f_s_cov: f_* covariance function

In ooelrich/OBBP: Oscar's BigBayes Package

Description

Calculates the posterior covariance matrix for test input X_* for a given draw from the posterior of w.

Usage

f_s_cov(w_p, k_ss, k_sx, k_xs, k_xx, x)

Arguments

w_p	A draw from the posterior of w
k_ss	K(X*,X*) matrix
k_sx	K(X*, X) matrix
k_xs	K(X, X*) matrix
k_xx	K(X,X) matrix (from the training data)
x	Matrix of training covariates

ooelrich/OBBP documentation built on May 1, 2020, 6:23 a.m.