gp4c 0.0.9__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- gp4c-0.0.9/LICENSE +21 -0
- gp4c-0.0.9/MANIFEST.in +25 -0
- gp4c-0.0.9/PKG-INFO +221 -0
- gp4c-0.0.9/README.md +175 -0
- gp4c-0.0.9/examples/Makefile +45 -0
- gp4c-0.0.9/gp4c/__init__.py +37 -0
- gp4c-0.0.9/gp4c/_core.c +18941 -0
- gp4c-0.0.9/gp4c/_core.pyx +639 -0
- gp4c-0.0.9/gp4c/cli.py +300 -0
- gp4c-0.0.9/gp4c/gp4c.c +1215 -0
- gp4c-0.0.9/gp4c/gp4c.h +253 -0
- gp4c-0.0.9/gp4c/types.py +217 -0
- gp4c-0.0.9/gp4c.egg-info/PKG-INFO +221 -0
- gp4c-0.0.9/gp4c.egg-info/SOURCES.txt +26 -0
- gp4c-0.0.9/gp4c.egg-info/dependency_links.txt +1 -0
- gp4c-0.0.9/gp4c.egg-info/entry_points.txt +2 -0
- gp4c-0.0.9/gp4c.egg-info/not-zip-safe +1 -0
- gp4c-0.0.9/gp4c.egg-info/requires.txt +23 -0
- gp4c-0.0.9/gp4c.egg-info/top_level.txt +1 -0
- gp4c-0.0.9/install_library.sh +136 -0
- gp4c-0.0.9/pyproject.toml +106 -0
- gp4c-0.0.9/setup.cfg +4 -0
- gp4c-0.0.9/setup.py +64 -0
- gp4c-0.0.9/tests/__init__.py +1 -0
- gp4c-0.0.9/tests/test_flexible_sampler.py +678 -0
- gp4c-0.0.9/tests/test_gp4c.py +112 -0
- gp4c-0.0.9/tests/test_kernels.py +459 -0
- gp4c-0.0.9/tests/test_mean_functions.py +140 -0
gp4c-0.0.9/LICENSE
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MIT License
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Copyright (c) 2026 Rodrigo Calderon
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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gp4c-0.0.9/MANIFEST.in
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# Include Cython source files
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include gp4c/_core.pyx
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include gp4c/_core.c
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# Include C library files
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include gp4c/gp4c.c
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include gp4c/gp4c.h
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# Include installation script
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include install_library.sh
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# Include documentation
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include README.md
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include LICENSE
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# Include test data if any
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recursive-include tests *.py
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# Include examples
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recursive-include examples *.py *.c Makefile
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# Exclude build artifacts
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global-exclude __pycache__
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global-exclude *.py[co]
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global-exclude .DS_Store
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gp4c-0.0.9/PKG-INFO
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Metadata-Version: 2.4
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Name: gp4c
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Version: 0.0.9
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Summary: Fast joint GP sampling with integral and derivative relationships
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Author-email: Rodrigo Calderon <calderon.cosmology@gmail.com>
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License-Expression: MIT
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Project-URL: Homepage, https://github.com/rcalderonb6/gp4c
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Project-URL: Documentation, https://github.com/rcalderonb6/gp4c#readme
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Project-URL: Repository, https://github.com/rcalderonb6/gp4c
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Project-URL: Issues, https://github.com/rcalderonb6/gp4c/issues
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Keywords: gaussian-process,gp,sampling,integral,derivative,bayesian
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Classifier: Development Status :: 4 - Beta
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Classifier: Intended Audience :: Science/Research
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.9
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Cython
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Classifier: Topic :: Scientific/Engineering
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Classifier: Topic :: Scientific/Engineering :: Mathematics
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Requires-Python: >=3.9
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Requires-Dist: numpy>=1.21
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Requires-Dist: typer>=0.9.0
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Requires-Dist: rich>=13.0.0
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Provides-Extra: dev
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Requires-Dist: pytest>=7.0; extra == "dev"
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Requires-Dist: matplotlib>=3.5; extra == "dev"
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Requires-Dist: pytest-cov>=4.0; extra == "dev"
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Requires-Dist: matplotlib>=3.5; extra == "viz"
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Requires-Dist: seaborn>=0.12; extra == "viz"
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Provides-Extra: docs
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Requires-Dist: mkdocs<2.0,>=1.5; extra == "docs"
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Requires-Dist: mkdocs-material>=9.0; extra == "docs"
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Requires-Dist: mkdocs-marimo>=0.1.0; extra == "docs"
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Requires-Dist: mkdocstrings[python]>=0.27.0; extra == "docs"
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Requires-Dist: pymdown-extensions>=10.0; extra == "docs"
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Requires-Dist: codespell>=2.2.0; extra == "docs"
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Dynamic: license-file
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# gp4c
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High-performance C implementation with Python bindings for sampling from joint Gaussian Processes with integral and derivative relationships.
