Module Interfaces.Sigs.Eval.Variance

module Variance: sig .. end

Posterior variance for a single input

type t

Type of variance

val calc : Interfaces.Sigs.Eval.Co_variance_predictor.t ->
       sigma2:float ->
       Interfaces.Sigs.Eval.Input.t -> t

calc co_variance_predictor ~sigma2 input
Returns variance for input given mean_predictor and noise level sigma2.

val get : ?predictive:bool -> t -> float

get ?predictive variance
Returns the variance as a float. If predictive is true, then the noise level will be added.

predictive : default = true