#region License Information
/* HeuristicLab
* Copyright (C) 2002-2012 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 HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Algorithms.DataAnalysis {
[StorableClass]
[Item(Name = "CovarianceNoise",
Description = "Noise covariance function for Gaussian processes.")]
public class CovarianceNoise : Item, ICovarianceFunction {
[Storable]
private double sf2;
public double Scale { get { return sf2; } }
[StorableConstructor]
protected CovarianceNoise(bool deserializing)
: base(deserializing) {
}
protected CovarianceNoise(CovarianceNoise original, Cloner cloner)
: base(original, cloner) {
this.sf2 = original.sf2;
}
public CovarianceNoise()
: base() {
}
public override IDeepCloneable Clone(Cloner cloner) {
return new CovarianceNoise(this, cloner);
}
public int GetNumberOfParameters(int numberOfVariables) {
return 1;
}
public void SetParameter(double[] hyp) {
this.sf2 = Math.Exp(2 * hyp[0]);
}
public double GetCovariance(double[,] x, int i, int j) {
return sf2;
}
public IEnumerable GetGradient(double[,] x, int i, int j) {
yield return 2 * sf2;
}
public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j) {
return 0.0;
}
}
}