Linear#
- class skfda.misc.covariances.Linear(*, variance=1, intercept=0)[source]#
Linear covariance function.
The covariance function is
\[K(x, x') = \sigma^2 (x^T x' + c)\]where \(\sigma^2\) is the scale of the variance and \(c\) is the intercept.
Heatmap plot of the covariance function:
from skfda.misc.covariances import Linear import matplotlib.pyplot as plt Linear().heatmap(limits=(0, 1)) plt.show()
Example of Gaussian process trajectories using this covariance:
from skfda.misc.covariances import Linear from skfda.datasets import make_gaussian_process import matplotlib.pyplot as plt gp = make_gaussian_process( n_samples=10, cov=Linear(), random_state=0) gp.plot() plt.show()
Default representation in a Jupyter notebook:
from skfda.misc.covariances import Linear Linear()
\[K(x, x') = \sigma^2 (x^T x' + c) \\\text{where:}\begin{aligned}\qquad\sigma^2 &= 1 \\c &= 0 \\\end{aligned}\]Methods
heatmap
([limits])Return a heatmap plot of the covariance function.
Convert it to a sklearn kernel, if there is one.