covmats.DriftMatrix#

class covmats.DriftMatrix(mat: ndarray[tuple[Any, ...], dtype[float64]], beta: ndarray[tuple[Any, ...], dtype[float64]] | float | None = None)[source]#

Represent a drift matrix prior term.

__init__(mat: ndarray[tuple[Any, ...], dtype[float64]], beta: ndarray[tuple[Any, ...], dtype[float64]] | float | None = None) → None[source]#

_summary_

Parameters:

  • mat (NDArrayFloat) – Matrix of coefficients: X. with shape (Ns, Nbeta)

  • beta (Optional[Union[NDArrayFloat, float]], optional) – P Coefficients, by default None. # TODO: add references and comment better.

Properties

mat

beta_dim

s_dim

Methods

dot

Return the dot product.

get_gradient_dot_product

Return the dot product of the gradient of the prior and the given input vector.

get_values

Return the values of the prior term.