gpnarx.py 文件源码

def variance_values(self, beta):
        """ Covariance matrix for the estimated function

        Parameters
        ----------
        beta : np.array
            Contains untransformed starting values for latent variables

        Returns
        ----------
        Covariance matrix for the estimated function 
        """     
        parm = np.array([self.latent_variables.z_list[k].prior.transform(beta[k]) for k in range(beta.shape[0])])
        L = self._L(parm)
        v = la.cho_solve((L, True), self.kernel.K(parm))
        return self.kernel.K(parm) - np.dot(v.T, v)