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UPD: Major update, changed interface of the module, Cython support added.

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Although cython gives almost no speed-up.
This commit is contained in:
Alexander Grigorievskiy 2015-09-04 19:44:19 +03:00
parent b8e21057f5
commit 9c07bd167c
6 changed files with 28927 additions and 697 deletions
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2
GPy/kern/_src/sde_stationary.py
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@ -139,7 +139,7 @@ class sde_Exponential(Exponential):
F = np.array(((-1.0/lengthscale,),))
L = np.array(((1.0,),))
Qc = np.array( ((2.0*variance/lengthscale,),) )
H = np.array(((1,),))
H = np.array(((1.0,),))
Pinf = np.array(((variance,),))
P0 = Pinf.copy()