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## Overview
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Sample from joint GP $(f, g, h)$ where:
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- $f(x) \sim \mathcal{GP}(0, k_f)$ — original process with RBF kernel
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- $g(x) = \int_0^x f(t) dt$ — integrated process
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- $h(x) = f'(x)$ — derivative process
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All three are correlated through proper cross-covariance structures.
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## Key Features
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- **Fast C implementation** using GSL (GNU Scientific Library)
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- **Zero-copy Cython wrapper** for seamless NumPy integration
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- **Three-way joint sampling** of function, integral, and derivative
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- **Posterior sampling** conditioned on observed data
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- **Mixed observations** — observe f, predict h, or any combination
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- **Mathematically rigorous** covariance structure
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- **Fully tested** with comprehensive unit tests
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## Quick Install
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### Prerequisites
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Install GSL first:
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```bash
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# macOS
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brew install gsl
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# Ubuntu/Debian
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sudo apt-get install libgsl-dev
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# Fedora/RHEL
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sudo dnf install gsl-devel
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```
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### Install Package
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```bash
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pip install -e .
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```
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## Quick Start
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```python
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import numpy as np
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from gp4c import sample_joint_gp
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x = np.linspace(0, 5, 100)
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f_samples, g_samples = sample_joint_gp(
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x, x,
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sigma2=1.0,
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ell=0.5,
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n_samples=5,
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seed=42
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)
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```
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## Documentation
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Full documentation is available at: **[https://yourusername.github.io/gp4c](https://yourusername.github.io/gp4c)**
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Or build locally:
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```bash
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pip install mkdocs-material
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mkdocs serve
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```
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### Quick Links
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- [Installation Guide](https://yourusername.github.io/gp4c/getting-started/installation/)
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- [Quick Start Tutorial](https://yourusername.github.io/gp4c/getting-started/quickstart/)
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- [API Reference](https://yourusername.github.io/gp4c/api/functions/)
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- [Mathematical Background](https://yourusername.github.io/gp4c/math/kernels/)
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- [Examples](https://yourusername.github.io/gp4c/examples/python/)
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## Examples
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Basic usage:
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```python
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# Sample f and its derivative h
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from gp4c import sample_gp, SamplingSpec
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spec = SamplingSpec(x_f=x, x_h=x)
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result = sample_gp(spec, sigma2=1.0, ell=0.5, n_samples=5)
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```
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Posterior sampling:
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```python
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# Condition on observations
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from gp4c import sample_gp_posterior, Observations
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x_train = np.array([0.0, 1.0, 2.0, 3.0, 4.0])
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y_train = np.sin(x_train)
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obs = Observations(x_f=x_train, y_f=y_train, noise_f=0.01)
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x_test = np.linspace(0, 5, 100)
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spec = SamplingSpec(x_f=x_test)
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result = sample_gp_posterior(obs, spec, ell=1.0, n_samples=10)
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```
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See the [examples/](examples/) directory and [documentation](https://yourusername.github.io/gp4c/examples/python/) for more.
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## Testing
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```bash
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pytest tests/ -v
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```
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## C Library
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The core can be used directly in C/C++ projects. See [C Integration Guide](https://yourusername.github.io/gp4c/examples/c-integration/).
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Quick install as system library:
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```bash
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./install_library.sh # System-wide (requires sudo)
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./install_library.sh --user # User install (no sudo)
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```
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## Project Structure
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```
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gp4c/
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├── gp4c/ # Python package
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│ ├── _sampler.c # C implementation
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│ ├── _core.pyx # Cython wrapper
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│ └── types.py # Type definitions
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├── docs/ # MkDocs documentation
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├── tests/ # Test suite
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├── examples/ # Example scripts
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├── notebooks/ # Jupyter notebooks
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└── mkdocs.yml # Documentation config
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```
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## Contributing
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Contributions welcome! See [Contributing Guide](https://yourusername.github.io/gp4c/reference/contributing/).
