From b845c0d634a48f9e11e13cb6a3329629e84e28fd Mon Sep 17 00:00:00 2001
From: mu <mu@mu-DQ67SW.(none)>
Date: Mon, 18 Nov 2013 10:43:58 +0000
Subject: [PATCH] constructor and init for ODE_UY

---
 GPy/kern/constructors.py   | 17 +++++++++++++++++
 GPy/kern/parts/__init__.py |  1 +
 2 files changed, 18 insertions(+)

diff --git a/GPy/kern/constructors.py b/GPy/kern/constructors.py
index 392f43ba..1feec4df 100644
--- a/GPy/kern/constructors.py
+++ b/GPy/kern/constructors.py
@@ -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])
\ No newline at end of file
diff --git a/GPy/kern/parts/__init__.py b/GPy/kern/parts/__init__.py
index 0a758f1e..3b020828 100644
--- a/GPy/kern/parts/__init__.py
+++ b/GPy/kern/parts/__init__.py
@@ -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