fastmath.gp — generateme/fastmath 2.0.4

Gaussian Processes

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gaussian-process clj

(gaussian-process xss ys)

(gaussian-process
  xss
  ys
  {:keys [kscale kernel noise normalize?]
   :or {kscale 1.0 kernel (k/kernel :gaussian 1.0) normalize? false}})

posterior-samples clj

(posterior-samples gp-object xvals)

(posterior-samples gp-object xvals stddev?)

predict clj

(predict gp-object xval)

(predict gp-object xval stddev?)

predict-all clj

(predict-all gp-object xvals)

(predict-all gp-object xvals stddev?)

prior-samples clj

(prior-samples gp-object xvals)