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1. Fork the repository
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2. Create a feature branch
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3. Add tests for new functionality
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4. Submit a pull request
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## License
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MIT License - see LICENSE file for details.
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## Citation
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If you use this package in your research, please cite:
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```bibtex
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@software{gp4c,
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title = {gp4c: Fast Joint Gaussian Process Sampling with integral and derivative information},
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author = {Calderón, Rodrigo},
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year = {2026},
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url = {https://github.com/rcalderonb6/gp4c}
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}
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```
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## References
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1. Solak et al. (2003) - Derivative observations in Gaussian process models
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2. Rasmussen & Williams (2006) - Gaussian Processes for Machine Learning
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3. GSL Manual - https://www.gnu.org/software/gsl/doc/html/
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gp4c-0.0.9/README.md
ADDED
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# gp4c
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High-performance C implementation with Python bindings for sampling from joint Gaussian Processes with integral and derivative relationships.
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## Overview
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Sample from joint GP $(f, g, h)$ where:
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- $f(x) \sim \mathcal{GP}(0, k_f)$ — original process with RBF kernel
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- $g(x) = \int_0^x f(t) dt$ — integrated process
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- $h(x) = f'(x)$ — derivative process
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All three are correlated through proper cross-covariance structures.
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## Key Features
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- **Fast C implementation** using GSL (GNU Scientific Library)
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- **Zero-copy Cython wrapper** for seamless NumPy integration
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- **Three-way joint sampling** of function, integral, and derivative
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- **Posterior sampling** conditioned on observed data
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- **Mixed observations** — observe f, predict h, or any combination
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- **Mathematically rigorous** covariance structure
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- **Fully tested** with comprehensive unit tests
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## Quick Install
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### Prerequisites
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Install GSL first:
|
|
30
|
+
|
|
31
|
+
```bash
|
|
32
|
+
# macOS
|
|
33
|
+
brew install gsl
|
|
34
|
+
|
|
35
|
+
# Ubuntu/Debian
|
|
36
|
+
sudo apt-get install libgsl-dev
|
|
37
|
+
|
|
38
|
+
# Fedora/RHEL
|
|
39
|
+
sudo dnf install gsl-devel
|
|
40
|
+
```
|
|
41
|
+
|
|
42
|
+
### Install Package
|
|
43
|
+
|
|
44
|
+
```bash
|
|
45
|
+
pip install -e .
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
## Quick Start
|
|
49
|
+
|
|
50
|
+
```python
|
|
51
|
+
import numpy as np
|
|
52
|
+
from gp4c import sample_joint_gp
|
|
53
|
+
|
|
54
|
+
x = np.linspace(0, 5, 100)
|
|
55
|
+
f_samples, g_samples = sample_joint_gp(
|
|
56
|
+
x, x,
|
|
57
|
+
sigma2=1.0,
|
|
58
|
+
ell=0.5,
|
|
59
|
+
n_samples=5,
|
|
60
|
+
seed=42
|
|
61
|
+
)
|
|
62
|
+
```
|
|
63
|
+
|
|
64
|
+
## Documentation
|
|
65
|
+
|
|
66
|
+
Full documentation is available at: **[https://yourusername.github.io/gp4c](https://yourusername.github.io/gp4c)**
|
|
67
|
+
|
|
68
|
+
Or build locally:
|
|
69
|
+
|
|
70
|
+
```bash
|
|
71
|
+
pip install mkdocs-material
|
|
72
|
+
mkdocs serve
|
|
73
|
+
```
|
|
74
|
+
|
|
75
|
+
### Quick Links
|
|
76
|
+
|
|
77
|
+
- [Installation Guide](https://yourusername.github.io/gp4c/getting-started/installation/)
|
|
78
|
+
- [Quick Start Tutorial](https://yourusername.github.io/gp4c/getting-started/quickstart/)
|
|
79
|
+
- [API Reference](https://yourusername.github.io/gp4c/api/functions/)
|
|
80
|
+
- [Mathematical Background](https://yourusername.github.io/gp4c/math/kernels/)
|
|
81
|
+
- [Examples](https://yourusername.github.io/gp4c/examples/python/)
|
|
82
|
+
|
|
83
|
+
## Examples
|
|
84
|
+
|
|
85
|
+
Basic usage:
|
|
86
|
+
|
|
87
|
+
```python
|
|
88
|
+
# Sample f and its derivative h
|
|
89
|
+
from gp4c import sample_gp, SamplingSpec
|
|
90
|
+
|
|
91
|
+
spec = SamplingSpec(x_f=x, x_h=x)
|
|
92
|
+
result = sample_gp(spec, sigma2=1.0, ell=0.5, n_samples=5)
|
|
93
|
+
```
|
|
94
|
+
|
|
95
|
+
Posterior sampling:
|
|
96
|
+
|
|
97
|
+
```python
|
|
98
|
+
# Condition on observations
|
|
99
|
+
from gp4c import sample_gp_posterior, Observations
|
|
100
|
+
|
|
101
|
+
x_train = np.array([0.0, 1.0, 2.0, 3.0, 4.0])
|
|
102
|
+
y_train = np.sin(x_train)
|
|
103
|
+
obs = Observations(x_f=x_train, y_f=y_train, noise_f=0.01)
|
|
104
|
+
|
|
105
|
+
x_test = np.linspace(0, 5, 100)
|
|
106
|
+
spec = SamplingSpec(x_f=x_test)
|
|
107
|
+
|
|
108
|
+
result = sample_gp_posterior(obs, spec, ell=1.0, n_samples=10)
|
|
109
|
+
```
|
|
110
|
+
|
|
111
|
+
See the [examples/](examples/) directory and [documentation](https://yourusername.github.io/gp4c/examples/python/) for more.
