-
-
Notifications
You must be signed in to change notification settings - Fork 25
add Gaussian spatial covariance #520
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
base: main
Are you sure you want to change the base?
Conversation
danielinteractive
left a comment
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Thanks a lot @clarkliming for starting this!
Just let me know when you are ready for review
| // partial sigma / partial theta_1 = sigma. | ||
| auto sigma = this->get_sigma(visits, dist); | ||
| ret.block(0, 0, dist.rows(), dist.cols()) = sigma; | ||
| ret.block(dist.rows(), 0, dist.rows(), dist.cols()) = sigma.array() * dist.array().suqare() * (1 - this->rho); |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
| ret.block(dist.rows(), 0, dist.rows(), dist.cols()) = sigma.array() * dist.array().suqare() * (1 - this->rho); | |
| ret.block(dist.rows(), 0, dist.rows(), dist.cols()) = sigma.array() * dist.array().square() * (1 - this->rho); |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
this is still there
| auto dtheta1dtheta2 = sigma.array() * dist.array().suqare() * rho_r; | ||
| ret.block(dist.rows(), 0, dist.rows(), dist.cols()) = dtheta1dtheta2; | ||
| ret.block(dist.rows() * 2, 0, dist.rows(), dist.cols()) = dtheta1dtheta2; | ||
| matrix<Type> dtheta2s = dtheta1dtheta2 * (dist.array().suqare() * rho_r - this->rho); |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
here the typo is again
close #501
this is a draft and a lot of files need to be updated; given low capacity at the moment I will need to do it slowly.
The core part is simple and has been updated; the documents, tests etc are to be completed