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fixed up the Gaussian likelihood a little

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James Hensman 2013-12-19 16:19:23 +00:00
parent 0733886ba0
commit 8cad49ce13
3 changed files with 13 additions and 7 deletions
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7
GPy/likelihoods/gaussian.py
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@ -80,6 +80,13 @@ class Gaussian(Likelihood):
Z_hat = 1./np.sqrt(2.*np.pi*sum_var)*np.exp(-.5*(data_i - v_i/tau_i)**2./sum_var)
return Z_hat, mu_hat, sigma2_hat
def predictive_values(self, mu, var, full_cov=False):
if full_cov:
low, up = mu - np.diag(var)[:,None], mu + np.diag(var)[:,None]
else:
low, up = mu - var, mu + var
return mu, var, low, up
def predictive_mean(self, mu, sigma):
#new_sigma2 = self.predictive_variance(mu, sigma)
#return new_sigma2*(mu/sigma**2 + self.gp_link.transf(mu)/self.variance)