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Re-definition of the week

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Ricardo 2014-03-17 10:29:25 +00:00
parent f5a5d4b25e
commit 8d98652e8b
1 changed files with 5 additions and 4 deletions
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9
GPy/likelihoods/likelihood.py
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@ -387,13 +387,14 @@ class Likelihood(Parameterized):
return pred_mean, pred_var
def predictive_quantiles(self, mu, var, quantiles, Y_metadata):
def predictive_quantiles(self, mu, var, quantiles, Y_metadata=None):
#compute the quantiles by sampling!!!
N_samp = 1000
s = np.random.randn(mu.shape[0], N_samp)*np.sqrt(var) + mu
ss_f = s.flatten()
ss_y = self.samples(ss_f)
ss_y = ss_y.reshape(mu.shape[0], N_samp)
#ss_f = s.flatten()
#ss_y = self.samples(ss_f, Y_metadata)
ss_y = self.samples(s, Y_metadata)
#ss_y = ss_y.reshape(mu.shape[0], N_samp)
return [np.percentile(ss_y ,q, axis=1)[:,None] for q in quantiles]