diff --git a/GPy/models/state_space.py b/GPy/models/state_space.py index 27ea7ca3..df3201ae 100644 --- a/GPy/models/state_space.py +++ b/GPy/models/state_space.py @@ -77,11 +77,15 @@ class StateSpace(Model): #return self.kf_likelihood_g(F,L,Qc,self.sigma2,H,Pinf,dF,dQc,dPinf,self.X,self.Y) return False - def predict_raw(self, Xnew, filteronly=False): + def predict_raw(self, Xnew, Y=None, filteronly=False): + + # Set defaults + if Y is None: + Y = self.Y # Make a single matrix containing training and testing points X = np.vstack((self.X, Xnew)) - Y = np.vstack((self.Y, np.nan*np.zeros(Xnew.shape))) + Y = np.vstack((Y, np.nan*np.zeros(Xnew.shape))) # Sort the matrix (save the order) _, return_index, return_inverse = np.unique(X,True,True)