package gpr

Type of models with derivatives

Type of models for general hyper parameters

calc inputs ~sigma2

• returns

  model with derivative information given inputs and noise level sigma2.

update_sigma2 model sigma2

• returns

  model with derivative information by updating model with new noise level sigma2.

calc_eval model

• returns

  model without derivative information given model.

calc_log_evidence_sigma2 model

• returns

  the derivative of the log evidence of model with respect to the noise level (sigma2).

prepare_hyper model

• returns

  the model prepared for calculating derivatives for arbitrary hyper parameters.

calc_log_evidence hyper_t hyper

• returns

  the derivative of the log evidence given prepared model hyper_t with respect to the hyper variable.