diff toolboxes/FullBNT-1.0.7/netlab3.3/gpcovarp.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/netlab3.3/gpcovarp.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,30 @@
+function [covp, covf] = gpcovarp(net, x1, x2)
+%GPCOVARP Calculate the prior covariance for a Gaussian Process.
+%
+%	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
+%
+
+%	Copyright (c) Ian T Nabney (1996-2001)
+
+errstring = consist(net, 'gp', x1);
+if ~isempty(errstring);
+  error(errstring);
+end
+
+if size(x1, 2) ~= size(x2, 2)
+  error('Number of variables in x1 and x2 must be the same');
+end
+
+covf = gpcovarf(net, x1, x2);
+covp = covf + exp(net.bias);
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