array1<f64> {
+        Array1::zeros(1)
+    }
+
+    fn state_cov(&self, t: f64) -> Array2<f64> {
+        array![[1.0]] * self.var
+    }
+
+    fn measurement_vector(&self) -> Array1<f64> {
+        array![1.0]
+    }
+
+    fn transition(&self, t0: f64, t1: f64) -> Array2<f64> {
+        todo!();
+    }
+}

src/kernel/matern52.rs

@@ -1,14 +1,51 @@
+use ndarray::prelude::*;
+
 use super::Kernel;
 
 pub struct Matern52 {
     var: f64,
     l_scale: f64,
+    lambda: f64,
 }
 
 impl Matern52 {
     pub fn new(var: f64, l_scale: f64) -> Self {
-        Matern52 { var, l_scale }
+        Matern52 {
+            var,
+            l_scale,
+            lambda: 5.0f64.sqrt() / l_scale,
+        }
     }
 }
 
-impl Kernel for Matern52 {}
+impl Kernel for Matern52 {
+    fn k_diag(&self, ts: &[f64]) -> Array1<f64> {
+        Array1::ones(ts.len()) * self.var
+    }
+
+    fn order(&self) -> usize {
+        3
+    }
+
+    fn state_mean(&self, t: f64) -> Array1<f64> {
+        Array1::zeros(3)
+    }
+
+    fn state_cov(&self, t: f64) -> Array2<f64> {
+        let a = self.lambda;
+
+        array![
+            [1.0, 0.0, -a * a / 3.0],
+            [0.0, a * a / 3.0, 0.0],
+            [-a * a / 3.0, 0.0, a.powi(4)]
+        ] * self.var
+    }
+
+    fn measurement_vector(&self) -> Array1<f64> {
+        array![1.0, 0.0, 0.0]
+    }
+
+    fn transition(&self, t0: f64, t1: f64) -> Array2<f64> {
+        todo!();
+    }
+}