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small changes to Brownian

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This commit is contained in:
James Hensman 2013-05-08 12:06:34 +01:00
parent 5fe0daa0b1
commit e60eb4e236
1 changed files with 4 additions and 0 deletions
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4
GPy/kern/Brownian.py
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@ -36,12 +36,16 @@ class Brownian(kernpart):
return ['variance']
def K(self,X,X2,target):
if X2 is None:
X2 = X
target += self.variance*np.fmin(X,X2.T)
def Kdiag(self,X,target):
target += self.variance*X.flatten()
def dK_dtheta(self,dL_dK,X,X2,target):
if X2 is None:
X2 = X
target += np.sum(np.fmin(X,X2.T)*dL_dK)
def dKdiag_dtheta(self,dL_dKdiag,X,target):