module Sampler: sig
.. end
Module for sampling single points from the posterior distribution
type
t
Type of sampler
val calc : ?predictive:bool ->
Gpr_interfaces.Sigs.Eval.Mean.t ->
Gpr_interfaces.Sigs.Eval.Variance.t -> t
calc ?predictive mean variance
Returns sampler given mean
and
variance
. If predictive
is true, the samples will be noisy.
val sample : ?rng:Gsl.Rng.t -> t -> float
sample ?rng sampler
Returns a sample 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.vec
samples ?rng sampler ~n
Returns n
samples from the posterior
distribution given sampler
.
rng
: default = GSL default