DiffEqUncertainty.ProbIntsUncertainty
— FunctionConrad P., Girolami M., Särkkä S., Stuart A., Zygalakis. K, Probability Measures for Numerical Solutions of Differential Equations, arXiv:1506.04592
DiffEqUncertainty.centralmoment
— Methodcentralmoment(n, g, args...; kwargs) -> [n by 1 Array]
Computes the n central moments of the function g using the Koopman expectation. The function is a wrapper over expectation, arguments can be piped through with args and kwargs.
Return: n-length array of the 1 to n central moments
Note: The first central moment is, by definition, always 0
TODO: - add support for vector-valued g functions, currently assumes scalar return values. - add tests