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Fixed a few laplace bits

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This commit is contained in:
Alan Saul 2013-10-18 14:08:37 +01:00
parent 10f3f7d14a
commit 0eee4b42d2
4 changed files with 52 additions and 29 deletions
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3
GPy/likelihoods/noise_models/student_t_noise.py
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@ -233,7 +233,7 @@ class StudentT(NoiseDistribution):
def _predictive_variance_analytical(self, mu, sigma, predictive_mean=None):
"""
Compute mean, and conficence interval (percentiles 5 and 95) of the prediction
Compute predictive variance of student_t*normal p(y*|f*)p(f*)
Need to find what the variance is at the latent points for a student t*normal p(y*|f*)p(f*)
(((g((v+1)/2))/(g(v/2)*s*sqrt(v*pi)))*(1+(1/v)*((y-f)/s)^2)^(-(v+1)/2))
@ -313,4 +313,3 @@ class StudentT(NoiseDistribution):
p_025 = mu - p
p_975 = mu + p
return mu, np.nan*mu, p_025, p_975