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Conditioned

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Conditioned#

class tinygp.means.Conditioned(X: JAXArray, alpha: JAXArray, kernel: Kernel, include_mean: bool, mean_function: MeanBase | None = None)[source]#

Bases: MeanBase

The mean of a process conditioned on observed data

Parameters:

  • X – The coordinates of the data. alpha: The value \(L^-1\,y\) where L

  • the (is scale_tril and y is) – observed data.

  • scale_tril – The lower Cholesky factor of the base process’ kernel matrix.

  • kernel – The predictive kerenl; this will generally be the kernel from the kernel used by the original process.

  • include_mean – If True, the predicted values will include the mean function evaluated at X_test.

  • mean_function – The mean function of the base process. Used only if include_mean is True.

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