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VectorNoise

gam_models::vector_response

Enum VectorNoise 

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pub enum VectorNoise {
    Isotropic(f64),
    Diagonal(Array1<f64>),
    LowRank {
        diag: Array1<f64>,
        factor: Array2<f64>,
    },
}
Expand description

Per-output noise model for a vector response.

LowRank stores the symmetric structured precision W = diag(diag) + U Uᵀ, with factor holding U. The vector likelihood consumes the owned arrays directly; PIRLS low-rank Gram assembly is handled by gam_linalg::low_rank_weight::LowRankWeight and gam_solve::pirls.

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Isotropic(f64)

Shared σ across all M outputs: Σ = σ² I_M.

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Diagonal(Array1<f64>)

Per-output σ_m: Σ = diag(σ_m²).

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LowRank

Symmetric structured form W = diag(diag) + factor · factorᵀ.

Fields

§diag: Array1<f64>
§factor: Array2<f64>

Implementations§

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impl VectorNoise

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pub fn diag_precision(&self, m: usize) -> Result<Array1<f64>, EstimationError>

Per-output precision vector (1/σ_m²) for the Isotropic / Diagonal cases. LowRank returns the diagonal piece only; the low-rank correction is applied separately by the Piece 5 weight code.

Trait Implementations§

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impl Clone for VectorNoise

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fn clone(&self) -> VectorNoise

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for VectorNoise

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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