adapted covariance function to lambda as vector

mlmc/src/stochastics/CovarianceFunction.hpp

@@ -9,15 +9,13 @@ class CovarianceFunction {
 public:
     double sigma = 1.0;
     int norm_p = 2;
-    double lambda1 = 0.15;
-    double lambda2 = 0.15;  // Has no influence on 1D
+    std::vector<double> lambda;
     double smoothing = 1.0;
 
     CovarianceFunction() {
         config.get("sigma", sigma);
         config.get("norm_p", norm_p);
-        config.get("lambda1", lambda1);
-        config.get("lambda2", lambda2);
+        config.get("lambda", lambda);
         config.get("smoothing", smoothing);
     }
 
@@ -29,7 +27,7 @@ public:
 class CovarianceFunction1D : CovarianceFunction {
 public:
     double covariance_fct(double *tau) override {
-        tau[0] /= lambda1;
+        tau[0] /= lambda[0];
         return pow(sigma, 2) * exp(-pow(norm(tau), smoothing));
     }
 
@@ -41,8 +39,8 @@ public:
 class CovarianceFunction2D : CovarianceFunction {
 public:
     double covariance_fct(double *tau) override {
-        tau[0] /= lambda1;
-        tau[1] /= lambda2;
+        tau[0] /= lambda[0];
+        tau[1] /= lambda[1];
         return pow(sigma, 2) * exp(-pow(norm(tau), smoothing));
     }