yuki-koyama / mathtoolbox

Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen
https://yuki-koyama.github.io/mathtoolbox/
MIT License
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[GPR] Return (non-squared) sigma vs. squared sigma #28

Closed yuki-koyama closed 6 years ago

yuki-koyama commented 6 years ago

Currently, it returns (non-squared) sigma rather than squared sigma (i.e., variance). It may be more straightforward to return variance.