Fix bayes

.readthedocs.yaml

@@ -0,0 +1,35 @@
+# Read the Docs configuration file for Sphinx projects
+# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details
+
+# Required
+version: 2
+
+# Set the OS, Python version and other tools you might need
+build:
+  os: ubuntu-22.04
+  tools:
+    python: "3.7"
+    # You can also specify other tool versions:
+    # nodejs: "20"
+    # rust: "1.70"
+    # golang: "1.20"
+
+# Build documentation in the "docs/" directory with Sphinx
+sphinx:
+  configuration: docs/source/conf.py
+  # You can configure Sphinx to use a different builder, for instance use the dirhtml builder for simpler URLs
+  # builder: "dirhtml"
+  # Fail on all warnings to avoid broken references
+  # fail_on_warning: true
+
+# Optionally build your docs in additional formats such as PDF and ePub
+# formats:
+#   - pdf
+#   - epub
+
+# Optional but recommended, declare the Python requirements required
+# to build your documentation
+# See https://docs.readthedocs.io/en/stable/guides/reproducible-builds.html
+python:
+  install:
+    - requirements: docs/requirements.txt

README.rst

@@ -1,9 +1,8 @@
-Template for the Read the Docs tutorial
+Read the Docs tutorial for libKriging and bindings
 =======================================
 
-This GitHub template includes fictional Python library
-with some basic Sphinx docs.
+This GitHub repository includes documentation for libKriging.
 
-Read the tutorial here:
+Read the tutorial for readthedocs features here:
 
 https://docs.readthedocs.io/en/stable/tutorial/

docs/requirements.txt

@@ -0,0 +1,4 @@
+myst-parser
+sphinxcontrib-bibtex
+sphinx-rtd-theme
+sphinxcontrib-katex

docs/source/api.rst

@@ -1,7 +1,72 @@
 API
-===
+=====
 
-.. autosummary::
-   :toctree: generated
+Following API doc supports:
 
-   lumache
+* Python wrapper
+* R wrapper
+* Octave wrapper
+* Matlab wrapper
+
+.. include:: pyrm-syntax.md
+   :parser: myst_parser.sphinx_
+
+
+Contructors
+-----------
+
+.. toctree::
+   :maxdepth: 1
+
+   functions/Kriging.md
+   functions/update.Kriging.md
+   functions/copy.Kriging.md
+   functions/saveload.Kriging.md
+   functions/NuggetKriging.md
+   functions/update.NuggetKriging.md
+   functions/copy.NuggetKriging.md
+   functions/saveload.NuggetKriging.md
+   functions/NoiseKriging.md
+   functions/update.NoiseKriging.md
+   functions/copy.NoiseKriging.md
+   functions/saveload.NoiseKriging.md
+
+Fit objective
+---------
+
+.. toctree::
+   :maxdepth: 1
+
+   functions/fit.Kriging.md
+   functions/logLikelihood.Kriging.md
+   functions/logLikelihoodFun.Kriging.md
+   functions/leaveOneOut.Kriging.md
+   functions/leaveOneOutFun.Kriging.md
+   functions/leaveOneOutVec.Kriging.md
+   functions/logMargPost.Kriging.md
+   functions/logMargPostFun.Kriging.md
+   functions/fit.NuggetKriging.md
+   functions/logLikelihood.NuggetKriging.md
+   functions/logLikelihoodFun.NuggetKriging.md
+   functions/logMargPost.NuggetKriging.md
+   functions/logMargPostFun.NuggetKriging.md
+   functions/fit.NoiseKriging.md
+   functions/logLikelihood.NoiseKriging.md
+   functions/logLikelihoodFun.NoiseKriging.md
+
+
+Prediction and simulation
+---------
+
+.. toctree::
+   :maxdepth: 1
+
+   functions/predict.Kriging.md
+   functions/simulate.Kriging.md
+   functions/update_simulate.Kriging.md
+   functions/predict.NuggetKriging.md
+   functions/simulate.NuggetKriging.md
+   functions/update_simulate.NuggetKriging.md
+   functions/predict.NoiseKriging.md
+   functions/simulate.NoiseKriging.md
+   functions/update_simulate.NoiseKriging.md

docs/source/conf.py

@@ -2,21 +2,24 @@
 
 # -- Project information
 
-project = 'Lumache'
-copyright = '2021, Graziella'
-author = 'Graziella'
+project = 'libKriging'
+copyright = 'Apache License'
+author = 'libKriging team'
 
