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@ -91,7 +91,7 @@
</span><span id="L-4"><a href="#L-4"><span class="linenos"> 4</span></a><span class="k">class</span> <span class="nc">Covobs</span><span class="p">:</span>
</span><span id="L-5"><a href="#L-5"><span class="linenos"> 5</span></a>
</span><span id="L-6"><a href="#L-6"><span class="linenos"> 6</span></a> <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">mean</span><span class="p">,</span> <span class="n">cov</span><span class="p">,</span> <span class="n">name</span><span class="p">,</span> <span class="n">pos</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">grad</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span>
</span><span id="L-7"><a href="#L-7"><span class="linenos"> 7</span></a> <span class="sd">&quot;&quot;&quot; Initialize Covobs object.</span>
</span><span id="L-7"><a href="#L-7"><span class="linenos"> 7</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Initialize Covobs object.</span>
</span><span id="L-8"><a href="#L-8"><span class="linenos"> 8</span></a>
</span><span id="L-9"><a href="#L-9"><span class="linenos"> 9</span></a><span class="sd"> Parameters</span>
</span><span id="L-10"><a href="#L-10"><span class="linenos"> 10</span></a><span class="sd"> ----------</span>
@ -127,12 +127,12 @@
</span><span id="L-40"><a href="#L-40"><span class="linenos"> 40</span></a> <span class="bp">self</span><span class="o">.</span><span class="n">value</span> <span class="o">=</span> <span class="n">mean</span>
</span><span id="L-41"><a href="#L-41"><span class="linenos"> 41</span></a>
</span><span id="L-42"><a href="#L-42"><span class="linenos"> 42</span></a> <span class="k">def</span> <span class="nf">errsq</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
</span><span id="L-43"><a href="#L-43"><span class="linenos"> 43</span></a> <span class="sd">&quot;&quot;&quot; Return the variance (= square of the error) of the Covobs</span>
</span><span id="L-43"><a href="#L-43"><span class="linenos"> 43</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Return the variance (= square of the error) of the Covobs</span>
</span><span id="L-44"><a href="#L-44"><span class="linenos"> 44</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="L-45"><a href="#L-45"><span class="linenos"> 45</span></a> <span class="k">return</span> <span class="nb">float</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">transpose</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">),</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">)))</span>
</span><span id="L-46"><a href="#L-46"><span class="linenos"> 46</span></a>
</span><span id="L-47"><a href="#L-47"><span class="linenos"> 47</span></a> <span class="k">def</span> <span class="nf">_set_cov</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">cov</span><span class="p">):</span>
</span><span id="L-48"><a href="#L-48"><span class="linenos"> 48</span></a> <span class="sd">&quot;&quot;&quot; Set the covariance matrix of the covobs</span>
</span><span id="L-48"><a href="#L-48"><span class="linenos"> 48</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Set the covariance matrix of the covobs</span>
</span><span id="L-49"><a href="#L-49"><span class="linenos"> 49</span></a>
</span><span id="L-50"><a href="#L-50"><span class="linenos"> 50</span></a><span class="sd"> Parameters</span>
</span><span id="L-51"><a href="#L-51"><span class="linenos"> 51</span></a><span class="sd"> ----------</span>
@ -167,7 +167,7 @@
</span><span id="L-80"><a href="#L-80"><span class="linenos"> 80</span></a> <span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">&#39;Covariance matrix is not positive-semidefinite!&#39;</span><span class="p">)</span>
</span><span id="L-81"><a href="#L-81"><span class="linenos"> 81</span></a>
</span><span id="L-82"><a href="#L-82"><span class="linenos"> 82</span></a> <span class="k">def</span> <span class="nf">_set_grad</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">grad</span><span class="p">):</span>
</span><span id="L-83"><a href="#L-83"><span class="linenos"> 83</span></a> <span class="sd">&quot;&quot;&quot; Set the gradient of the covobs</span>
