/// <summary>
/// Predictive Variance at a given point
/// </summary>
/// <param name="X">Input</param>
/// <returns>Predictive variance</returns>
public double Variance(Vector X)
{
if (IsUniform())
{
Gaussian temp = new Gaussian();
temp.SetToUniform();
return(temp.GetVariance());
}
else
{
Vector kxB = FixedParameters.KernelOf_X_B(X);
return(FixedParameters.Prior.Variance(X) - Beta.QuadraticForm(kxB));
}
}
/// <summary>
/// The maximum difference between the parameters of this Gaussian
/// and that Gaussian
/// </summary>
/// <param name="thatd">That Gaussian</param>
/// <returns>The maximum difference</returns>
/// <remarks><c>a.MaxDiff(b) == b.MaxDiff(a)</c></remarks>
public double MaxDiff(object thatd)
{
if (!(thatd is Gaussian))
{
return(Double.PositiveInfinity);
}
Gaussian that = (Gaussian)thatd;
#if true
double diff1 = MMath.AbsDiff(MeanTimesPrecision, that.MeanTimesPrecision);
double diff2 = MMath.AbsDiff(Precision, that.Precision);
#else
double diff1 = Math.Abs(GetMean() - that.GetMean());
double diff2 = Math.Abs(Math.Sqrt(GetVariance()) - Math.Sqrt(that.GetVariance()));
#endif
return(Math.Max(diff1, diff2));
}