GivenCov

class glimix_core.cov.GivenCov(K0)

Given covariance function, K = s⋅K₀.

The covariance matrix is the provided matrix K₀ scaled by s: K = s⋅K₀.

Example

>>> from glimix_core.cov import GivenCov
>>> from numpy import dot
>>> from numpy.random import RandomState
>>>
>>> G = RandomState(0).randn(5, 3)
>>> K0 = dot(G, G.T)
>>> cov = GivenCov(K0)
>>> cov.scale = 1.3
>>> cov.name = "K"
>>> print(cov)
GivenCov(K0=...): K
  scale: 1.3

__init__(K0)

Constructor.

Parameters

K0 (array_like) – A semi-definite positive matrix.

Methods

__init__(K0)	Constructor.
gradient()	Derivative of the covariance matrix over log(s).
value()	Covariance matrix, s⋅K₀.

Attributes

name	Name of this function.
scale	Scale parameter, s.