tikreg

BasePrior(prior[, dodetnorm, hyparams]) Base class for priors

BasePrior

class tikreg.BasePrior(prior, dodetnorm=False, hyparams=[1.0])

Bases: object

Base class for priors

__init__(self, prior, dodetnorm=False, hyparams=[1.0])
asarray
get_hyparams(self)
get_prior(self, alpha=1.0, dodetnorm=False, **kwargs)
Parameters:
alpha : scalar

Regularization parameter (lambda).
Returns:
regularized_covar : 2D np.ndarray (p, p)

Scaled ridge matrix (i.e. \(\lambda^{-2} \Sigma_p\))
normalize_penalty(self)
normalize_prior(self)
prior2penalty(self, dodetnorm=False)
set_hyparams(self, hyparams)