|
|
112
|
+
|
|
113
|
+
## Testing
|
|
114
|
+
|
|
115
|
+
```bash
|
|
116
|
+
pytest tests/ -v
|
|
117
|
+
```
|
|
118
|
+
|
|
119
|
+
## C Library
|
|
120
|
+
|
|
121
|
+
The core can be used directly in C/C++ projects. See [C Integration Guide](https://yourusername.github.io/gp4c/examples/c-integration/).
|
|
122
|
+
|
|
123
|
+
Quick install as system library:
|
|
124
|
+
|
|
125
|
+
```bash
|
|
126
|
+
./install_library.sh # System-wide (requires sudo)
|
|
127
|
+
./install_library.sh --user # User install (no sudo)
|
|
128
|
+
```
|
|
129
|
+
|
|
130
|
+
## Project Structure
|
|
131
|
+
|
|
132
|
+
```
|
|
133
|
+
gp4c/
|
|
134
|
+
├── gp4c/ # Python package
|
|
135
|
+
│ ├── _sampler.c # C implementation
|
|
136
|
+
│ ├── _core.pyx # Cython wrapper
|
|
137
|
+
│ └── types.py # Type definitions
|
|
138
|
+
├── docs/ # MkDocs documentation
|
|
139
|
+
├── tests/ # Test suite
|
|
140
|
+
├── examples/ # Example scripts
|
|
141
|
+
├── notebooks/ # Jupyter notebooks
|
|
142
|
+
└── mkdocs.yml # Documentation config
|
|
143
|
+
```
|
|
144
|
+
|
|
145
|
+
## Contributing
|
|
146
|
+
|
|
147
|
+
Contributions welcome! See [Contributing Guide](https://yourusername.github.io/gp4c/reference/contributing/).
|
|
148
|
+
|
|
149
|
+
1. Fork the repository
|
|
150
|
+
2. Create a feature branch
|
|
151
|
+
3. Add tests for new functionality
|
|
152
|
+
4. Submit a pull request
|
|
153
|
+
|
|
154
|
+
## License
|
|
155
|
+
|
|
156
|
+
MIT License - see LICENSE file for details.
|
|
157
|
+
|
|
158
|
+
## Citation
|
|
159
|
+
|
|
160
|
+
If you use this package in your research, please cite:
|
|
161
|
+
|
|
162
|
+
```bibtex
|
|
163
|
+
@software{gp4c,
|
|
164
|
+
title = {gp4c: Fast Joint Gaussian Process Sampling with integral and derivative information},
|
|
165
|
+
author = {Calderón, Rodrigo},
|
|
166
|
+
year = {2026},
|
|
167
|
+
url = {https://github.com/rcalderonb6/gp4c}
|
|
168
|
+
}
|
|
169
|
+
```
|
|
170
|
+
|
|
171
|
+
## References
|
|
172
|
+
|
|
173
|
+
1. Solak et al. (2003) - Derivative observations in Gaussian process models
|
|
174
|
+
2. Rasmussen & Williams (2006) - Gaussian Processes for Machine Learning
|
|
175
|
+
3. GSL Manual - https://www.gnu.org/software/gsl/doc/html/
|
|
@@ -0,0 +1,45 @@
|
|
|
1
|
+
# Makefile for GP Sampler C Examples
|
|
2
|
+
#
|
|
3
|
+
# Usage:
|
|
4
|
+
# make # Build the C example
|
|
5
|
+
# make run # Build and run
|
|
6
|
+
# make clean # Remove build artifacts
|
|
7
|
+
|
|
8
|
+
CC = gcc
|
|
9
|
+
CFLAGS = -O3 -Wall -Wextra $(shell gsl-config --cflags)
|
|
10
|
+
LDFLAGS = $(shell gsl-config --libs) -lm
|
|
11
|
+
|
|
12
|
+
# Directories
|
|
13
|
+
SRC_DIR = ..
