module Variances: sig
.. end
Posterior variances for (multiple) inputs
type
t
Type of variances
val calc_model_inputs : Gpr_interfaces.Sigs.Eval.Model.t -> t
calc_model_inputs model
Returns variances for all inputs used in
model
.
val calc : Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Gpr_interfaces.Sigs.Eval.Inputs.t -> t
calc co_variance_predictor ~sigma2 inputs
Returns variances for
inputs
given co_variance_predictor
and noise level sigma2
.
val get : ?predictive:bool -> t -> Lacaml.D.vec
get ?predictive variances
Returns the variances
as a vector.
If predictive
is true
, then the noise level will be added.
predictive
: default = true