<!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_cov_lin_ard.html"> <link rel="next" href="Gpr_cov_se_iso.html"> <link rel="Up" href="index.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_cov_lin_one</title> </head> <body> <div class="navbar"><a class="pre" href="Gpr_cov_lin_ard.html" title="Gpr_cov_lin_ard">Previous</a> <a class="up" href="index.html" title="Index">Up</a> <a class="post" href="Gpr_cov_se_iso.html" title="Gpr_cov_se_iso">Next</a> </div> <h1>Module <a href="type_Gpr_cov_lin_one.html">Gpr_cov_lin_one</a></h1> <pre><span class="keyword">module</span> Gpr_cov_lin_one: <code class="code">sig</code> <a href="Gpr_cov_lin_one.html">..</a> <code class="code">end</code></pre><div class="info module top"> <h6 id="6_Covarianceoflinearfunctionswithonehyperparameter">Covariance of linear functions with one hyperparameter</h6><br> </div> <hr width="100%"> <br> The covariance is defined as: <p> <code class="code">k(x, y) = x*inv(P)*y + 1/t^2</code> <code class="code">logtheta = log(t)</code> <p> where P is a diagonal matrix containing <code class="code">t^2</code> along the diagonal.<br> <pre><span class="keyword">module</span> <a href="Gpr_cov_lin_one.Params.html">Params</a>: <code class="code">sig</code> <a href="Gpr_cov_lin_one.Params.html">..</a> <code class="code">end</code></pre> <pre><span class="keyword">module</span> <a href="Gpr_cov_lin_one.Eval.html">Eval</a>: <code class="type">Eval</code><code class="type"> with type Kernel.params = Params.t</code><code class="type"> with type Inducing.t = mat</code><code class="type"> with type Input.t = vec</code><code class="type"> with type Inputs.t = mat</code></pre> <pre><span class="keyword">module</span> <a href="Gpr_cov_lin_one.Deriv.html">Deriv</a>: <code class="type">Deriv</code><code class="type"> with module Eval = Eval</code><code class="type"> with type Hyper.t = [ `Log_theta ]</code></pre></body></html>