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Neil Lawrence 2013-05-17 10:04:06 +01:00
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commit c17cd3b97b
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GPy/likelihoods/Gaussian.py
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@ -69,6 +69,7 @@ class Gaussian(likelihood):
# Note. for D>1, we need to re-normalise all the outputs independently.
# This will mess up computations of diag(true_var), below.
# note that the upper, lower quantiles should be the same shape as mean
# Augment the output variance with the likelihood variance and rescale.
true_var = (var + np.eye(var.shape[0]) * self._variance) * self._scale ** 2
_5pc = mean - 2.*np.sqrt(np.diag(true_var))
_95pc = mean + 2.*np.sqrt(np.diag(true_var))