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mu 2014-02-14 12:15:40 +00:00
parent 4b3930a52e
commit f956590fdd
1 changed files with 17 additions and 8 deletions
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25
GPy/models/state_space_xt_sep.py
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@ -56,10 +56,10 @@ class StateSpace_1(Model):
# Default kernel
if kernel is None:
self.kern = kern.Matern32(1,lengthscale=0.5)
self.kern = kern.Matern32(1,lengthscale=1)
#self.spacekern = kern.rbf(1,lengthscale=0.1)
self.spacekern = kern.exponential(1,lengthscale=0.4)
#self.spacekern = kern.Matern32(1,lengthscale=0.5)
self.spacekern = kern.exponential(1,lengthscale=1)
#self.spacekern = kern.Matern52(1,lengthscale=1)
else:
self.kern = kernel
@ -247,11 +247,19 @@ class StateSpace_1(Model):
reli = np.empty((Y.shape[0],Y.shape[1]))
def forceAspect(ax,aspect=1):
im = ax.get_images()
extent = im[0].get_extent()
ax.set_aspect(abs((extent[1]-extent[0])/(extent[3]-extent[2]))/aspect)
# mean
pb.figure(1)
fig = pb.figure(100)
ax = fig.add_subplot(111)
pb.imshow(m,interpolation="nearest")
#pb.contour(m)
forceAspect(ax,aspect=1)
#pb.tight_layout()
# data Y
pb.figure(2)
pb.figure(200)
pb.imshow(Y,interpolation="nearest")
#realisation
@ -277,8 +285,8 @@ class StateSpace_1(Model):
Y = self.Y
# Plot the values
#gpplot(Xgrid, m, lower, upper, axes=ax, edgecol=linecol, fillcol=fillcol)
gpplot(self.X, m, lower, upper, axes=ax, edgecol=linecol, fillcol=fillcol)
gpplot(Xgrid, m, lower, upper, axes=ax, edgecol=linecol, fillcol=fillcol)
#gpplot(self.X, m, lower, upper, axes=ax, edgecol=linecol, fillcol=fillcol)
ax.plot(self.X, self.Y, 'kx', mew=1.5)
# Optionally plot some samples
@ -453,7 +461,8 @@ class StateSpace_1(Model):
lik -= 0.5*(v*v/S)[0,0] # !!!
else:
v = Y[:,k][None].T-H.dot(m)
S = H.dot(P).dot(H.T) + R*np.eye(Y.shape[0])
S = H.dot(P).dot(H.T) + R*np.eye(Y.shape[0])
#Should be LL, isupper = ...
LL = linalg.cho_factor(S)
K = linalg.cho_solve(LL, H.dot(P)).T
# LL, isupper = linalg.cho_factor(H.dot(P).dot(H.T) + R*np.eye(Y.shape[1]))