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