From 9b69b049337f325adf6762c155b3b135422ada20 Mon Sep 17 00:00:00 2001 From: James Hensman Date: Mon, 4 Feb 2013 12:18:14 +0000 Subject: [PATCH] proper propagation of variance through the Gaussian likelihood --- GPy/likelihoods/Gaussian.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/GPy/likelihoods/Gaussian.py b/GPy/likelihoods/Gaussian.py index 630b5d91..a34b3e6c 100644 --- a/GPy/likelihoods/Gaussian.py +++ b/GPy/likelihoods/Gaussian.py @@ -42,8 +42,8 @@ class Gaussian(likelihood): """ mean = mu*self._std + self._mean true_var = (var + self._variance)*self._std**2 - _5pc = mean + - 2.*np.sqrt(var) - _95pc = mean + 2.*np.sqrt(var) + _5pc = mean + - 2.*np.sqrt(true_var) + _95pc = mean + 2.*np.sqrt(true_var) return mean, _5pc, _95pc def fit_full(self):