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Add scaling functions which provide a way of defining a covariance term which acts as a deterministic transformation of some underlying variable.

covariance term which acts as a deterministic transformation of
some underlying variable.
@akleeman akleeman force-pushed the scaling_functions branch from e013e53 to e7a7f86 Compare May 11, 2018 15:37
@akleeman akleeman requested review from benjamin0 and kmdade May 11, 2018 15:38
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looks good!


template <typename Term> struct CovarianceFunction {
Term covariance_term;
Term term;
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nit: In the future, could you separate pure naming changes into another commit?

* y ~ N(0, S) with S_ij = cov(y_i, y_j)
* And you may then make observations of that random variable
* but through a known transformation,
* z = f(y) y
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Looks like z = f(y) * y?

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done

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2 participants