dk.bayes.math.covfunc

CovFunc

Related Doc: package covfunc

trait CovFunc extends AnyRef

Covariance function that measures similarity between two points in some input space.

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AnyRef, Any
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CovMatern52, CovSEARDIso, CovSEiso
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Abstract Value Members

  1. abstract def cov(x1: Array[Double], x2: Array[Double]): Double

    Returns similarity between two vectors.

    Returns similarity between two vectors.

    x1

    [Dx1] vector

    x2

    [Dx1] vector

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  6. def cov(x1: Double, x2: Double): Double

  7. def cov(x: Array[Double]): DenseMatrix[Double]

  8. def cov(x: DenseMatrix[Double]): DenseMatrix[Double]

    x

    [N x D] vector, N - number of random variables, D - dimensionality of random variable

    returns

    [N x N] covariance matrix

  9. def covNM(x: DenseMatrix[Double], z: DenseMatrix[Double]): DenseMatrix[Double]

    x

    [N x D] vector, N - number of random variables, D - dimensionality of random variable

    z

    [M x D] vector, N - number of random variables, D - dimensionality of random variable

    returns

    [N x M] covariance matrix

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