transform.py 文件源码

def apply(self, f, mean, cov, pars):
        # method defined in terms of abstract private functions for computing mean, covariance and cross-covariance
        mean = mean[:, na]
        x = mean + cholesky(cov).dot(self.unit_sp)
        fx = self._fcn_eval(f, x, pars)
        mean_f = self._mean(self.wm, fx)
        cov_f = self._covariance(self.Wc, fx, mean_f)
        cov_fx = self._cross_covariance(self.Wcc, fx, x, mean_f, mean)
        return mean_f, cov_f, cov_fx