|
|
14
|
+
INCLUDES = -I$(SRC_DIR)
|
|
15
|
+
|
|
16
|
+
# Targets
|
|
17
|
+
TARGET = c_example
|
|
18
|
+
SOURCES = c_integration_example.c $(SRC_DIR)/gp_sampler_core.c
|
|
19
|
+
OBJECTS = $(SOURCES:.c=.o)
|
|
20
|
+
HEADERS = $(SRC_DIR)/gp_sampler_core.h
|
|
21
|
+
|
|
22
|
+
# Build rules
|
|
23
|
+
all: $(TARGET)
|
|
24
|
+
|
|
25
|
+
$(TARGET): $(OBJECTS)
|
|
26
|
+
$(CC) -o $@ $^ $(LDFLAGS)
|
|
27
|
+
@echo "Build successful! Run with: ./$(TARGET)"
|
|
28
|
+
|
|
29
|
+
%.o: %.c $(HEADERS)
|
|
30
|
+
$(CC) $(CFLAGS) $(INCLUDES) -c $< -o $@
|
|
31
|
+
|
|
32
|
+
run: $(TARGET)
|
|
33
|
+
./$(TARGET)
|
|
34
|
+
|
|
35
|
+
clean:
|
|
36
|
+
rm -f $(OBJECTS) $(TARGET)
|
|
37
|
+
rm -f $(SRC_DIR)/gp_sampler_core.o
|
|
38
|
+
@echo "Cleaned build artifacts"
|
|
39
|
+
|
|
40
|
+
# Static library (optional)
|
|
41
|
+
libgp4c.a: $(SRC_DIR)/gp_sampler_core.o
|
|
42
|
+
ar rcs $@ $^
|
|
43
|
+
@echo "Created static library: libgp4c.a"
|
|
44
|
+
|
|
45
|
+
.PHONY: all run clean
|
|
@@ -0,0 +1,37 @@
|
|
|
1
|
+
"""gp4c - Fast joint GP sampling with integral and derivative relationships.
|
|
2
|
+
|
|
3
|
+
This package provides efficient sampling from joint Gaussian Processes where:
|
|
4
|
+
- f(x) is a GP with RBF kernel
|
|
5
|
+
- g(x) = integral of f from 0 to x
|
|
6
|
+
- h(x) = f'(x), the derivative
|
|
7
|
+
|
|
8
|
+
All functions maintain exact covariance structure through analytically-derived
|
|
9
|
+
cross-covariance kernels.
|
|
10
|
+
"""
|
|
11
|
+
|
|
12
|
+
from ._core import (
|
|
13
|
+
sample_joint_gp,
|
|
14
|
+
sample_gp,
|
|
15
|
+
sample_and_integrate,
|
|
16
|
+
sample_gp_posterior,
|
|
17
|
+
)
|
|
18
|
+
from .types import (
|
|
19
|
+
MeanSpec,
|
|
20
|
+
SamplingSpec,
|
|
21
|
+
GPSamples,
|
|
22
|
+
Observations,
|
|
23
|
+
PosteriorSamples,
|
|
24
|
+
)
|
|
25
|
+
|
|
26
|
+
__version__ = "2.0.0"
|
|
27
|
+
__all__ = [
|
|
28
|
+
"sample_joint_gp",
|
|
29
|
+
"sample_gp",
|
|
30
|
+
"sample_and_integrate",
|
|
31
|
+
"sample_gp_posterior",
|
|
32
|
+
"MeanSpec",
|
|
33
|
+
"SamplingSpec",
|
|
34
|
+
"GPSamples",
|
|
35
|
+
"Observations",
|
|
36
|
+
"PosteriorSamples",
|
|
37
|
+
]
|