probnum
v0.1.6
Introduction
Probabilistic Numerics
ProbNum Quickstart
Tutorials and Examples
Probabilistic Numerical Methods
Probability
Linear Algebra
Ordinary Differential Equations
Bayesian Filtering and Smoothing
API Documentation
probnum.diffeq
probnum.filtsmooth
probnum.kernels
probnum.linalg
probnum.linops
probnum.problems
probnum.quad
probnum.randprocs
probnum.randvars
probnum.statespace
probnum.utils
Contributing to ProbNum
Developer Introduction
Developer Guides
Style Guide
Benchmarking Code
Other
GitHub Repository
ProbNum Contributors
License
probnum
»
Index
Edit on GitHub
Index
_
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A
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B
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C
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D
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E
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F
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G
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H
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I
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J
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K
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L
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M
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N
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O
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P
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Q
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R
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S
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T
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U
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V
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W
_
__call__() (probnum.diffeq.IVP method)
(probnum.diffeq.KalmanODESolution method)
(probnum.diffeq.ODE method)
(probnum.diffeq.ODESolution method)
(probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.ParticleFilterPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
(probnum.kernels.ExpQuad method)
(probnum.kernels.Kernel method)
(probnum.kernels.Linear method)
(probnum.kernels.Matern method)
(probnum.kernels.Polynomial method)
(probnum.kernels.RatQuad method)
(probnum.kernels.WhiteNoise method)
(probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
(probnum.quad.GaussianMeasure method)
(probnum.quad.IntegrationMeasure method)
(probnum.quad.LebesgueMeasure method)
(probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
(probnum.statespace.NordsieckLikeCoordinates method)
(probnum.statespace.Preconditioner method)
A
AdaptiveSteps (class in probnum.diffeq)
adjoint() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
as_colvec() (in module probnum.utils)
as_numpy_scalar() (in module probnum.utils)
as_random_state() (in module probnum.utils)
as_shape() (in module probnum.utils)
aslinop() (in module probnum.linops)
asrandvar() (in module probnum.randvars)
assemble_sigma_points() (probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.UKFComponent method)
AsymmetricMatrixBasedSolver (class in probnum.linalg)
atleast_1d() (in module probnum.utils)
B
backward_realization() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
backward_rv() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
bayescg() (in module probnum.linalg)
BayesFiltSmooth (class in probnum.filtsmooth)
BayesianQuadrature (class in probnum.quad)
bayesquad() (in module probnum.quad)
C
Categorical (class in probnum.randvars)
cdf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
cholesky_update() (in module probnum.utils.linalg)
compute_new_particle() (probnum.filtsmooth.ParticleFilter method)
cond() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
condition_state_on_measurement() (in module probnum.statespace)
condition_state_on_rv() (in module probnum.statespace)
Constant (class in probnum.randvars)
ConstantSteps (class in probnum.diffeq)
construct_with_rk_init() (probnum.diffeq.GaussianIVPFilter class method)
construct_with_taylormode_init() (probnum.diffeq.GaussianIVPFilter class method)
ContinuousEKFComponent (class in probnum.filtsmooth)
ContinuousRandomVariable (class in probnum.randvars)
ContinuousUKFComponent (class in probnum.filtsmooth)
cov (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
cov() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
cov_cholesky (probnum.randvars.Constant attribute)
(probnum.randvars.Normal attribute)
cov_cholesky_is_precomputed (probnum.randvars.Normal attribute)
