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lines changed Original file line number Diff line number Diff line change @@ -12,14 +12,14 @@ positively correlated and for `h<1/2` the increments are negatively correlated.
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struct FBMKernel{T<: Real } <: BaseKernel
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h:: Vector{T}
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function FBMKernel (; h:: T = 0.5 ) where {T<: Real }
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- @assert h <= 1 .0 && h >= 0 .0 " FBMKernel: Given Hurst index h is invalid."
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+ @assert 0 .0 <= h <= 1 .0 " FBMKernel: Given Hurst index h is invalid."
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return new {T} ([h])
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end
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end
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Base. show (io:: IO , κ:: FBMKernel ) = print (io, " Fractional Brownian Motion Kernel (h = $(first (k. h)) )" )
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- _fbm (modX, modY, modXY, h) = (modX^ h + modY^ h - modXY^ h)/ 2
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+ _fbm (modX, modY, modXY, h) = (modX^ h + modY^ h - abs ( modXY) ^ h)/ 2
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function kernelmatrix (κ:: FBMKernel , X:: AbstractMatrix ; obsdim:: Int = defaultobs)
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@assert obsdim ∈ [1 ,2 ] " obsdim should be 1 or 2 (see docs of kernelmatrix))"
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