[WIP]: minimal general matern kernel. #392
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@astfalckl would be great to get your thoughts on this. If we could get a simple example showing where the general Matern offers that greater spectral flexibility - that would be excellent.
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poetry run pre-commit run --all-files --show-diff-on-failure
before committing.Description
This adds a Matérn kernel for general smoothness parameter. #391
TODO:
spectral_density
example.nu = 2 * nu
in the spectral density for the Matern12, Matern32, Matern52 kernels this seems rather weird (I mimic this for my implementation)? Also why do we not define the spectral density with the lengthscale and variance? Instead these terms seem to appear in basis function computation - I would expect to get the spectral density of my Kernel for my given variance and lengthscale if I calledspectral_density
? @thomaspinder