API Reference¶
The API mirrors the package layout. New here? Read What is a probabilistic ODE solver? and How to choose first — this reference is for looking things up, and assumes the notation.
Which function do I need?¶
| Task | Reach for |
|---|---|
| solve an ODE (fixed step) | gaussian_filter + rts_smoother |
| solve with tolerance-based stepping | gaussian_filter_adaptive (jit/vmap/grad-able) |
| pick the linearization (EK0 / EK1) | TaylorCorrection |
| define the ODE / observations | Measurement models |
| choose a prior | IWP / MaternPrior / JointPrior |
| initialize the state | taylor_mode_initialization |
calibrate posterior uncertainty (diffusion sigma^2) |
calibration guide |
| fit ODE parameters to data (max-likelihood) | ODEFilter / fit / marginal_loglik |
Subpackages¶
- Filters — filtering / smoothing loops, corrections, adaptive control.
- Inference — ODE-parameter inference (
fit,marginal_loglik,ODEFilter) and the square-root Gaussian algebra it builds on. - Measurement — ODE-information and observation models.
- Priors — Gauss–Markov process priors.
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