File tree Expand file tree Collapse file tree 1 file changed +2
-2
lines changed
Expand file tree Collapse file tree 1 file changed +2
-2
lines changed Original file line number Diff line number Diff line change @@ -12,14 +12,14 @@ positively correlated and for `h<1/2` the increments are negatively correlated.
1212struct FBMKernel{T<: Real } <: BaseKernel
1313 h:: Vector{T}
1414 function FBMKernel (; h:: T = 0.5 ) where {T<: Real }
15- @assert h <= 1 .0 && h >= 0 .0 " FBMKernel: Given Hurst index h is invalid."
15+ @assert 0 .0 <= h <= 1 .0 " FBMKernel: Given Hurst index h is invalid."
1616 return new {T} ([h])
1717 end
1818end
1919
2020Base. show (io:: IO , κ:: FBMKernel ) = print (io, " Fractional Brownian Motion Kernel (h = $(first (k. h)) )" )
2121
22- _fbm (modX, modY, modXY, h) = (modX^ h + modY^ h - modXY^ h)/ 2
22+ _fbm (modX, modY, modXY, h) = (modX^ h + modY^ h - abs ( modXY) ^ h)/ 2
2323
2424function kernelmatrix (κ:: FBMKernel , X:: AbstractMatrix ; obsdim:: Int = defaultobs)
2525 @assert obsdim ∈ [1 ,2 ] " obsdim should be 1 or 2 (see docs of kernelmatrix))"
You can’t perform that action at this time.
0 commit comments