-release = '0.1'
-version = '0.1.0'
+release = '0.9'
+version = '0.9.0'
 
 # -- General configuration
 
 extensions = [
+    'myst_parser',
     'sphinx.ext.duration',
     'sphinx.ext.doctest',
     'sphinx.ext.autodoc',
     'sphinx.ext.autosummary',
     'sphinx.ext.intersphinx',
+    'sphinxcontrib.bibtex',
+    'sphinxcontrib.katex',
 ]
 
 intersphinx_mapping = {
@@ -31,5 +34,78 @@
 
 html_theme = 'sphinx_rtd_theme'
 
+bibtex_bibfiles = ['libKriging.bib']
+
 # -- Options for EPUB output
 epub_show_urls = 'footnote'
+
+myst_enable_extensions = [
+    "amsmath",
+    "colon_fence",
+    "deflist",
+    "dollarmath",
+    "fieldlist",
+    "html_admonition",
+    "html_image",
+    "replacements",
+    "smartquotes",
+    "strikethrough",
+    "substitution",
+    "tasklist"
+]
+
+# -- added by Yves
+
+import sphinxcontrib.katex as katex
+
+latex_macros = r"""
+    \def \m            #1{\mathbf{#1}}
+    \def \bs           #1{\boldsymbol{#1}}
+    \def \LInv         #1{#1^\star}
+    \def \LInvT        #1{#1^{\star\top}}
+    \def \LInvHat      #1{\widehat{#1}^{\star}}
+    \def \LInvHatT     #1{\widehat{#1}^{\star\top}}
+    \def \RInv         #1{#1^\circ}
+    \def \RInvT        #1{#1^{\circ\top}}
+    \def \RInvHat      #1{\widehat{#1}^{\circ}}
+    \def \RInvHatT     #1{\widehat{#1}^{\circ\top}}
+    \def \LRInv        #1{#1^{\star\circ}}
+    \def \LRInvT       #1{#1^{\star\circ\top}}
+    \def \tr           #1{#1^{\top}}
+    \def \corr         #1{\mathring{#1}}
+    \def \corrinv      #1{\mathring{#1}^{-1}}
+    \def \Esp          #1{\mathbb{E}}
+    \def \Cov          #1{\textrm{Cov}}
+    \def \Corr         #1{\textrm{Corr}}
+    \def \Var          #1{\textrm{Var}}
+    \def \New          #1{#1_{\texttt{n}}}
+    \def \Old          #1{#1_{\texttt{o}}}
+    \def \Upd          #1{#1_{\texttt{u}}}
+    \def \tnew         #1{\texttt{n}}
+    \def \told         #1{\texttt{o}}
+    \def \tsim         #1{\texttt{sim}}
+    \def \tupd         #1{\texttt{u}}
+    \def \NewOld       #1{#1_{\texttt{n},\texttt{o}}}
+    \def \NewNew       #1{#1_{\texttt{n},\texttt{n}}}
+    \def \OldOld       #1{#1_{\texttt{o},\texttt{o}}}
+    \def \OldNew       #1{#1_{\texttt{o},\texttt{n}}}
+    \def \OldSim       #1{#1_{\texttt{o},\texttt{s}}}
+    \def \SimOld       #1{#1_{\texttt{s},\texttt{o}}}
+    \def \NewSim       #1{#1_{\texttt{n},\texttt{s}}}
+    \def \SimNew       #1{#1_{\texttt{s},\texttt{n}}}
+    \def \SimSim       #1{#1_{\texttt{s},\texttt{s}}}
+    \def \OldUpd       #1{#1_{\texttt{o},\texttt{u}}}
+    \def \UpdOld       #1{#1_{\texttt{u},\texttt{o}}}
+    \def \UpdSim       #1{#1_{\texttt{u},\texttt{s}}}
+    \def \SimUpd       #1{#1_{\texttt{s},\texttt{u}}}
+    \def \UpdUpd       #1{#1_{\texttt{u},\texttt{u}}}
+    \def \UpdNew       #1{#1_{\texttt{u},\texttt{n}}}
+    \def \NewUpd       #1{#1_{\texttt{n},\texttt{u}}}
+"""
+
+# Translate LaTeX macros to KaTeX and add to options for HTML builder
+katex_macros = katex.latex_defs_to_katex_macros(latex_macros)
+katex_options = 'macros: {' + katex_macros + '}'
+
+# Add LaTeX macros for LATEX builder
+latex_elements = {'preamble': latex_macros}

