Module Interfaces.Sigs.Eval.Covariances

module Covariances: sig .. end
Posterior covariances

type t 
Type of covariances
val calc_model_inputs : Interfaces.Sigs.Eval.Model.t -> t
calc_model_inputs model
Returns covariances for all inputs used in model. This may be extremely expensive (O(N^2)) for large numbers of model inputs.
val calc : Interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Interfaces.Sigs.Eval.Inputs.t -> t
calc co_variance_predictor ~sigma2 inputs
Returns posterior covariances for inputs given co_variance_predictor and noise level sigma2. This may be extremely expensive (O(N^2)) for large numbers of inputs.
val get : ?predictive:bool -> t -> Lacaml.D.mat
get ?predictive covariances
Returns the covariances as a matrix. If predictive is true, then the noise level will be added (to the diagonal only).
predictive : default = true
val get_variances : t -> Interfaces.Sigs.Eval.Variances.t
get_variances covariances
Returns the variances in covariances.