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predictive_values implemented in EP

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Ricardo Andrade 2013-01-31 15:30:57 +00:00
parent 4211cad89d
commit 2b40ee6f7e
4 changed files with 26 additions and 6 deletions
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GPy/models/GP.py
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@ -164,9 +164,10 @@ class GP(model):
"""
#normalise X values
Xnew = (Xnew.copy() - self._Xmean) / self._Xstd
mu, var, phi = self._raw_predict(Xnew, slices, full_cov=full_cov)
mu, var = self._raw_predict(Xnew, slices, full_cov=full_cov)
#now push through likelihood TODO
mean, _5pc, _95pc = self.likelihood.predictive_values(mu, var)
return mean, _5pc, _95pc