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general bugfixing

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This commit is contained in:
James Hensman 2014-02-13 08:53:14 +00:00
parent e4fcde3299
commit 3c68a9688d
6 changed files with 26 additions and 17 deletions
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11
GPy/likelihoods/gaussian.py
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@ -88,12 +88,9 @@ class Gaussian(Likelihood):
return mu, var, low, up
def predictive_mean(self, mu, sigma):
#new_sigma2 = self.predictive_variance(mu, sigma)
#return new_sigma2*(mu/sigma**2 + self.gp_link.transf(mu)/self.variance)
return mu
def predictive_variance(self, mu, sigma, predictive_mean=None):
#what on earth was the sum of precisions doing here? JH
return self.variance + sigma**2
def pdf_link(self, link_f, y, extra_data=None):
@ -305,3 +302,11 @@ class Gaussian(Likelihood):
gp = gp.flatten()
Ysim = np.array([np.random.normal(self.gp_link.transf(gpj), scale=np.sqrt(self.variance), size=1) for gpj in gp])
return Ysim.reshape(orig_shape)
def log_predictive_density(self, y_test, mu_star, var_star):
"""
assumes independence
"""
v = var_star + self.variance
return -0.5*np.log(2*np.pi) -0.5*np.log(v) - 0.5*np.square(y_test - mu_star)/v