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Module response_geometry

Module response_geometry 

Source
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Exact shared-smoothing Gaussian REML for tangent-vector responses.

The model has a scalar predictor design X (N x K) and a tangent response Y (N x D). A coefficient matrix B is fitted under

sum_i w_i (y_i - B' x_i)' M_i (y_i - B' x_i) + sum_b lambda_b tr(B' S_b B).

The implementation deliberately never constructs the stacked (N D) x (K D) design or a S_b (x) I_D penalty. Isotropic metrics use only K x K normal equations. Varying Fisher metrics stream exact joint sufficient statistics into a (K D) x (K D) Gram matrix whose storage is independent of N.

Structs§

ResponseGeometryCurvature
Typed curvature-as-estimand record carried by a response-geometry archive.
ResponseGeometryMetadata
Persistence and presentation metadata for ResponseGeometryModel.
ResponseGeometryModel
A complete typed response-geometry model archive.
ResponseGeometrySummary
Core summary of a fitted response-geometry model.
SharedTangentPenalty
One compact predictor-space smoothing penalty.
SharedTangentRemlFit
A converged, serializable shared-tangent model.
SharedTangentRemlRequest
Owned request for a shared-tangent REML fit.

Enums§

ResponseGeometryModelError

Constants§

RESPONSE_GEOMETRY_MODEL_VERSION

Functions§

fit_shared_tangent_reml
Fit a shared-smoothing multi-output Gaussian model by exact profiled REML.