Class GaussianProcessRegression.JointPrediction

java.lang.Object
smile.regression.GaussianProcessRegression.JointPrediction
Enclosing class:
GaussianProcessRegression<T>
public class GaussianProcessRegression.JointPrediction extends Object
The joint prediction of multiple data points.

  • Field Summary

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

  • Constructor Summary

    Constructors
    Constructor
    Description
    JointPrediction(T[] x, double[] mu, double[] sd, DenseMatrix cov)
    Constructor.

  • Method Summary

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

    Methods inherited from class Object

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

  • Field Details

    • 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 DenseMatrix cov
      The covariance matrix of joint predictive distribution at query points.

  • Constructor Details

    • JointPrediction

      public JointPrediction(T[] x, double[] mu, double[] sd, DenseMatrix cov)
      Constructor.
      Parameters:
      x - the query points.
      mu - the mean of predictive distribution at query points.
      sd - the standard deviation of predictive distribution at query points.
      cov - the covariance matrix of joint predictive distribution at query points.

  • Method Details

    • 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 String toString()
      Overrides:
      toString in class Object