CovarianceΒΆ

torch_openreml.covariance.Matrix(shape, ...)

Abstract base class for covariance matrices with parameterized structure.

torch_openreml.covariance.AR1Matrix(n[, ...])

First-order autoregressive covariance matrix.

torch_openreml.covariance.CompoundSymmetricMatrix(n)

Compound symmetric covariance matrix with shared variance and correlation.

torch_openreml.covariance.DesignMatrix(x[, ...])

Fixed design matrix constructed from numeric or categorical input.

torch_openreml.covariance.DiagonalMatrix(n)

Diagonal covariance matrix with one variance parameter per entry.

torch_openreml.covariance.EquicorrelationMatrix(n)

Equicorrelation matrix with a single shared correlation parameter.

torch_openreml.covariance.IdentityMatrix(n)

Fixed \(n \times n\) identity covariance matrix.

torch_openreml.covariance.ScalarMatrix(n[, ...])

Scaled identity covariance matrix with a single shared variance parameter.