module Covariances: sig
.. end
Posterior covariances
type
t
Type of covariances
val calc_model_inputs : Gpr_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 : Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Gpr_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 ->
Gpr_interfaces.Sigs.Eval.Variances.t
get_variances covariances
Returns the variances in covariances
.