FIX: SDE inference. Couple of bug fixes and minor syntactic madifications.

GPy/kern/src/sde_brownian.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy, Arno Solin
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Classes in this module enhance Brownian motion covariance function with the
 Stochastic Differential Equation (SDE) functionality.

GPy/kern/src/sde_linear.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy, Arno Solin
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Classes in this module enhance Linear covariance function with the
 Stochastic Differential Equation (SDE) functionality.

GPy/kern/src/sde_matern.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy, Arno Solin
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Classes in this module enhance Matern covariance functions with the
 Stochastic Differential Equation (SDE) functionality.

GPy/kern/src/sde_standard_periodic.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy, Arno Solin
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Classes in this module enhance Matern covariance functions with the
 Stochastic Differential Equation (SDE) functionality.

GPy/kern/src/sde_static.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy, Arno Solin
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Classes in this module enhance Static covariance functions with the
 Stochastic Differential Equation (SDE) functionality.

GPy/kern/src/sde_stationary.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy, Arno Solin
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Classes in this module enhance several stationary covariance functions with the
 Stochastic Differential Equation (SDE) functionality.

GPy/models/state_space_main.py

@@ -1,8 +1,8 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
-Created on Thu Feb 19 12:32:32 2015
+Main functionality for state-space inference.
-
-
 """
 
 import collections # for cheking whether a variable is iterable
@@ -771,7 +771,7 @@ class DescreteStateSpace(object):
         # m - vector for calculating matrices. Required for EKF. Not used here.
             
         c_p_A = p_A.copy() # create a copy because this object is passed to the smoother
-        c_p_Q = p_A.copy() # create a copy because this object is passed to the smoother
+        c_p_Q = p_Q.copy() # create a copy because this object is passed to the smoother
         c_index = index.copy() # create a copy because this object is passed to the smoother
         
         if calc_grad_log_likelihood:

GPy/models/state_space_model.py

@@ -63,9 +63,10 @@ class StateSpace(Model):
         
         # Default kernel
         if kernel is None:
-            self.kern = kern.Matern32(1)
+            raise ValueError("State-Space Model: the kernel must be provided.")
         else:
             self.kern = kernel
+            
         self.link_parameter(self.kern)
         self.link_parameter(self.likelihood)
         self.posterior = None

GPy/models/state_space_setup.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 This module is intended for the setup of state_space_main module.
 The need of this module appeared because of the way state_space_main module

GPy/testing/gpy_kernels_state_space_tests.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Testing state space related functions.
 """

GPy/testing/state_space_main_tests.py

@@ -1,4 +1,6 @@
 # -*- coding: utf-8 -*-
+# Copyright (c) 2015, Alex Grigorevskiy
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
 """
 Test module for state_space_main.py
 """