sgp_sde: SGP-based estimate of a Langevin Equation/SDE

Description Usage Arguments See Also

Description

SGP-based estimate of a Langevin Equation/SDE

Usage

1
sgp_sde(kernel, xm, priorMeanFun, posteriorMean, posteriorCov)

Arguments

kernel

@param kernel An object representing a gaussian process' kernel, e.g. a sde_kernel object.

xm

A matrix representing the pseudo-inputs of the Sparse Gaussian Process (SGP).

priorMeanFun

A function returning the prior mean of the gaussian process.

posteriorMean

A vector representing the mean of the gaussian distribution that approximates the posterior of the drift/diffusion term.

posteriorCov

A matrix representing the covariance matrix of the gaussian distribution that approximates the posterior of the drift/diffusion term.

See Also

predict.sgp_sde


citiususc/voila documentation built on May 13, 2019, 7:30 p.m.