Provides a framework in Julia for working with functions from kernel Hilbert spaces.
The RKHS object consists of supporting points xi, i=1,..., n, of any type, a user-sepcified kernel function and weights wi. The file KernelsRKHS collects the main definitions. The function evaluation x↦Σi wi k(x, xi) is implemented as a functor.
The package includes multiple constructors, the norm of an RKHS function, addition, multiplication and so on. Even constructors involving general probability distributions are provided and various, exemplary kernel functions.