D
ddf (probnum.problems.InitialValueProblem attribute)
dense_cov (probnum.randvars.Normal attribute)
dense_cov_cholesky() (probnum.randvars.Normal method)
dense_mean (probnum.randvars.Normal attribute)
derive_random_seed() (in module probnum.utils)
det() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
df (probnum.problems.InitialValueProblem attribute)
dimension (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
(probnum.filtsmooth.DiscreteUKFComponent attribute)
DiscreteEKFComponent (class in probnum.filtsmooth)
DiscreteGaussian (class in probnum.statespace)
DiscreteLinearGaussian (class in probnum.statespace)
DiscreteLTIGaussian (class in probnum.statespace)
DiscreteRandomVariable (class in probnum.randvars)
DiscreteUKFComponent (class in probnum.filtsmooth)
discretise() (probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
dot() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
dtype (probnum.randprocs.GaussianProcess attribute)
(probnum.randprocs.MarkovProcess attribute)
(probnum.randprocs.RandomProcess attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
dynamics_to_proposal_rv() (probnum.filtsmooth.ParticleFilter method)
E
effective_number_of_events() (in module probnum.filtsmooth)
eigvals() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
EKFComponent (class in probnum.filtsmooth)
entropy (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
equivalent_discretisation_preconditioned (probnum.statespace.IBM attribute)
errorest_to_norm() (probnum.diffeq.AdaptiveSteps method)
(probnum.diffeq.ConstantSteps method)
(probnum.diffeq.StepRule method)
estimate_statistics() (probnum.filtsmooth.UnscentedTransform method)
evaluate_error() (probnum.filtsmooth.StoppingCriterion method)
ExpQuad (class in probnum.kernels)
F
filter() (probnum.filtsmooth.Kalman method)
(probnum.filtsmooth.ParticleFilter method)
filter_step() (probnum.filtsmooth.BayesFiltSmooth method)
(probnum.filtsmooth.Kalman method)
(probnum.filtsmooth.ParticleFilter method)
filtering_solution (probnum.diffeq.KalmanODESolution attribute)
FilteringPosterior (class in probnum.filtsmooth)
filtsmooth() (probnum.filtsmooth.Kalman method)
fitzhughnagumo() (in module probnum.diffeq)
forward_realization() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
forward_rv() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.EKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
from_database_entry() (probnum.problems.zoo.linalg.SuiteSparseMatrix class method)
from_interface() (probnum.quad.BayesianQuadrature class method)
from_ode() (probnum.filtsmooth.DiscreteEKFComponent class method)
(probnum.filtsmooth.DiscreteUKFComponent class method)
(probnum.statespace.DiscreteGaussian class method)
(probnum.statespace.DiscreteLinearGaussian class method)
(probnum.statespace.DiscreteLTIGaussian class method)
from_order() (probnum.statespace.NordsieckLikeCoordinates class method)
G
GaussianIVPFilter (class in probnum.diffeq)
GaussianMeasure (class in probnum.quad)
GaussianProcess (class in probnum.randprocs)
generate_samples() (in module probnum.statespace)
H
H (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
has_converged() (probnum.linalg.AsymmetricMatrixBasedSolver method)
(probnum.linalg.MatrixBasedSolver method)
(probnum.linalg.ProbabilisticLinearSolver method)
(probnum.linalg.SolutionBasedSolver method)
(probnum.linalg.SymmetricMatrixBasedSolver method)
hessian() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
I
IBM (class in probnum.statespace)
Identity (class in probnum.linops)
in_support() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
infer_median_dtype() (probnum.randvars.Categorical static method)
(probnum.randvars.Constant static method)
(probnum.randvars.ContinuousRandomVariable static method)
(probnum.randvars.DiscreteRandomVariable static method)
(probnum.randvars.Normal static method)
(probnum.randvars.RandomVariable static method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable static method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable static method)
(probnum.randvars.WrappedSciPyRandomVariable static method)
infer_moment_dtype() (probnum.randvars.Categorical static method)
(probnum.randvars.Constant static method)
(probnum.randvars.ContinuousRandomVariable static method)
(probnum.randvars.DiscreteRandomVariable static method)
(probnum.randvars.Normal static method)
(probnum.randvars.RandomVariable static method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable static method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable static method)
