% GP Help File % % The GAUSSIAN PROCESS Toolbox contains several derived functions based on % the optimising the log-likelihood function, as well as prediction for the % posterior of the Gaussian process prior models. % % DIAGADD : Q + v*eye(N0) % EXPACOV : a*exp{-0.5*[zi-zj]'*D*[zi-zj]} % GP2_IDEN : returns pred. and std. dev. of obs. % GP2_IDEN_DERV : returns pred. and std. dev. of derivative obs. % GP2_IDENCOV : returns pred. and covariance matrix of obs. % GP_PSD : hyperparameter initialisation using PSD. % ISEVEN : check input elements if they are even. % NOLIN_A : a = y'*inv(P)*y/N0 % NOLIN_GRAD : GP optimisation script % NOLIN_GRAD_OPTAG : GP optimisation script % NOLIN_HESS : GP optimisation script % NOLIN_HESS_OPTAG : GP optimisation script % REPCOV : [zi-zj].^2.*D % RUN_DEMO : Simple Gaussian regression demonstration script. % TRACEAXB : trace(A*B) % % % (C) Gaussian Process Toolbox 1.0 % (C) Copyright 2004-2007, Keith Neo % http://www.hamilton.ie