Comments (3)
Hi,
You're right, currently there is no API for sampling MFK GPs or accessing covariance matrices directly.
If you want to implement such methods take a look at krg_sampling.py where sampling for kriging is implemented.
You could mix and match the code with the one of MFK to get what you want... And then feel free to contribute with a PR 😉
from smt.
Yes, you can sample and generate the covariance matrix within SMT. Everything is included in the utils folder:
- from smt.utils.krg_sampling import sample_trajectory, gauss_legendre_grid, rectangular_grid, simpson_grid, eig_grid, sample_eigen
There is a tutorial describing how to sample from a GP within SMT: https://github.com/SMTorg/smt/blob/master/tutorial/SMT_GP_Sampling.ipynb
from smt.
Great, thank you both so much! I'll take a look at this code and tutorial.
from smt.
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