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Just breaking some things...

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This commit is contained in:
Alan Saul 2013-03-19 11:47:53 +00:00
parent 2bf1cf0eb6
commit 46d59c94b2
3 changed files with 113 additions and 43 deletions
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16
python/likelihoods/likelihood_function.py
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@ -1,7 +1,7 @@
from scipy.special import gammaln
import numpy as np
from GPy.likelihoods.likelihood_functions import likelihood_function
from scipy import stats
class student_t(likelihood_function):
"""Student t likelihood distribution
@ -72,3 +72,17 @@ class student_t(likelihood_function):
#hess = ((self.v + 1) * e) / ((((self.sigma**2) * self.v) + e**2)**2)
hess = ((self.v + 1) * (e**2 - self.v*(self.sigma**2))) / ((((self.sigma**2) * self.v) + e**2)**2)
return hess
def predictive_values(self, mu, var):
"""
Compute mean, and conficence interval (percentiles 5 and 95) of the prediction
"""
mean = np.exp(mu)
p_025 = stats.t.ppf(025,mean)
p_975 = stats.t.ppf(975,mean)
#p_025 = tmp[:,0]
#p_975 = tmp[:,1]
import ipdb; ipdb.set_trace() ### XXX BREAKPOINT
return mean,p_025,p_975