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FractionalBrownianMotionModel constructors are not coherent #2580

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JPelamatti opened this issue Mar 20, 2024 · 1 comment
Open

FractionalBrownianMotionModel constructors are not coherent #2580

JPelamatti opened this issue Mar 20, 2024 · 1 comment
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@JPelamatti
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JPelamatti commented Mar 20, 2024

What happened?

Looking at the source code of the FractionalBrownianMotionModel class, we can see that the two parameters constructors are defined as follows:

  FractionalBrownianMotionModel(const Scalar scale,
                                const Scalar amplitude,
                                const Scalar exponent);

  FractionalBrownianMotionModel(const Scalar scale,
                                const Point & amplitude,
                                const Point & exponent,
                                const SquareMatrix & eta,
                                const CorrelationMatrix & rho);

This choice is, first of all, not coherent with the API documentation which is only compatible with the second ctor.
Moreover, this is not coherent with other covariance models in the library, for which both scale and amplitude are Points by default, regardless of the input and output sizes.
Shall we maybe change the first ctor ?

How to reproduce the issue?

Look at the documentation and at the source code.

Version

1.23dev

Operating System

Linux

Installation media

conda

Additional Context

No response

@JPelamatti JPelamatti added the API label Mar 20, 2024
@jschueller
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I agree

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