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mu 2013-11-28 11:09:40 +00:00
parent 7247849441
commit 71891a95d3
1 changed files with 13 additions and 13 deletions
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26
GPy/models/state_space_xt_sep.py
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@ -22,22 +22,22 @@ from GPy.util.plot import gpplot, Tango, x_frame1D
import pylab as pb import pylab as pb
class StateSpace_1(Model): class StateSpace_1(Model):
def __init__(self, T,X, Y, kernel=None): def __init__(self, X, Y, kernel=None):
super(StateSpace_1, self).__init__() super(StateSpace_1, self).__init__()
self.num_data, input_dim = X.shape self.num_data, input_dim = X.shape
assert input_dim==2, "State space methods for time and space" assert input_dim==1, "State space methods for time and space 2"
num_data_Y, self.output_dim = Y.shape num_data_Y, self.output_dim = Y.shape
assert num_data_Y == self.num_data, "X and Y data don't match" assert num_data_Y == self.num_data, "X and Y data don't match"
assert self.output_dim == 1, "State space methods for single outputs only" assert self.output_dim == 1, "State space methods for single outputs only"
# Make sure the observations are ordered in time # Make sure the observations are ordered in time
sort_index = np.argsort(T[:,0]) sort_index = np.argsort(X[:,0])
self.T = T[sort_index] self.X = X[sort_index]
self.Y = Y[sort_index] self.Y = Y[sort_index]
#sort_index = np.argsort(X[:,0]) sort_index = np.argsort(X[:,0])
#self.X = X[sort_index] self.X = X[sort_index]
#self.Y = Y[sort_index] self.Y = Y[sort_index]
# Noise variance # Noise variance
self.sigma2 = 1. self.sigma2 = 1.
@ -93,13 +93,13 @@ class StateSpace_1(Model):
Y = Y[return_index] Y = Y[return_index]
# Get the model matrices from the kernel # Get the model matrices from the kernel
(F1,L1,Qc1,H1,Pinf1) = self.kern.sde() (F,L,Qc,H,Pinf) = self.kern.sde()
F = np.kron(eye(n),F1); #F = np.kron(eye(n),F1);
L = np.kron(eye(n),L1); #L = np.kron(eye(n),L1);
Qc = K*Qc1; #kron(K,Qc1); #Qc = K*Qc1; #kron(K,Qc1);
H = np.kron(eye(n),H1); #H = np.kron(eye(n),H1);
Pinf = np.kron(K,Pinf1); #Pinf = np.kron(K,Pinf1);