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Add HSGPs, add support for power spectral densities to covariance function objects #6036

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e3f598a
add power spectral density methods to ExpQuad, Matern32, Matern52. a…
bwengals Aug 5, 2022
7ddd11e
composite kernels for psd, start tests
bwengals Aug 7, 2022
6671096
remove test_matches_1d_2d for now
bwengals Aug 7, 2022
ee44cbb
mark merge_factors with leading underscore
bwengals Aug 7, 2022
a2ebd05
hopefully make precommit happy
bwengals Aug 7, 2022
f459557
make factor_list hidden, check correct input_dims, active_dims for ps…
bwengals Aug 12, 2022
99223a0
run precommit
bwengals Aug 12, 2022
c580419
Merge branch 'master' into add-cov-psd
bwengals Aug 29, 2022
576bd70
split Covariance into Covariance and BaseCovariance, where BaseCovari…
bwengals Aug 31, 2022
1632c3a
fix weird test with inconsitent input_dim
bwengals Aug 31, 2022
1dbb274
Merge branch 'master' into add-cov-psd
bwengals Aug 31, 2022
40f1b62
add tests for matern52 and matern32
bwengals Sep 1, 2022
784ca32
fix from precommit
bwengals Sep 1, 2022
a9feac4
Merge branch 'master' into add-cov-psd
bwengals Oct 6, 2022
7df057b
add HSGP implementation from pymc-experimental
bwengals Oct 6, 2022
ba3add9
Merge branch 'master' into add-cov-psd
bwengals Oct 11, 2022
fcb9682
make hsgp importable
bwengals Oct 11, 2022
6be8fdb
make dims explicit keyword in Deterministic, fixes error
bwengals Oct 12, 2022
17c4f12
fix docstring
bwengals Oct 29, 2022
776ea46
add drop_first and add docstring
bwengals Nov 4, 2022
68cdc2c
Merge branch 'master' into add-cov-psd
bwengals Nov 4, 2022
5cb261a
Merge branch 'master' into add-cov-psd
bwengals Nov 8, 2022
c87520d
fix missing sqrt!!!
bwengals Nov 9, 2022
dfec72b
Merge branch 'master' into add-cov-psd
bwengals Nov 28, 2022
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1 change: 1 addition & 0 deletions pymc/gp/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -22,3 +22,4 @@
MarginalKron,
MarginalSparse,
)
from pymc.gp.hsgp import HSGP
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