Alexander Grigorievskiy
93e8b71f60
UPD: Added testing, and bug fixing.
2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
06a7fedd22
ENH: Adding SDE representation of addition, sumation and standard periodic kernel.
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All changes have been tested tests are added in later commits.
2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
00e95f957d
ENH: Added templates for state-space kernels.
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Those are childs of regular kernels with extra "sde" function.
2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
d9cf9c3bff
FIX: Fixe bug with "expm" function in "state_space_new". Also some minor changes
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Test function has been modified also.
2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
5ff256079b
EXT: State-Space modelling functionality is untied with the GPy models.
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Currently, these new functionality is added on the side, not intervening
the old state-space functionality. Example file has been changed and minimal
example where descripancies appear is cunstructed.
2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
03d4096fe8
Example of sde_Matern covarince function is added, along with other small changes.
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State-space example is slightly modified.
Imports are corrected accordingly.
2016-03-15 17:33:56 +02:00
Arno Solin
d061a10207
Updated Kalman filter implementation to new GPy
2016-03-15 17:33:56 +02:00
