package gpr

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package gpr
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Posterior variances for (multiple) inputs

type t

Type of variances

val calc_model_inputs : Model.t -> t

calc_model_inputs model

  • returns

    variances for all inputs used in model.

val calc : Co_variance_predictor.t -> sigma2:float -> Inputs.t -> t

calc co_variance_predictor ~sigma2 inputs

  • returns

    variances for inputs given co_variance_predictor and noise level sigma2.

val get : ?predictive:bool -> t -> Lacaml.D.vec

get ?predictive variances

  • returns

    the variances as a vector. If predictive is true, then the noise level will be added.

  • parameter predictive

    default = true

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