F# Data
Deedle
R Provider
F# ChartingSquaredExp
Functions and values
| Function or value | Description |
optimizeMetropolis (...)
Signature: data:seq<Observation<float>> -> settings:Settings -> prior:Prior -> initialKernel:SquaredExp -> SquaredExp
|
Extension of Metropolis-Hastings sampler to find new values of hyperparameters for squared exponential kernel. Runs standard Metropolis algorithm with symmetric proposal distribution. |
