Add multi-dimensional homGP emulator #22
Merged
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This pull request adds functionality for
multihomGP
,multihetGP
, which trains ahomGP
orhetGP
for each column of the output dataKey additions include:
PUQ/surrogatemethods/multihomGP.py
containing thefit
predict
andupdate
modulestests/unit_tests/test_multihomGP.py
which compares the implementation to fits obtained by implementing a list ofhomGPs
fromhetgpy
PUQ/surrogatemethods/multihetGP.py
containing thefit
predict
andupdate
modulestests/unit_tests/test_multihetGP.py
which compares the implementation to fits obtained by implementing a list ofhetGPs
fromhetgpy
If accepted, this could close #20 items 2 and 3