covmats.LinearDriftMatrix#

class covmats.LinearDriftMatrix(pts: ndarray[tuple[Any, ...], dtype[float64]])[source]#

Represent a linear drift matrix (trend).

__init__(pts: ndarray[tuple[Any, ...], dtype[float64]]) → None[source]#

_summary_

Parameters:

pts (NDArrayFloat) – _description_

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.