Renamed some things, made some small (incorrect) gradient changes,

generalised the gp regression for any likelihood, and added a place
holder link function waiting for Richardos changes
This commit is contained in:
Alan Saul 2013-09-11 11:54:15 +01:00
parent 5b25273d2b
commit 1dd83291fe
7 changed files with 83 additions and 53 deletions

View file

@ -55,6 +55,14 @@ def dpotri(A, lower=0):
"""
return lapack.dpotri(A, lower=lower)
def pddet(A):
"""
Determinant of a positive definite matrix, only symmetric matricies though
"""
L = jitchol(A)
logdetA = 2*sum(np.log(np.diag(L)))
return logdetA
def trace_dot(a, b):
"""
efficiently compute the trace of the matrix product of a and b