pytspl.hogde_gp.kernels

Types of kernels for the Hodge-composition edge Gaussian processes.

Classes

Kernels

Enum class for the implemented kernels.

Module Contents

class pytspl.hogde_gp.kernels.Kernels(*args, **kwds)

Bases: enum.Enum

Enum class for the implemented kernels.

• DIFFUSION: Diffusion kernel.

• DIFFUSION_NON_HC: Diffusion kernel without hyperparameters.

• MATERN: Matern kernel.

• MATERN_NON_HC: Matern kernel without hyperparameters.

• LAPLACIAN: Laplacian kernel.

• LAPLACIAN_NON_HC: Laplacian kernel without hyperparameters.

DIFFUSION = 'diffusion'

DIFFUSION_NON_HC = 'diffusion_non_hc'

MATERN = 'matern'

MATERN_NON_HC = 'matern_non_hc'

LAPLACIAN = 'laplacian'

LAPLACIAN_NON_HC = 'laplacian_non_hc'

classmethod get_names()

Return the names of the implemented kernels.

get_forex_kernels()

Return the implemented kernels for the forex data.