package gpr

Type of covariances

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.

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.

get ?predictive covariances

• returns

  the covariances as a matrix. If predictive is true, then the noise level will be added (to the diagonal only).

• parameter predictive

  default = true

get_variances covariances

• returns

  the variances in covariances.