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constructor and init for ODE_UY

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mu 2013-11-18 10:43:58 +00:00
parent dc12fb43b7
commit b845c0d634
2 changed files with 18 additions and 0 deletions
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17
GPy/kern/constructors.py
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@ -588,3 +588,20 @@ def ODE_1(input_dim=1, varianceU=1., varianceY=1., lengthscaleU=None, lengthsc
"""
part = parts.ODE_1.ODE_1(input_dim, varianceU, varianceY, lengthscaleU, lengthscaleY)
return kern(input_dim, [part])
def ODE_UY(input_dim=2, varianceU=1., varianceY=1., lengthscaleU=None, lengthscaleY=None):
"""
kernel resultiong from a first order ODE with OU driving GP
:param input_dim: the number of input dimension, has to be equal to one
:type input_dim: int
:param input_lengthU: the number of input U length
:param varianceU: variance of the driving GP
:type varianceU: float
:param varianceY: 'variance' of the transfer function
:type varianceY: float
:param lengthscaleY: 'lengthscale' of the transfer function
:type lengthscaleY: float
:rtype: kernel object
"""
part = parts.ODE_UY.ODE_UY(input_dim, varianceU, varianceY, lengthscaleU, lengthscaleY)
return kern(input_dim, [part])

1
GPy/kern/parts/__init__.py
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@ -14,6 +14,7 @@ import Matern32
import Matern52
import mlp
import ODE_1
import ODE_UY
import periodic_exponential
import periodic_Matern32
import periodic_Matern52