<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> <html> <head> <link rel="stylesheet" href="style.css" type="text/css"> <meta content="text/html; charset=iso-8859-1" http-equiv="Content-Type"> <link rel="Start" href="index.html"> <link rel="previous" href="Gpr_interfaces.Sigs.Eval.Variances.html"> <link rel="next" href="Gpr_interfaces.Sigs.Eval.Sampler.html"> <link rel="Up" href="Gpr_interfaces.Sigs.Eval.html"> <link title="Index of types" rel=Appendix href="index_types.html"> <link title="Index of exceptions" rel=Appendix href="index_exceptions.html"> <link title="Index of values" rel=Appendix href="index_values.html"> <link title="Index of modules" rel=Appendix href="index_modules.html"> <link title="Index of module types" rel=Appendix href="index_module_types.html"> <link title="Gpr" rel="Chapter" href="Gpr.html"> <link title="Gpr_interfaces" rel="Chapter" href="Gpr_interfaces.html"> <link title="Gpr_utils" rel="Chapter" href="Gpr_utils.html"> <link title="Gpr_block_diag" rel="Chapter" href="Gpr_block_diag.html"> <link title="Gpr_cov_const" rel="Chapter" href="Gpr_cov_const.html"> <link title="Gpr_cov_lin_ard" rel="Chapter" href="Gpr_cov_lin_ard.html"> <link title="Gpr_cov_lin_one" rel="Chapter" href="Gpr_cov_lin_one.html"> <link title="Gpr_cov_se_iso" rel="Chapter" href="Gpr_cov_se_iso.html"> <link title="Gpr_cov_se_fat" rel="Chapter" href="Gpr_cov_se_fat.html"> <link title="Gpr_fitc_gp" rel="Chapter" href="Gpr_fitc_gp.html"> <link title="Gpr_version" rel="Chapter" href="Gpr_version.html"><title>Gpr_interfaces.Sigs.Eval.Covariances</title> </head> <body> <div class="navbar"><a class="pre" href="Gpr_interfaces.Sigs.Eval.Variances.html" title="Gpr_interfaces.Sigs.Eval.Variances">Previous</a> <a class="up" href="Gpr_interfaces.Sigs.Eval.html" title="Gpr_interfaces.Sigs.Eval">Up</a> <a class="post" href="Gpr_interfaces.Sigs.Eval.Sampler.html" title="Gpr_interfaces.Sigs.Eval.Sampler">Next</a> </div> <h1>Module <a href="type_Gpr_interfaces.Sigs.Eval.Covariances.html">Gpr_interfaces.Sigs.Eval.Covariances</a></h1> <pre><span class="keyword">module</span> Covariances: <code class="code">sig</code> <a href="Gpr_interfaces.Sigs.Eval.Covariances.html">..</a> <code class="code">end</code></pre><div class="info module top"> Posterior covariances<br> </div> <hr width="100%"> <pre><span id="TYPEt"><span class="keyword">type</span> <code class="type"></code>t</span> </pre> <div class="info "> Type of covariances<br> </div> <pre><span id="VALcalc_model_inputs"><span class="keyword">val</span> calc_model_inputs</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Model.html#TYPEt">Gpr_interfaces.Sigs.Eval.Model.t</a> -> <a href="Gpr_interfaces.Sigs.Eval.Covariances.html#TYPEt">t</a></code></pre><div class="info "> <code class="code">calc_model_inputs model</code><br> <b>Returns</b> covariances for all inputs used in <code class="code">model</code>. This may be extremely expensive (O(N^2)) for large numbers of model inputs.<br> </div> <pre><span id="VALcalc"><span class="keyword">val</span> calc</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Co_variance_predictor.html#TYPEt">Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t</a> -><br> sigma2:float -><br> <a href="Gpr_interfaces.Sigs.Eval.Inputs.html#TYPEt">Gpr_interfaces.Sigs.Eval.Inputs.t</a> -> <a href="Gpr_interfaces.Sigs.Eval.Covariances.html#TYPEt">t</a></code></pre><div class="info "> <code class="code">calc co_variance_predictor ~sigma2 inputs</code><br> <b>Returns</b> posterior covariances for <code class="code">inputs</code> given <code class="code">co_variance_predictor</code> and noise level <code class="code">sigma2</code>. This may be extremely expensive (O(N^2)) for large numbers of inputs.<br> </div> <pre><span id="VALget"><span class="keyword">val</span> get</span> : <code class="type">?predictive:bool -> <a href="Gpr_interfaces.Sigs.Eval.Covariances.html#TYPEt">t</a> -> Lacaml.D.mat</code></pre><div class="info "> <code class="code">get ?predictive covariances</code><br> <b>Returns</b> the <code class="code">covariances</code> as a matrix. If <code class="code">predictive</code> is <code class="code">true</code>, then the noise level will be added (to the diagonal only).<br> </div> <div class="param_info"><code class="code">predictive</code> : default = <code class="code">true</code></div> <pre><span id="VALget_variances"><span class="keyword">val</span> get_variances</span> : <code class="type"><a href="Gpr_interfaces.Sigs.Eval.Covariances.html#TYPEt">t</a> -><br> <a href="Gpr_interfaces.Sigs.Eval.Variances.html#TYPEt">Gpr_interfaces.Sigs.Eval.Variances.t</a></code></pre><div class="info "> <code class="code">get_variances covariances</code><br> <b>Returns</b> the variances in <code class="code">covariances</code>.<br> </div> </body></html>