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Variance Module

Functions representing how variance is handled
 within likelihood functions.

Types

Type Description

VarianceFunction<'sigma, 'x>

A variance function maps expected values to per-point σ

Functions and values

Function or value Description

constant sigma

Full Usage: constant sigma

Parameters:
Returns: VarianceFunction<'x, 'x>

Variance is constant within through time.

sigma : IncludedParameter<'x>
Returns: VarianceFunction<'x, 'x>

exponential sigma0 sigma1

Full Usage: exponential sigma0 sigma1

Parameters:
Returns: VarianceFunction<'u, MeasureProduct<MeasureInverse<'v>, MeasureOne>>

Variance is exponential to the expected value (σ = σ0 * exp(σ1 * x)), where sigma1 is the baseline variance and sigma2 is the rate of growth in variance per units of expx.

sigma0 : IncludedParameter<'u>
sigma1 : IncludedParameter<'v>
Returns: VarianceFunction<'u, MeasureProduct<MeasureInverse<'v>, MeasureOne>>

proportional sigma0

Full Usage: proportional sigma0

Parameters:
Returns: VarianceFunction<'x, MeasureProduct<'x, MeasureProduct<MeasureInverse<'sigma>, MeasureOne>>>

Variance is proportional to the expected value (σ = σ0 * x).

sigma0 : IncludedParameter<'sigma>
Returns: VarianceFunction<'x, MeasureProduct<'x, MeasureProduct<MeasureInverse<'sigma>, MeasureOne>>>

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