Variance Module
Functions representing how variance is handled within likelihood functions.
Types
| Type | Description |
|
A variance function maps expected values to per-point σ |
Functions and values
| Function or value |
Description
|
Full Usage:
constant sigma
Parameters:
IncludedParameter<'x>
Returns: VarianceFunction<'x, 'x>
|
Variance is constant within through time.
|
Full Usage:
exponential sigma0 sigma1
Parameters:
IncludedParameter<'u>
sigma1 : IncludedParameter<'v>
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.
|
Full Usage:
proportional sigma0
Parameters:
IncludedParameter<'sigma>
Returns: VarianceFunction<'x, MeasureProduct<'x, MeasureProduct<MeasureInverse<'sigma>, MeasureOne>>>
|
Variance is proportional to the expected value (σ = σ0 * x).
|
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