stheno.model.gp module

class stheno.model.gp.GP[source]

Bases: stheno.random.RandomProcess

Gaussian process.

Parameters

  • mean (mlkernels.Mean, optional) – Mean function of the process. Defaults to zero.

  • kernel (mlkernels.Kernel) – Kernel of the process.

  • measure (measure.Measure) – Measure to attach to. Must be given as a keyword argument.

  • name (str, optional) – Name. Must be given as a keyword argument.

condition(*args)[source]

Condition self.measure on data and obtain the posterior GP.

See measure.Measure.condition() for a description of the arguments.

Returns

Posterior GP.

Return type

gp.GP

diff(dim=0)[source]

Differentiate the GP. See measure.Measure.diff().

diff_approx(deriv=1, order=6)[source]

Approximate the derivative of the GP by constructing a finite difference approximation.

Parameters

  • deriv (int, optional) – Order of the derivative. Defaults to 1.

  • order (int, optional) – Order of the estimate. Defaults to 6.

Returns

Approximation of the derivative of the GP.

Return type

gp.GP

display(formatter=<function GP.<lambda>>)[source]

Display the GP.

Parameters

formatter (function, optional) – Function to format values.

Returns

GP as a string.

Return type

str

property kernel

Kernel of the GP.

property mean

Mean function of the GP.

property measure

Measure that the GP was constructed with.

property name

Name of the GP.

select(*dims)[source]

Select dimensions from the input. See measure.Measure.select().

shift(shift)[source]

Shift the GP. See measure.Measure.shift().

property stationary

Stationarity of the GP.

stretch(stretch)[source]

Stretch the GP. See measure.Measure.stretch().

transform(f)[source]

Input transform the GP. See measure.Measure.transform().

stheno.model.gp.assert_same_measure(*ps)[source]

Assert that processes are associated to the same measure.

Parameters

*ps (gp.GP) – Processes.

stheno.model.gp.cross(*ps)[source]

Construct the Cartesian product of a collection of processes.

Parameters

*ps (gp.GP) – Processes to construct the Cartesian product of.

Returns

The Cartesian product of ps.

Return type

gp.GP

stheno.model.gp.intersection_measure_group(*ps)[source]

Get the intersection of the measures associated to a number of processes.

Parameters

*ps (gp.GP) – Processes.