From e6e565651376112d429d3bd7e8f7fb3bfef6a3c7 Mon Sep 17 00:00:00 2001 From: Eric Ford Date: Thu, 11 Jul 2024 11:49:47 -0400 Subject: [PATCH] update for TemporalGPs 0.6.7 --- src/interp/gp_fast/low_level.jl | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/src/interp/gp_fast/low_level.jl b/src/interp/gp_fast/low_level.jl index df2c90d..3967d9d 100644 --- a/src/interp/gp_fast/low_level.jl +++ b/src/interp/gp_fast/low_level.jl @@ -10,7 +10,8 @@ Optional Inputs: function construct_gp_prior(; smooth_factor::Real = 1, σ²::Real = 0.5, l::Real = 5.8e-5) σ² *= smooth_factor l *= smooth_factor - k = σ² * transform(Matern52Kernel(), 1 / l) + #k = σ² * transform(Matern52Kernel(), 1 / l) + k = σ² * Matern52Kernel() ∘ ScaleTransform(1 / l) f_naive = GP(k) #f = to_sde(f_naive) # if develop issues with StaticArrays could revert to this f = to_sde(f_naive, SArrayStorage(Float64)) @@ -29,7 +30,8 @@ function construct_gp_prior(; smooth_factor_σ²::Real = 1, smooth_factor_l::Rea σ² *= smooth_factor_σ² * smooth_factor l *= smooth_factor_l * smooth_factor #k = σ² * transform(Matern52Kernel(), 1 / l) - k = σ² * with_lengthscale(Matern52Kernel(), 1 / l) + #k = σ² * with_lengthscale(Matern52Kernel(), 1 / l) + k = σ² * Matern52Kernel() ∘ ScaleTransform(1 / l) f_naive = GP(k) #f = to_sde(f_naive) # if develop issues with StaticArrays could revert to this f = to_sde(f_naive, SArrayStorage(Float64))