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corrected the predictive variance for Gaussian likelihoods

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James Hensman 2013-03-13 09:58:39 +00:00
parent 9d27c920e0
commit eb82d6a255
4 changed files with 12 additions and 7 deletions
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6
GPy/likelihoods/likelihood_functions.py
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@ -48,14 +48,14 @@ class probit(likelihood_function):
def predictive_values(self,mu,var):
"""
Compute mean, and conficence interval (percentiles 5 and 95) of the prediction
Compute mean, variance and conficence interval (percentiles 5 and 95) of the prediction
"""
mu = mu.flatten()
var = var.flatten()
mean = stats.norm.cdf(mu/np.sqrt(1+var))
p_025 = np.zeros(mu.shape)
p_975 = np.ones(mu.shape)
return mean, p_025, p_975
return mean, np.nan*var, p_025, p_975 # TODO: better values here (mean is okay)
class Poisson(likelihood_function):
"""
@ -131,4 +131,4 @@ class Poisson(likelihood_function):
tmp = stats.poisson.ppf(np.array([.025,.975]),mean)
p_025 = tmp[:,0]
p_975 = tmp[:,1]
return mean,p_025,p_975
return mean,np.nan*mean,p_025,p_975 # better variance here TODO