Adding Matern72Kernel object, tests and docs

[evandieren]

Summary

Adding the Matern72Kernel in the same spirit as Matern12Kernel, Matern32Kernel and Matern52Kernel

Proposed changes

• Adding the Matern72Kernel implementation in src/basekernels/matern.jl.
• Adding tests covering this new object.
• Adding Matern72Kernel in the docs, and refering in the MaternKenel to this implementation.
• Adding this to the exports of the package.

What alternatives have you considered?

Simply followed the previous implementations of Matern12Kernel, Matern32Kernel and Matern52Kernel. Didn't consider other alternatives.

Breaking changes

None

Closes #579

[codecov]

Codecov Report

❌ Patch coverage is 0% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 14.58%. Comparing base (3303ca9) to head (5688336).
⚠️ Report is 1 commits behind head on master.

Files with missing lines	Patch %	Lines
src/basekernels/matern.jl	0.00%	6 Missing ⚠️

❗ There is a different number of reports uploaded between BASE (3303ca9) and HEAD (5688336). Click for more details.

HEAD has 4 uploads less than BASE

Flag	BASE (3303ca9)	HEAD (5688336)
	6	2

Additional details and impacted files

@@             Coverage Diff             @@
##           master     #580       +/-   ##
===========================================
- Coverage   93.61%   14.58%   -79.04%     
===========================================
  Files          52       52               
  Lines        1457     1433       -24     
===========================================
- Hits         1364      209     -1155     
- Misses         93     1224     +1131     

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[evandieren]

Not too sure why codecov complains, I am testing the lines it is flagging following the tests of Matern52Kernel

[willtebbutt]

CI breakages here look like they're related to AD issues on 1.12, rather than to problems with your PR, because all of the other CI passes nicely.

Could you please bump the patch version? I'm happy to merge once that's done.

[evandieren]

Could you please bump the patch version? I'm happy to merge once that's done.

Should be good to go @willtebbutt

[willtebbutt]

Thanks for this. Merging + creating a release.

[theogf]

Out of curiosity in what context are you using a Matern 7/2 ?

[evandieren]

Out of curiosity in what context are you using a Matern 7/2 ?

I am working with gradient-enhanced GPs, and I need to compute the Hessian of their posterior mean. The Matern 5/2 is not smooth enough in this case, as I require a third-order derivative :) @theogf