</span><span id="L-83"><a href="#L-83"><span class="linenos"> 83</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Set the gradient of the covobs</span>
</span><span id="L-84"><a href="#L-84"><span class="linenos"> 84</span></a>
</span><span id="L-85"><a href="#L-85"><span class="linenos"> 85</span></a><span class="sd"> Parameters</span>
</span><span id="L-86"><a href="#L-86"><span class="linenos"> 86</span></a><span class="sd"> ----------</span>
@ -207,7 +207,7 @@
<div class="pdoc-code codehilite"><pre><span></span><span id="Covobs-5"><a href="#Covobs-5"><span class="linenos"> 5</span></a><span class="k">class</span> <span class="nc">Covobs</span><span class="p">:</span>
</span><span id="Covobs-6"><a href="#Covobs-6"><span class="linenos"> 6</span></a>
</span><span id="Covobs-7"><a href="#Covobs-7"><span class="linenos"> 7</span></a> <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">mean</span><span class="p">,</span> <span class="n">cov</span><span class="p">,</span> <span class="n">name</span><span class="p">,</span> <span class="n">pos</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">grad</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span>
</span><span id="Covobs-8"><a href="#Covobs-8"><span class="linenos"> 8</span></a> <span class="sd">&quot;&quot;&quot; Initialize Covobs object.</span>
</span><span id="Covobs-8"><a href="#Covobs-8"><span class="linenos"> 8</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Initialize Covobs object.</span>
</span><span id="Covobs-9"><a href="#Covobs-9"><span class="linenos"> 9</span></a>
</span><span id="Covobs-10"><a href="#Covobs-10"><span class="linenos"> 10</span></a><span class="sd"> Parameters</span>
</span><span id="Covobs-11"><a href="#Covobs-11"><span class="linenos"> 11</span></a><span class="sd"> ----------</span>
@ -243,12 +243,12 @@
</span><span id="Covobs-41"><a href="#Covobs-41"><span class="linenos"> 41</span></a> <span class="bp">self</span><span class="o">.</span><span class="n">value</span> <span class="o">=</span> <span class="n">mean</span>
</span><span id="Covobs-42"><a href="#Covobs-42"><span class="linenos"> 42</span></a>
</span><span id="Covobs-43"><a href="#Covobs-43"><span class="linenos"> 43</span></a> <span class="k">def</span> <span class="nf">errsq</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
</span><span id="Covobs-44"><a href="#Covobs-44"><span class="linenos"> 44</span></a> <span class="sd">&quot;&quot;&quot; Return the variance (= square of the error) of the Covobs</span>
</span><span id="Covobs-44"><a href="#Covobs-44"><span class="linenos"> 44</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Return the variance (= square of the error) of the Covobs</span>
</span><span id="Covobs-45"><a href="#Covobs-45"><span class="linenos"> 45</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="Covobs-46"><a href="#Covobs-46"><span class="linenos"> 46</span></a> <span class="k">return</span> <span class="nb">float</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">transpose</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">),</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">)))</span>
</span><span id="Covobs-47"><a href="#Covobs-47"><span class="linenos"> 47</span></a>
</span><span id="Covobs-48"><a href="#Covobs-48"><span class="linenos"> 48</span></a> <span class="k">def</span> <span class="nf">_set_cov</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">cov</span><span class="p">):</span>
</span><span id="Covobs-49"><a href="#Covobs-49"><span class="linenos"> 49</span></a> <span class="sd">&quot;&quot;&quot; Set the covariance matrix of the covobs</span>
</span><span id="Covobs-49"><a href="#Covobs-49"><span class="linenos"> 49</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Set the covariance matrix of the covobs</span>
</span><span id="Covobs-50"><a href="#Covobs-50"><span class="linenos"> 50</span></a>
</span><span id="Covobs-51"><a href="#Covobs-51"><span class="linenos"> 51</span></a><span class="sd"> Parameters</span>