(probnum.randvars.WrappedSciPyRandomVariable static method)
initialdistribution (probnum.diffeq.IVP attribute)
initialise() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
initialize_odefilter_with_rk() (in module probnum.diffeq)
initialize_odefilter_with_taylormode() (in module probnum.diffeq)
initialrandomvariable (probnum.diffeq.IVP attribute)
InitialValueProblem (class in probnum.problems)
input_dim (probnum.kernels.ExpQuad attribute)
(probnum.kernels.Kernel attribute)
(probnum.kernels.Linear attribute)
(probnum.kernels.Matern attribute)
(probnum.kernels.Polynomial attribute)
(probnum.kernels.RatQuad attribute)
(probnum.kernels.WhiteNoise attribute)
(probnum.randprocs.GaussianProcess attribute)
(probnum.randprocs.MarkovProcess attribute)
(probnum.randprocs.RandomProcess attribute)
integrate() (probnum.quad.BayesianQuadrature method)
IntegrationMeasure (class in probnum.quad)
Integrator (class in probnum.statespace)
interpolate() (probnum.diffeq.KalmanODESolution method)
(probnum.diffeq.ODESolution method)
(probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.ParticleFilterPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
inv() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
inverse (probnum.statespace.NordsieckLikeCoordinates attribute)
(probnum.statespace.Preconditioner attribute)
IOUP (class in probnum.statespace)
is_accepted() (probnum.diffeq.AdaptiveSteps method)
(probnum.diffeq.ConstantSteps method)
(probnum.diffeq.StepRule method)
is_square (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
iterated_filtsmooth() (probnum.filtsmooth.Kalman method)
IteratedDiscreteComponent (class in probnum.filtsmooth)
IVP (class in probnum.diffeq)
J
jacobian() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
jointly_transform_base_measure_realization_list_backward() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
jointly_transform_base_measure_realization_list_forward() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
K
Kalman (class in probnum.filtsmooth)
KalmanODESolution (class in probnum.diffeq)
KalmanPosterior (class in probnum.filtsmooth)
Kernel (class in probnum.kernels)
kernel_mean() (probnum.quad.KernelEmbedding method)
kernel_variance() (probnum.quad.KernelEmbedding method)
KernelEmbedding (class in probnum.quad)
Kronecker (class in probnum.linops)
L
LebesgueMeasure (class in probnum.quad)
likelihood (probnum.problems.RegressionProblem attribute)
Linear (class in probnum.kernels)
linearize() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.EKFComponent method)
LinearOperator (class in probnum.linops)
LinearSDE (class in probnum.statespace)
LinearSystem (class in probnum.problems)
logabsdet() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
logcdf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
logistic() (in module probnum.diffeq)
logpdf() (probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
logpmf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
lorenz() (in module probnum.diffeq)
lotkavolterra() (in module probnum.diffeq)
LTISDE (class in probnum.statespace)
M
marginal() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
MarkovProcess (class in probnum.randprocs)
Matern (class in probnum.kernels)
(class in probnum.statespace)
matmat() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
matrix_fraction_decomposition() (in module probnum.statespace)
MatrixBasedSolver (class in probnum.linalg)
MatrixMult (class in probnum.linops)
matvec() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
mean (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
mean() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
measure() (probnum.filtsmooth.Kalman method)
median (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
median_dtype (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
method_callback() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
mode (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
module
probnum.problems
probnum.problems.zoo.diffeq
probnum.problems.zoo.linalg
moment_dtype (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
N
ndim (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
NordsieckLikeCoordinates (class in probnum.statespace)
Normal (class in probnum.randvars)
O
ODE (class in probnum.diffeq)
ODESolution (class in probnum.diffeq)
ODESolver (class in probnum.diffeq)
output_dim (probnum.kernels.ExpQuad attribute)
(probnum.kernels.Kernel attribute)
(probnum.kernels.Linear attribute)
(probnum.kernels.Matern attribute)
(probnum.kernels.Polynomial attribute)
(probnum.kernels.RatQuad attribute)
(probnum.kernels.WhiteNoise attribute)
