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KERN: sde_standard_periodic kernel change parameters names.

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Alexander Grigorievskiy 2016-03-15 18:58:38 +02:00
parent 2be731ef25
commit 25ba3d5ec8
1 changed files with 9 additions and 9 deletions
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18
GPy/kern/src/sde_standard_periodic.py
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@ -33,8 +33,8 @@ class sde_StdPeriodic(StdPeriodic):
""" """
self.variance.gradient = gradients[0] self.variance.gradient = gradients[0]
self.wavelengths.gradient = gradients[1] self.period.gradient = gradients[1]
self.lengthscales.gradient = gradients[2] self.lengthscale.gradient = gradients[2]
def sde(self): def sde(self):
""" """
@ -52,15 +52,15 @@ class sde_StdPeriodic(StdPeriodic):
# Params to use: (in that order) # Params to use: (in that order)
#self.variance #self.variance
#self.wavelengths #self.period
#self.lengthscales #self.lengthscale
N = 7 # approximation order N = 7 # approximation order
w0 = 2*np.pi/self.wavelengths # frequency w0 = 2*np.pi/self.period # frequency
lengthscales = 2*self.lengthscales lengthscale = 2*self.lengthscale
[q2,dq2l] = seriescoeff(N,lengthscales,self.variance) [q2,dq2l] = seriescoeff(N,lengthscale,self.variance)
# lengthscale is multiplied by 2 because of slightly different # lengthscale is multiplied by 2 because of slightly different
# formula for periodic covariance function. # formula for periodic covariance function.
# For the same reason: # For the same reason:
@ -90,8 +90,8 @@ class sde_StdPeriodic(StdPeriodic):
dQc[:,:,0] = np.zeros(Qc.shape) dQc[:,:,0] = np.zeros(Qc.shape)
dP_inf[:,:,0] = P_inf / self.variance dP_inf[:,:,0] = P_inf / self.variance
# Derivatives self.wavelengths # Derivatives self.period
dF[:,:,1] = np.kron(np.diag(range(0,N+1)),np.array( ((0, w0), (-w0, 0)) ) / self.wavelengths ); dF[:,:,1] = np.kron(np.diag(range(0,N+1)),np.array( ((0, w0), (-w0, 0)) ) / self.period );
dQc[:,:,1] = np.zeros(Qc.shape) dQc[:,:,1] = np.zeros(Qc.shape)
dP_inf[:,:,1] = np.zeros(P_inf.shape) dP_inf[:,:,1] = np.zeros(P_inf.shape)