package gpr

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package gpr
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Covariance of linear functions with one hyperparameter

The covariance is defined as:

k(x, y) = x*inv(P)*y + 1/t^2 logtheta = log(t)

where P is a diagonal matrix containing t^2 along the diagonal.

module Params : sig ... end
module Deriv : Interfaces.Specs.Deriv with module Eval = Eval with type Hyper.t = [ `Log_theta ]