Module Interfaces.Sigs.Eval.Cov_sampler

module Cov_sampler: sig .. end

Module for sampling (multiple) points from the posterior distribution accounting for their covariance

type t

Type of covariance sampler

val calc : ?predictive:bool ->
       Interfaces.Sigs.Eval.Means.t ->
       Interfaces.Sigs.Eval.Covariances.t -> t

calc ?predictive mean variance
Returns sampler given means and covariances. If predictive is true, the samples will be noisy.

val sample : ?rng:Gsl.Rng.t -> t -> Lacaml.D.vec

sample ?rng sampler
Returns a sample vector from the posterior distribution given sampler and GSL random number generator rng.

rng : default = GSL default

val samples : ?rng:Gsl.Rng.t -> t -> n:int -> Lacaml.D.mat

samples ?rng sampler ~n
Returns matrix of n sample vectors (stored row-wise) from the posterior distribution given sampler.

rng : default = GSL default