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Ongoing changes to symbolic.

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This commit is contained in:
Neil Lawrence 2014-04-08 06:09:30 +01:00
parent 9b5a1edb23
commit 41ef7f4c72
8 changed files with 77 additions and 166 deletions
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4
GPy/util/functions.py
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@ -19,3 +19,7 @@ def normcdfln(x):
def clip_exp(x):
return np.where(x<lim_val, np.where(x>-lim_val, np.exp(x), epsilon), 1/epsilon)
def differfln(x0, x1):
# this is a, hopefully!, a numerically more stable variant of log(erf(x0)-erf(x1)) = log(erfc(x1)-erfc(x0)).
return np.where(x0>x1, -x1*x1 + np.log(erfcx(x1)-np.exp(-x0**2+x1**2)*erfcx(x0)), -x0*x0 + np.log(np.exp(-x1**2+x0**2)*erfcx(x1) - erfcx(x0)))