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sep xt

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mu 2013-12-10 11:07:07 +00:00
parent d44e16e615
commit 8638e05d81
1 changed files with 18 additions and 3 deletions
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21
GPy/models/state_space_xt_sep.py
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@ -175,14 +175,29 @@ class StateSpace_1(Model):
m, v = self.predict_raw(Xgrid,filteronly=plot_filter)
Y = self.Y
#np.random.multivariant_normal(m[:,0],v[:,:,0])
#np.random.multivariant_normal(m[:,1],v[:,:,1])
#allocate space for realisation
reli = np.empty((Y.shape[0],Y.shape[1]))
# mean
pb.figure(1)
pb.imshow(m,interpolation="nearest")
# data Y
pb.figure(2)
pb.imshow(Y,interpolation="nearest")
#realisation
for i in range(0,Y.shape[1]):
reli[:,i] = np.random.multivariate_normal(m[:,i],v[:,:,i])
pb.figure(3)
pb.imshow(reli,interpolation="nearest")
for i in range(0,Y.shape[1]):
reli[:,i] = np.random.multivariate_normal(m[:,i],v[:,:,i])
pb.figure(4)
pb.imshow(reli,interpolation="nearest")
stop
#lower = m - 2*np.sqrt(v)
#upper = m + 2*np.sqrt(v)