Mercurial > hg > camir-ismir2012
diff toolboxes/FullBNT-1.0.7/netlab3.3/gpcovarp.m @ 0:cc4b1211e677 tip
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646 (e263d8a21543) added further path and more save "camirversion.m"
author | Daniel Wolff |
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date | Fri, 19 Aug 2016 13:07:06 +0200 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/netlab3.3/gpcovarp.m Fri Aug 19 13:07:06 2016 +0200 @@ -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); \ No newline at end of file