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kernel tests in working order (not all implemented though

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James Hensman 2014-02-24 17:44:12 +00:00
parent 76bb673326
commit 17f9764a55
4 changed files with 203 additions and 86 deletions
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GPy/kern/_src/stationary.py
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@ -162,6 +162,8 @@ class Matern52(Stationary):
k(r) = \sigma^2 (1 + \sqrt{5} r + \\frac53 r^2) \exp(- \sqrt{5} r) \ \ \ \ \ \\text{ where } r = \sqrt{\sum_{i=1}^input_dim \\frac{(x_i-y_i)^2}{\ell_i^2} }
"""
def __init__(self, input_dim, variance=1., lengthscale=None, ARD=False, name='Mat52'):
super(Matern52, self).__init__(input_dim, variance, lengthscale, ARD, name)
def K_of_r(self, r):
return self.variance*(1+np.sqrt(5.)*r+5./3*r**2)*np.exp(-np.sqrt(5.)*r)