Module Gpr_interfaces.Sigs.Eval.Cov_sampler

module Cov_sampler: sig .. end
Module for sampling (multiple) points from the posterior distribution accounting for their covariance

type t 
Type of covariance sampler
val calc : ?predictive:bool ->
Gpr_interfaces.Sigs.Eval.Means.t ->
Gpr_interfaces.Sigs.Eval.Covariances.t ->
t
calc ?predictive mean variance
Returns sampler given means and covariances. If predictive is true, the samples will be noisy.
val sample : ?rng:Gsl.Rng.t -> t -> Lacaml.D.vec
sample ?rng sampler
Returns a sample vector from the posterior distribution given sampler and GSL random number generator rng.
rng : default = GSL default
val samples : ?rng:Gsl.Rng.t ->
t -> n:int -> Lacaml.D.mat
samples ?rng sampler ~n
Returns matrix of n sample vectors (stored row-wise) from the posterior distribution given sampler.
rng : default = GSL default