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another change to comment lines
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trefethen committed Nov 27, 2017
1 parent 5621bc4 commit 1245236
Showing 1 changed file with 5 additions and 3 deletions.
8 changes: 5 additions & 3 deletions gpr.m
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function varargout = gpr(x, y, varargin)
%GPR Gaussian process regression
%
% [F, FVAR] = GPR(X, Y) returns a CHEBFUN F defined on [min(X),max(X)]
% F = GPR(X, Y) returns a CHEBFUN F defined on [min(X),max(X)]
% representing the posterior mean of a Gaussian process with prior mean 0
% and squared exponential kernel
% k(x,x') = SIGMAF^2*exp(-1/(2*L^2)*(x-x')^2).
% The default signal variance is SIGMAF^2 = 1. L is chosen such that it
% maximizes the log marginal likelihood (see eq. (2.30) from [1]).
% F matches Y at X. FVAR is CHEBFUN representing an estimate of the
% variance in the posterior.
% F matches Y at X.
%
% [F, FVAR] = GPR(X, Y) also returns a CHEBFUN representing an estimate
% of the variance in the posterior.
%
% [F, FVAR, SAMPLES] = GPR(X, Y, 'samples', N) also computes N
% independent samples from the posterior distribution, returning them
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