Let’s say you have inputs and outputs given by:
Inputs
- Matrix/Array of predictors (
X
X) - Matrix/Array of predictor uncertainties (
Xsd
\sigma_X) - Vector of response values (
y
y) - Vector of response uncertainties (
ysd
\sigma) - Matrix/Array of new predictors (
X2
X_2) - (Optional) Matrix/Array of new predictor uncertainties (
Xsd2
\sigma_{X2})
Outputs
- Vector of new responses (
ypred
y_{pred}) - Vector of new response uncertainties (
ysd2
\sigma_2) - (Optional) predictor covariance matrix (
cov
\Sigma_2)
How do you get something like this (or even something along the way to this)?