fips.Posterior.dofs

property Posterior.dofs: float

Degrees of freedom for signal, the trace of averaging_kernel().

The analytic method reads it from its factors without the kernel: \(\sum_k \gamma\lambda_k / (\gamma\lambda_k + 1)\) over the eigenvalues \(\lambda_k\) of its factorization (the same in both of its forms), or, at the gamma of fips.solve(), from the Cholesky factor it solved with.