pymc.gp.LatentKron.prior#
- LatentKron.prior(name, Xs, jitter=1e-06, **kwargs)[source]#
Returns the prior distribution evaluated over the input locations Xs.
- Parameters
- name: string
Name of the random variable
- Xs: list 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).
- jitter: scalar
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.