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Add IntegratedBrownianMotion kernel and tests#81

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SamuelBrand1 merged 1 commit into
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add-IBM-kern
Jun 17, 2026
Merged

Add IntegratedBrownianMotion kernel and tests#81
SamuelBrand1 merged 1 commit into
mainfrom
add-IBM-kern

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Export a new IntegratedBrownianMotion kernel from NowcastAutoGP, implement the kernel in extension_kernels.jl (scalar and matrix eval_cov, reparameterize, rescale, pretty) with documentation (including relation to cubic splines), and add comprehensive tests validating covariance values, matrix form/PSD, input/output warping behavior, and pretty-printing in test/test_integrated_brownian_motion_kernel.jl.

Export a new IntegratedBrownianMotion kernel from NowcastAutoGP, implement the kernel in extension_kernels.jl (scalar and matrix eval_cov, reparameterize, rescale, pretty) with documentation (including relation to cubic splines), and add comprehensive tests validating covariance values, matrix form/PSD, input/output warping behavior, and pretty-printing in test/test_integrated_brownian_motion_kernel.jl.
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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 96.40%. Comparing base (697487f) to head (4001870).

Additional details and impacted files
@@            Coverage Diff             @@
##             main      #81      +/-   ##
==========================================
+ Coverage   96.00%   96.40%   +0.40%     
==========================================
  Files           6        6              
  Lines         150      167      +17     
==========================================
+ Hits          144      161      +17     
  Misses          6        6              

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@SamuelBrand1 SamuelBrand1 merged commit 1e1a588 into main Jun 17, 2026
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@SamuelBrand1 SamuelBrand1 deleted the add-IBM-kern branch June 17, 2026 21:56
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2 participants