#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; } } }