#region License Information
/* HeuristicLab
* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Linq.Expressions;
using HeuristicLab.Core;
namespace HeuristicLab.Algorithms.DataAnalysis {
public delegate double CovarianceFunctionDelegate(double[,] x, int i, int j);
public delegate double CrossCovarianceFunctionDelegate(double[,] x, double[,] xt, int i, int j);
public delegate IEnumerable CovarianceGradientFunctionDelegate(double[,] x, int i, int j);
public class ParameterizedCovarianceFunction {
public CovarianceFunctionDelegate Covariance { get; set; }
public CrossCovarianceFunctionDelegate CrossCovariance { get; set; }
public CovarianceGradientFunctionDelegate CovarianceGradient { get; set; }
}
[HeuristicLab.Persistence.Default.CompositeSerializers.Storable.StorableType("797E2D4C-A59C-41E4-B5AE-0C91AD2BCA4F")]
public interface ICovarianceFunction : IItem {
int GetNumberOfParameters(int numberOfVariables);
void SetParameter(double[] p);
ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, IEnumerable columnIndices);
}
}