smile.regression

Class GaussianProcessRegression.JointPrediction

java.lang.Object

smile.regression.GaussianProcessRegression.JointPrediction

Enclosing class:

GaussianProcessRegression<T>

public class GaussianProcessRegression.JointPrediction
extends java.lang.Object

The joint prediction of multiple data points.

Field Summary

Fields

Modifier and Type	Field and Description
smile.math.matrix.Matrix	cov The covariance matrix of joint predictive distribution at query points.
double[]	mu The mean of predictive distribution at query points.
double[]	sd The standard deviation of predictive distribution at query points.
T[]	x The query points where the GP is evaluated.

Constructor Summary

Constructors

Constructor and Description
JointPrediction(T[] x, double[] mu, double[] sd, smile.math.matrix.Matrix cov) Constructor.

Method Summary

Modifier and Type	Method and Description
double[][]	sample(int n) Draw samples from Gaussian process.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

x

public final T[] x

The query points where the GP is evaluated.

mu

public final double[] mu

The mean of predictive distribution at query points.

sd

public final double[] sd

The standard deviation of predictive distribution at query points.

cov

public final smile.math.matrix.Matrix cov

The covariance matrix of joint predictive distribution at query points.

Constructor Detail

JointPrediction

public JointPrediction(T[] x,
                       double[] mu,
                       double[] sd,
                       smile.math.matrix.Matrix cov)

Constructor.

Method Detail

sample

public double[][] sample(int n)

Draw samples from Gaussian process.

Parameters:

n - The number of samples drawn from the Gaussian process.

Returns:

n samples drawn from Gaussian process.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object