added skeleton of the state_space GP

GPy/models/state_space.py

@@ -0,0 +1,45 @@
+import numpy as np
+from ../core import Model
+
+class StateSpace(Model):
+    def __init__(self, X, Y, kernel=None):
+        self.num_data, input_dim = X.shape
+        assert input_dim==1, "State space methods for time only"
+        num_data_Y, self.output_dim = Y.shape
+        assert num_data_Y == self.num_data, "X and Y data don't match"
+        assert self.output_dim == 1, "State space methods for single outputs only"
+
+        self.X = X
+        self.Y = Y
+        
+        self.sigma2 = 1.
+
+        if kernel is None:
+            self.kern = kern.Matern32(1)
+        else:
+            self.kern = kernel
+
+    def set_params(self, x):
+        self.kern.set_params(x[:self.kern.num_params_transformed()])
+        self.sigma2 = x[-1]
+
+    def get_params(self):
+        return np.append(self.kern.get_params_transformed(), self.sigma2)
+
+    def get_param_names(self):
+        return self.kern._get_param_names_transformed() + ['noise_variance']
+
+    def log_likelihood(self):
+        #TODO
+
+    def log_likelihood_gradients(self):
+        #TODO
+
+    def predict_raw(self):
+        #TODO
+
+    def predict(self):
+        #TODO
+
+    def plot(self):
+        #TODO