Daniel@0: Daniel@0: Daniel@0: Daniel@0: Netlab Reference Manual gpcovarp Daniel@0: Daniel@0: Daniel@0: Daniel@0:

gpcovarp Daniel@0:

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Daniel@0: Purpose Daniel@0:

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

Daniel@0: Synopsis Daniel@0:

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

Daniel@0: Daniel@0:

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

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

Daniel@0: See Also Daniel@0:

Daniel@0: gp, gpcovar, gpcovarf, gperr, gpgrad
Daniel@0: Pages: Daniel@0: Index Daniel@0:
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Copyright (c) Ian T Nabney (1996-9) Daniel@0: Daniel@0: Daniel@0: Daniel@0: