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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
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7 changed files with 83 additions and 53 deletions
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@ -55,6 +55,14 @@ def dpotri(A, lower=0):
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"""
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return lapack.dpotri(A, lower=lower)
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def pddet(A):
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"""
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Determinant of a positive definite matrix, only symmetric matricies though
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"""
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L = jitchol(A)
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logdetA = 2*sum(np.log(np.diag(L)))
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return logdetA
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def trace_dot(a, b):
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"""
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efficiently compute the trace of the matrix product of a and b
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