greta-dev / greta-dev/greta.gp

catch incorrect length of lengthscale vector

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Description

When a kernel is specified with a single lengthscale, but evaluated on a design matrix with multiple columns, only the first column is used and no warning is issued. We should let the user know about a dimension mismatch, and either error, or in the case of a single lengthscale bing provided, just replicate it and assume they want an isotropic kernel.

See here for a reprex: https://forum.greta-stats.org/t/gaussian-process-in-greta-matern-covariance/151/17

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