Modifies implementation of expected_loglik and add tests for it (#93)

* Modified implementation of expected_loglik and add tests for it * Split expected_loglik into two function Co-authored-by: st-- <[email protected]>
JuliaGaussianProcesses · Jan 19, 2022 · 9f258f8 · 9f258f8 · theogf · Jan 19, 2022
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Showing 7 changed files with 408 additions and 297 deletions.
diff --git a/Project.toml b/Project.toml
@@ -11,6 +11,7 @@ FastGaussQuadrature = "442a2c76-b920-505d-bb47-c5924d526838"
 FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 GPLikelihoods = "6031954c-0455-49d7-b3b9-3e1c99afaf40"
+IrrationalConstants = "92d709cd-6900-40b7-9082-c6be49f344b6"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
@@ -26,6 +27,7 @@ FastGaussQuadrature = "0.4"
 FillArrays = "0.12"
 ForwardDiff = "0.10"
 GPLikelihoods = "0.1, 0.2"
+IrrationalConstants = "0.1"
 PDMats = "0.11"
 Reexport = "1"
 SpecialFunctions = "1, 2"