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New Gaussian likelihood for multiple outputs

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Ricardo 2013-09-04 18:06:14 +01:00
parent 3dc7574c50
commit 671591fa96
6 changed files with 124 additions and 5 deletions
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13
GPy/kern/constructors.py
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@ -250,6 +250,19 @@ def symmetric(k):
return k_
def coregionalise(Nout,R=1, W=None, kappa=None):
"""
Construct coregionalisation kernel, based on the coregionlisation matrix B = np.dot(W,W.T) + np.eye(Nout)*kappa
:param Nout: the number of outputs to corregionalise
:type Nout: int
:param R: the number of columns in the W matrix
:type R: int
:param W: W matrix
:type W: numpy array of dimensionality (Nout x R)
:param kappa: kappa vector
:type kappa: numpy array of dimensionality (Nout,)
"""
p = parts.coregionalise.Coregionalise(Nout,R,W,kappa)
return kern(1,[p])