/// <summary>
/// Predictive distribution at a given list of points
/// </summary>
/// <param name="XList">List of inputs</param>
/// <returns>Predictive distribution</returns>
public VectorGaussian Joint(IList <Vector> XList)
{
if (IsUniform())
{
return(VectorGaussian.Uniform(XList.Count));
}
else
{
PositiveDefiniteMatrix kXX = FixedParameters.Prior.Covariance(XList);
Matrix kXB = FixedParameters.KernelOf_X_B(XList);
kXX.SetToDifference(kXX, kXB * Beta * kXB.Transpose());
VectorGaussian result = new VectorGaussian(kXB * Alpha + FixedParameters.Prior.Mean(XList), kXX);
return(result);
}
}
/// <summary>
/// Predictive coariance at a given list of points
/// </summary>
/// <param name="XList">List of inputs</param>
/// <returns>Predictive covariance</returns>
public PositiveDefiniteMatrix Covariance(IList <Vector> XList)
{
if (IsUniform())
{
VectorGaussian temp = new VectorGaussian(XList.Count);
temp.SetToUniform();
return(temp.GetVariance());
}
else
{
PositiveDefiniteMatrix kXX = FixedParameters.Prior.Covariance(XList);
Matrix kXB = FixedParameters.KernelOf_X_B(XList);
kXX.SetToDifference(kXX, kXB * Beta * kXB.Transpose());
return(kXX);
}
}
