pymc.gp.TP.conditional#

TP.conditional(name, Xnew, jitter=1e-06, **kwargs)[source]#

Returns the conditional distribution evaluated over new input locations Xnew.

Given a set of function values f that the TP prior was over, the conditional distribution over a set of new points, f_* is

Parameters:
namestr

Name of the random variable

Xnewarray_like

Function input values. If one-dimensional, must be a column vector with shape (n, 1).

jitterfloat, default 1e-6

A small correction added to the diagonal of positive semi-definite covariance matrices to ensure numerical stability.

**kwargs

Extra keyword arguments that are passed to MvStudentT distribution constructor.