get_hpd#
- pyvbmc.stats.get_hpd(X: ndarray, y: ndarray, hpd_frac: float = 0.8)[source]#
Get high-posterior density dataset.
- Parameters:
- Xndarray, shape (N, D)
The training points.
- yndarray, shape (N, 1)
The training targets.
- hpd_fracfloat
The portion of the training set to consider, by default 0.8.
- Returns:
- hpd_Xndarray
High-posterior density training points.
- hpd_yndarray
High-posterior density training targets.
- hpd_rangendarray, shape (D,)
The range of values of hpd_X in each dimension.
- indicesndarray
The indices of the points returned with respect to the original data being passed to the function.