# gpcovarp

## Purpose

Calculate the prior covariance for a Gaussian Process.

## Synopsis

    covp = gpcovarp(net, x1, x2)
    [covp, covf] = gpcovarp(net, x1, x2)

## Description

`covp = gpcovarp(net, x1, x2)` takes a Gaussian Process data structure `net` together with two matrices `x1` and `x2` of input vectors, and computes the matrix of the prior covariance. This is the function component of the covariance plus the exponential of the bias term.

`[covp, covf] = gpcovarp(net, x1, x2)` also returns the function component of the covariance.

## See Also

`gp`, `gpcovar`, `gpcovarf`, `gperr`, `gpgrad`

Pages: Index

Copyright (c) Ian T Nabney (1996-9)