Link functions defined

GPy/likelihoods/link_functions.py

@@ -0,0 +1,58 @@
+# Copyright (c) 2012, 2013 Ricardo Andrade
+# Licensed under the BSD 3-clause license (see LICENSE.txt)
+
+
+import numpy as np
+from scipy import stats
+import scipy as sp
+import pylab as pb
+from ..util.plot import gpplot
+from ..util.univariate_Gaussian import std_norm_pdf,std_norm_cdf
+
+class link_function(object):
+    """
+    Link function class for doing non-Gaussian likelihoods approximation
+
+    :param Y: observed output (Nx1 numpy.darray)
+    ..Note:: Y values allowed depend on the likelihood_function used
+    """
+    def __init__(self):
+        pass
+
+
+
+class identity(link_function):
+    def transf(self,mu):
+        return mu
+
+    def inv_transf(self,f):
+        return f
+
+    def log_inv_transf(self,f):
+        return np.log(f)
+
+class log(link_function):
+
+    def transf(self,mu):
+        return np.log(mu)
+
+    def inv_transf(self,f):
+        return np.exp(f)
+
+    def log_inv_transf(self,f):
+        return f
+
+class log_ex_1(link_function):
+    def transf(self,mu):
+        return np.log(np.exp(mu) - 1)
+
+    def inv_transf(self,f):
+        return np.log(np.exp(f)+1)
+
+    def log_inv_tranf(self,f):
+        return np.log(np.log(np.exp(f)+1))
+
+class probit(link_function):
+    pass
+
+