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Functional
This page describes the :ref:`FunctionalModel ` methods. .. _functional-methods: Methods ******* .. _f-method: .. method:: F(x, y) Calculate y = F(x) using armadillo library and write results to y without allocating new memory. This method is used only by the other components of the kernel. :param ndarray x: Vector of the functional model parameters (L dimension). :param ndarray y: Vector of results (D dimension). .. _get-dimension-y-method: .. method:: getDimensionY() Return the D dimension of the problem. :returns: The dimension D of the problem. .. _get-dimension-x-method: .. method:: getDimensionX() Return the L dimension of the problem. :returns: The dimension L of the problem. .. _to-physic-method: .. method:: toPhysic(x) Transform the values of x from the mathematical space to the physical space. :param ndarray x: The vector to normalize. .. _from-physic-method: .. method:: fromPhysic(x) Transform the values of x from the physical space to the mathematical space. :param ndarray x: The vector to normalize. .. _gen-data-method: .. method:: genData(N, generator_type, noise, seed) Generate a complete learning dataset from the generator type and the FunctionalModel. :param int N: Number of generated observations. :param str generator_type: The type of the generator used to generate x_gen matrix values. :param float, ndarray noise: Vector of dimension D corresponding to the y_i variances. :param int seed: Seed number for random generators. :returns: A generated dataset composed of a pair (x_gen, y_gen) with x_gen of shape (L, N) and y_gen of shape (D, N). .. _importance-sampling-method: .. method:: importanceSampling(proposition_gmms, y, y_err, N_0, B=0, J=0, covariance=0, idx_gaussian=-1, verbose=1, seed=0) Perform importance sampling with given parameters. :param proposition_gmms: List of GMM propositions. The GMMs can be defined by the three following objects : - (**list[(1-D ndarray, 2-D ndarray, 3-D ndarray)]**) A Python list with length N_obs containing each GMM defined as a tuple of 3 elements: - weigths (ndarray of shape (K)), - means (ndarray of shape (L, K)), - covariance matrices (ndarray of shape (K, L, L)). - (:class:`FullGMMResult`) The full GMM calculated with inverseDensities method. - (:class:`MergedGMMResult`) The merged GMM calculated with inverseDensities method. :type proposition_gmms: list[(1-D ndarray, 2-D ndarray, 3-D ndarray)], :class:`FullGMMResult`, :class:`MergedGMMResult` :param ndarray with shape(D, N_obs) y: Matrix y. :param ndarray with shape(D, N_obs) y_err: Matrix of y errors. :param int N_0: Initial number of samples. :param int B: (optional) Parameter B. :param int J: (optional) Parameter J. :param ndarray with shape(D) covariance: (optional) Covariance vector with shape (D). :param int idx_gaussian: (optional) Index of the desired gaussian from the merged GMM. Starts from 0 and ends at K_merged - 1. Perform importance sampling with given parameters on the specified gaussian of the GMMs. :param int verbose: (optional) The verbosity of the logging among {0, 1, 2}. :param int seed: (optional) The seed for random generation. It helps with reproducibility. :returns: An instance of :class:`ImportanceSamplingResult` containing the importance sampling results.