Multioutput models added

GPy/util/multioutput.py

@@ -0,0 +1,35 @@
+import numpy as np
+import warnings
+from .. import kern
+
+def build_cor_kernel(input_dim, Nout, CK = [], NC = [], W=1):
+    """
+    Builds an appropiate coregionalized kernel
+
+    :input_dim: Input dimensionality
+    :Nout: Number of outputs
+    :param CK: List of coregionalized kernels (i.e., this will be multiplied by a coregionalise kernel).
+    :param K: List of kernels that won't be multiplied by a coregionalise kernel
+    :W:
+    """
+
+    for k in CK:
+        if k.input_dim <> input_dim:
+            k.input_dim = input_dim
+            #raise Warning("kernel's input dimension overwritten to fit input_dim parameter.")
+            warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
+
+    for k in NC:
+        if k.input_dim <> input_dim + 1:
+            k.input_dim = input_dim + 1
+            #raise Warning("kernel's input dimension overwritten to fit input_dim parameter.")
+            warnings.warn("kernel's input dimension overwritten to fit input_dim parameter.")
+
+    kernel = CK[0].prod(kern.coregionalise(Nout,W),tensor=True)
+    for k in CK[1:]:
+        kernel += k.prod(kern.coregionalise(Nout,W),tensor=True)
+
+    for k in NC:
+        kernel += k
+
+    return kernel