wolffd@0: wolffd@0: wolffd@0: wolffd@0: Netlab Reference Manual gpcovarp wolffd@0: wolffd@0: wolffd@0: wolffd@0:

gpcovarp wolffd@0:

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wolffd@0: Purpose wolffd@0:

wolffd@0: Calculate the prior covariance for a Gaussian Process. wolffd@0: wolffd@0:

wolffd@0: Synopsis wolffd@0:

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wolffd@0: covp = gpcovarp(net, x1, x2)
wolffd@0: [covp, covf] = gpcovarp(net, x1, x2)
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wolffd@0: Description wolffd@0:

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covp = gpcovarp(net, x1, x2) takes wolffd@0: a Gaussian Process data structure net together with wolffd@0: two matrices x1 and x2 of input vectors, wolffd@0: and computes the matrix of the prior covariance. This is wolffd@0: the function component of the covariance plus the exponential of the bias wolffd@0: term. wolffd@0: wolffd@0:

[covp, covf] = gpcovarp(net, x1, x2) also returns the function wolffd@0: component of the covariance. wolffd@0: wolffd@0:

wolffd@0: See Also wolffd@0:

wolffd@0: gp, gpcovar, gpcovarf, gperr, gpgrad

wolffd@0: Pages: wolffd@0: Index wolffd@0:

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