struct gpr::INLAPrediction¶

Overview¶

#include <LaplaceINLA.h>
 
struct INLAPrediction {
    // fields
 
    Eigen::VectorXd mean;
    Eigen::VectorXd variance;
    int n_grid_points;
};

Eigen::VectorXd mean

INLA-averaged predictive mean.

Eigen::VectorXd variance

law-of-total-variance over the grid

int n_grid_points

1 + 2p + 2^p for a p-dim CCD