pymc.gp.LatentKron.prior

LatentKron.prior(name, Xs, jitter=1e-06, **kwargs)

Return the prior distribution evaluated over the input locations Xs.

Parameters:

namestr

Name of the random variable

Xslist of array_like

Function input values for each covariance function. Each entry must be passable to its respective covariance without error. The total covariance function is measured on the full grid cartesian(*Xs).

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 the KroneckerNormal distribution constructor.