package gpr

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package gpr
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Module FITC.VarianceSource

Posterior variance for a single input

Sourcetype t

Type of variance

Sourceval calc : Co_variance_predictor.t -> sigma2:float -> Input.t -> t

calc co_variance_predictor ~sigma2 input

  • returns

    variance for input given mean_predictor and noise level sigma2.

Sourceval get : ?predictive:bool -> t -> float

get ?predictive variance

  • returns

    the variance as a float. If predictive is true, then the noise level will be added.

  • parameter predictive

    default = true

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