diff --git a/GPy/models/state_space_xt_sep.py b/GPy/models/state_space_xt_sep.py index 042a8380..622a513e 100644 --- a/GPy/models/state_space_xt_sep.py +++ b/GPy/models/state_space_xt_sep.py @@ -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]))