(probnum.problems.QuadratureProblem attribute)
(probnum.randprocs.GaussianProcess attribute)
(probnum.randprocs.MarkovProcess attribute)
(probnum.randprocs.RandomProcess attribute)
P
parameters (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
ParticleFilter (class in probnum.filtsmooth)
ParticleFilterPosterior (class in probnum.filtsmooth)
pdf() (probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
pmf() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
Polynomial (class in probnum.kernels)
postprocess() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
precompute_cov_cholesky() (probnum.randvars.Normal method)
Preconditioner (class in probnum.statespace)
predict() (probnum.filtsmooth.Kalman method)
prior (probnum.diffeq.GaussianIVPFilter attribute)
ProbabilisticLinearSolver (class in probnum.linalg)
probabilities (probnum.randvars.Categorical attribute)
problinsolve() (in module probnum.linalg)
probnum.problems
module
probnum.problems.zoo.diffeq
module
probnum.problems.zoo.linalg
module
probsolve_ivp() (in module probnum.diffeq)
proc_noise_cov_cholesky (probnum.statespace.DiscreteLTIGaussian attribute)
proc_noise_cov_cholesky_fun() (probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
proj2coord() (probnum.statespace.IBM method)
(probnum.statespace.Integrator method)
(probnum.statespace.IOUP method)
(probnum.statespace.Matern method)
propagate() (probnum.filtsmooth.UnscentedTransform method)
propose_firststep() (in module probnum.diffeq)
push_forward() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
Q
QuadratureProblem (class in probnum.problems)
quantile() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
R
random_sparse_spd_matrix() (in module probnum.problems.zoo.linalg)
random_spd_matrix() (in module probnum.problems.zoo.linalg)
random_state (probnum.filtsmooth.ParticleFilter attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
RandomProcess (class in probnum.randprocs)
RandomVariable (class in probnum.randvars)
rank() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
RatQuad (class in probnum.kernels)
RegressionProblem (class in probnum.problems)
resample() (probnum.randvars.Categorical method)
reshape() (probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
rhs() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
rigidbody() (in module probnum.problems.zoo.diffeq)
rmatmat() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
rmatvec() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
rvlist_to_odesol() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
S
sample() (probnum.diffeq.KalmanODESolution method)
(probnum.diffeq.ODESolution method)
(probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.ParticleFilterPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
(probnum.quad.GaussianMeasure method)
(probnum.quad.IntegrationMeasure method)
(probnum.quad.LebesgueMeasure method)
(probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
(probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
scalar (probnum.linops.Identity attribute)
(probnum.linops.ScalarMult attribute)
ScalarMult (class in probnum.linops)
scipy_rv (probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
SDE (class in probnum.statespace)
seir() (in module probnum.diffeq)
shape (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
sigma_points() (probnum.filtsmooth.UnscentedTransform method)
size (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
smooth() (probnum.filtsmooth.BayesFiltSmooth method)
(probnum.filtsmooth.Kalman method)
(probnum.filtsmooth.ParticleFilter method)
smooth_list() (probnum.filtsmooth.ContinuousEKFComponent method)
(probnum.filtsmooth.ContinuousUKFComponent method)
(probnum.filtsmooth.DiscreteEKFComponent method)
(probnum.filtsmooth.DiscreteUKFComponent method)
(probnum.filtsmooth.IteratedDiscreteComponent method)
(probnum.statespace.DiscreteGaussian method)
(probnum.statespace.DiscreteLinearGaussian method)
(probnum.statespace.DiscreteLTIGaussian method)
(probnum.statespace.IBM method)
(probnum.statespace.IOUP method)
(probnum.statespace.LinearSDE method)
(probnum.statespace.LTISDE method)
(probnum.statespace.Matern method)
(probnum.statespace.SDE method)
(probnum.statespace.Transition method)
SmoothingPosterior (class in probnum.filtsmooth)
solution (probnum.problems.InitialValueProblem attribute)
(probnum.problems.LinearSystem attribute)
(probnum.problems.QuadratureProblem attribute)
(probnum.problems.RegressionProblem attribute)
solution() (probnum.diffeq.IVP method)
(probnum.diffeq.ODE method)
solution_generator() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