</span><span id="Covobs-52"><a href="#Covobs-52"><span class="linenos"> 52</span></a><span class="sd"> ----------</span>
@ -283,7 +283,7 @@
</span><span id="Covobs-81"><a href="#Covobs-81"><span class="linenos"> 81</span></a> <span class="k">raise</span> <span class="ne">Exception</span><span class="p">(</span><span class="s1">&#39;Covariance matrix is not positive-semidefinite!&#39;</span><span class="p">)</span>
</span><span id="Covobs-82"><a href="#Covobs-82"><span class="linenos"> 82</span></a>
</span><span id="Covobs-83"><a href="#Covobs-83"><span class="linenos"> 83</span></a> <span class="k">def</span> <span class="nf">_set_grad</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">grad</span><span class="p">):</span>
</span><span id="Covobs-84"><a href="#Covobs-84"><span class="linenos"> 84</span></a> <span class="sd">&quot;&quot;&quot; Set the gradient of the covobs</span>
</span><span id="Covobs-84"><a href="#Covobs-84"><span class="linenos"> 84</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Set the gradient of the covobs</span>
</span><span id="Covobs-85"><a href="#Covobs-85"><span class="linenos"> 85</span></a>
</span><span id="Covobs-86"><a href="#Covobs-86"><span class="linenos"> 86</span></a><span class="sd"> Parameters</span>
</span><span id="Covobs-87"><a href="#Covobs-87"><span class="linenos"> 87</span></a><span class="sd"> ----------</span>
@ -321,7 +321,7 @@
</div>
<a class="headerlink" href="#Covobs.__init__"></a>
<div class="pdoc-code codehilite"><pre><span></span><span id="Covobs.__init__-7"><a href="#Covobs.__init__-7"><span class="linenos"> 7</span></a> <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">mean</span><span class="p">,</span> <span class="n">cov</span><span class="p">,</span> <span class="n">name</span><span class="p">,</span> <span class="n">pos</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">grad</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span>
</span><span id="Covobs.__init__-8"><a href="#Covobs.__init__-8"><span class="linenos"> 8</span></a> <span class="sd">&quot;&quot;&quot; Initialize Covobs object.</span>
</span><span id="Covobs.__init__-8"><a href="#Covobs.__init__-8"><span class="linenos"> 8</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Initialize Covobs object.</span>
</span><span id="Covobs.__init__-9"><a href="#Covobs.__init__-9"><span class="linenos"> 9</span></a>
</span><span id="Covobs.__init__-10"><a href="#Covobs.__init__-10"><span class="linenos">10</span></a><span class="sd"> Parameters</span>
</span><span id="Covobs.__init__-11"><a href="#Covobs.__init__-11"><span class="linenos">11</span></a><span class="sd"> ----------</span>
@ -391,7 +391,7 @@ Gradient of the Covobs wrt. the means belonging to cov.</li>
</div>
<a class="headerlink" href="#Covobs.errsq"></a>
<div class="pdoc-code codehilite"><pre><span></span><span id="Covobs.errsq-43"><a href="#Covobs.errsq-43"><span class="linenos">43</span></a> <span class="k">def</span> <span class="nf">errsq</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
</span><span id="Covobs.errsq-44"><a href="#Covobs.errsq-44"><span class="linenos">44</span></a> <span class="sd">&quot;&quot;&quot; Return the variance (= square of the error) of the Covobs</span>
</span><span id="Covobs.errsq-44"><a href="#Covobs.errsq-44"><span class="linenos">44</span></a><span class="w"> </span><span class="sd">&quot;&quot;&quot; Return the variance (= square of the error) of the Covobs</span>
</span><span id="Covobs.errsq-45"><a href="#Covobs.errsq-45"><span class="linenos">45</span></a><span class="sd"> &quot;&quot;&quot;</span>
</span><span id="Covobs.errsq-46"><a href="#Covobs.errsq-46"><span class="linenos">46</span></a> <span class="k">return</span> <span class="nb">float</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="n">np</span><span class="o">.</span><span class="n">transpose</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">),</span> <span class="n">np</span><span class="o">.</span><span class="n">dot</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">cov</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">grad</span><span class="p">)))</span>
</span></pre></div>