gaussian_process_kernels.jl

using LinearAlgebra

k_sqr_exp(x, x′; ℓ=1)                      = exp( -(x - x′)^2 / 2ℓ^2 )
k_exp(x, x′; ℓ=1)                          = exp( -(abs(x - x′)/ℓ) )
k_gamma_exp(x, x′; ℓ=1, γ=0.5)             = exp( -(abs(x - x′)/ℓ)^γ )
k_rat_quad(x, x′; ℓ=1, α=0.5)              = (1 + (x - x′)^2 / 2α*ℓ^2)^-α
k_nn(x, x′; Σ=I, 𝐱=[1,x...], 𝐱′=[1,x′...]) = asin(2𝐱'Σ*𝐱′/sqrt((1 + 2𝐱'Σ*𝐱)*(1 + 2𝐱′'Σ*𝐱′)))
k_brownian(x, x′; H=0.9)                   = 1/2 * (abs(x)^(2H) + abs(x′)^(2H) - abs(x - x′)^(2H))
m_zero(x)                                  = zero(x)