SolutionBasedSolver (class in probnum.linalg)
solve() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
(probnum.linalg.AsymmetricMatrixBasedSolver method)
(probnum.linalg.MatrixBasedSolver method)
(probnum.linalg.ProbabilisticLinearSolver method)
(probnum.linalg.SolutionBasedSolver method)
(probnum.linalg.SymmetricMatrixBasedSolver method)
std (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
std() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
step() (probnum.diffeq.GaussianIVPFilter method)
(probnum.diffeq.ODESolver method)
StepRule (class in probnum.diffeq)
StoppingCriterion (class in probnum.filtsmooth)
string_to_measurement_model() (probnum.diffeq.GaussianIVPFilter static method)
suggest() (probnum.diffeq.AdaptiveSteps method)
(probnum.diffeq.ConstantSteps method)
(probnum.diffeq.StepRule method)
suitesparse_matrix() (in module probnum.problems.zoo.linalg)
SuiteSparseMatrix (class in probnum.problems.zoo.linalg)
support (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
Svec (class in probnum.linops)
SymmetricKronecker (class in probnum.linops)
SymmetricMatrixBasedSolver (class in probnum.linalg)
Symmetrize (class in probnum.linops)
T
T (probnum.linops.Identity attribute)
(probnum.linops.Kronecker attribute)
(probnum.linops.LinearOperator attribute)
(probnum.linops.MatrixMult attribute)
(probnum.linops.ScalarMult attribute)
(probnum.linops.Svec attribute)
(probnum.linops.SymmetricKronecker attribute)
(probnum.linops.Symmetrize attribute)
(probnum.linops.Vec attribute)
(probnum.problems.zoo.linalg.SuiteSparseMatrix attribute)
(probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
t0 (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
terminate() (probnum.filtsmooth.StoppingCriterion method)
threebody() (in module probnum.problems.zoo.diffeq)
threebody_jax() (in module probnum.problems.zoo.diffeq)
TimeSeriesPosterior (class in probnum.filtsmooth)
timespan (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
tmax (probnum.diffeq.IVP attribute)
(probnum.diffeq.ODE attribute)
todense() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
trace() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
transform_base_measure_realizations() (probnum.diffeq.KalmanODESolution method)
(probnum.diffeq.ODESolution method)
(probnum.filtsmooth.FilteringPosterior method)
(probnum.filtsmooth.KalmanPosterior method)
(probnum.filtsmooth.ParticleFilterPosterior method)
(probnum.filtsmooth.SmoothingPosterior method)
(probnum.filtsmooth.TimeSeriesPosterior method)
Transition (class in probnum.statespace)
transpose() (probnum.linops.Identity method)
(probnum.linops.Kronecker method)
(probnum.linops.LinearOperator method)
(probnum.linops.MatrixMult method)
(probnum.linops.ScalarMult method)
(probnum.linops.Svec method)
(probnum.linops.SymmetricKronecker method)
(probnum.linops.Symmetrize method)
(probnum.linops.Vec method)
(probnum.problems.zoo.linalg.SuiteSparseMatrix method)
(probnum.randvars.Categorical method)
(probnum.randvars.Constant method)
(probnum.randvars.ContinuousRandomVariable method)
(probnum.randvars.DiscreteRandomVariable method)
(probnum.randvars.Normal method)
(probnum.randvars.RandomVariable method)
(probnum.randvars.WrappedSciPyContinuousRandomVariable method)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable method)
(probnum.randvars.WrappedSciPyRandomVariable method)
tril_to_positive_tril() (in module probnum.utils.linalg)
U
UKFComponent (class in probnum.filtsmooth)
UnscentedTransform (class in probnum.filtsmooth)
update() (probnum.filtsmooth.Kalman method)
V
vanderpol() (in module probnum.problems.zoo.diffeq)
vanderpol_jax() (in module probnum.problems.zoo.diffeq)
var (probnum.randvars.Categorical attribute)
(probnum.randvars.Constant attribute)
(probnum.randvars.ContinuousRandomVariable attribute)
(probnum.randvars.DiscreteRandomVariable attribute)
(probnum.randvars.Normal attribute)
(probnum.randvars.RandomVariable attribute)
(probnum.randvars.WrappedSciPyContinuousRandomVariable attribute)
(probnum.randvars.WrappedSciPyDiscreteRandomVariable attribute)
(probnum.randvars.WrappedSciPyRandomVariable attribute)
var() (probnum.randprocs.GaussianProcess method)
(probnum.randprocs.MarkovProcess method)
(probnum.randprocs.RandomProcess method)
Vec (class in probnum.linops)
W
WhiteNoise (class in probnum.kernels)
WrappedSciPyContinuousRandomVariable (class in probnum.randvars)
WrappedSciPyDiscreteRandomVariable (class in probnum.randvars)
WrappedSciPyRandomVariable (class in probnum.randvars)
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