The Spider Objects

 
 
 
 
   
  GPROC Gaussian-Process object
   
 


     
   A=GPROC(hyper) returns a GPROC object initialized with hyperparameters hyper. 
   minimize log-likelihood for length runs
  
   
    Hyperparameters, and their defaults
  
   
     child=kernel;        -- the kernel is stored as a member called "child"
     length=50            -- default maximum iteration of line searches.
    
    Model
    H			-- covariance hyperparameters
   
    Methods:
    d=gen(toyreg({'o=1','n=2','l=200'}))
    
    [r,a]=train(gproc,get(d,1:100))
    r=test(a,get(d,101:200))
      Note that r.X has 2 an extra output columns! 
  
     train, test

Reference : Introduction to gaussian processes

Author : David J.C. MacKay

Link : http://www.inference.phy.cam.ac.uk/mackay/gpB.ps.gz