Initial commit, setting up the laplace approximation for a student t

python/models/coxGP.py

@@ -0,0 +1,19 @@
+# Copyright (c) 2013, Alan Saul
+
+from GPy.models import GP
+from .. import likelihoods
+from GPy import kern
+
+
+class cox_GP_regression(GP):
+    """
+    Cox Gaussian Process model for regression
+    """
+
+    def __init__(self,X,Y,kernel=None,normalize_X=False,normalize_Y=False, Xslices=None):
+        if kernel is None:
+            kernel = kern.rbf(X.shape[1])
+
+        likelihood = likelihoods.cox_piecewise(Y, normalize=normalize_Y)
+
+        GP.__init__(self, X, likelihood, kernel, normalize_X=normalize_X, Xslices=Xslices)