Fixed MCMC sampler.

ib_tests/test_regression.py

@@ -0,0 +1,36 @@
+"""
+Test the regression we get with the new transformations.
+
+Author:
+    Ilias Bilionis
+
+Date:
+    3/8/2015
+
+"""
+
+
+import sys
+import os
+# Make sure we load the GP that is here
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
+import GPy
+import matplotlib.pyplot as plt
+import numpy as np
+import triangle
+
+
+if __name__ == '__main__':
+    m = GPy.examples.regression.olympic_marathon_men(optimize=True)
+    plt.show(block=True)
+    print m
+    mcmc = GPy.inference.mcmc.samplers.Metropolis_Hastings(m)
+    mcmc.sample(Ntotal=100000, Nburn=10000, Nthin=100, tune_interval=1000, tune_throughout=True)
+    samples = np.array(mcmc.chains[-1])
+    fig = triangle.corner(samples)
+    m.plot()
+    fig = plt.figure()
+    for i in xrange(samples.shape[1]):
+        ax = fig.add_subplot(samples.shape[1], 1, i + 1)
+        ax.plot(samples[:, i], linewidth=1.5)
+    plt.show(block=True)