docs/source/functions/Kriging.md

@@ -0,0 +1,88 @@
+# `Kriging`
+
+
+## Description
+
+Create a `Kriging` Object representing a Trend $+$ GP Model
+
+
+## Usage
+
+Just build the model:
+```r
+Kriging(kernel)
+# later, call fit(y,X,...)
+```
+or, build and fit at the same time:
+```r
+Kriging(
+  y,
+  X,
+  kernel,
+  regmodel = "constant",
+  normalize = FALSE,
+  optim = "BFGS",
+  objective = "LL",
+  parameters = NULL
+)
+```
+
+
+## Arguments
+
+Argument      |Description
+------------- |----------------
+`y`     |     Numeric vector of response values.
+`X`     |     Numeric matrix of input design.
+`kernel`     |     Character defining the covariance model: `"gauss"` , `"exp"` , `"matern3_2"` , `"matern5_2"`.
+`regmodel`     |     Universal Kriging linear trend: `"constant"`, `"linear"`, `"interactive"`, `"quadratic"`.
+`normalize`     |     Logical. If `TRUE` both the input matrix `X` and the response `y` in normalized to take values in the interval $[0, 1]$ .
+`optim`     |     Character giving the Optimization method used to fit hyper-parameters. Possible values are: `"BFGS"` , `"Newton"` and `"none"` , the later simply keeping the values given in `parameters` . The method `"BFGS"` uses the gradient of the objective (note that `"BGFS10"` means 10 multi-start of BFGS). The method `"Newton"` uses both the gradient and the Hessian of the objective.
+`objective`     |     Character giving the objective function to optimize. Possible values are: `"LL"` for the Log-Likelihood, `"LOO"` for the Leave-One-Out sum of squares and `"LMP"` for the Log-Marginal Posterior.
+`parameters`     |     Initial values for the hyper-parameters. When provided this must be named list with elements `"sigma2"`  and `"theta"` containing the initial value(s) for the variance and for the range parameters. If `theta` is a matrix with more than one row, each row is used as a starting point for optimization.
+
+
+## Details
+
+The hyper-parameters (variance and vector of correlation ranges)
+ are estimated thanks to the optimization of a criterion given by
+ `objective` , using the method given in `optim` .
+
+
+## Value
+
+An object `"Kriging"` . Should be used
+ with its `predict` , `simulate` , `update` 
+ methods.
+
+
+## Examples
+
+```r
+f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
+set.seed(123)
+X <- as.matrix(runif(10))
+y <- f(X)
+## fit and print
+k <- Kriging(y, X, kernel = "matern3_2")
+k
+
+x <- as.matrix(seq(from = 0, to = 1, length.out = 101))
+p <- k$predict(x = x, return_stdev = TRUE, return_cov = FALSE)
+
+plot(f)
+points(X, y)
+lines(x, p$mean, col = "blue")
+polygon(c(x, rev(x)), c(p$mean - 2 * p$stdev, rev(p$mean + 2 * p$stdev)),
+border = NA, col = rgb(0, 0, 1, 0.2))
+
+s <- k$simulate(nsim = 10, seed = 123, x = x)
+
+matlines(x, s, col = rgb(0, 0, 1, 0.2), type = "l", lty = 1)
+```
+
+### Results
+```{literalinclude} ../functions/examples/Kriging.md.Rout
+:language: bash
+```
+![](../functions/examples/Kriging.md.png)