gaussian_process: SingleGP.h Source File

Go to the documentation of this file.
00001 /*
00002  * SingleGP.h
00003  *
00004  *  Created on: Feb 10, 2010
00005  *      Author: sturm
00006  */
00007 
00008 #include "covarianceFunctions.h"
00009 #include "gpRegression.hpp"
00010 
00011 namespace gaussian_process {
00012 
00013 class SingleGP {
00014 public:
00015         CovFuncND initialCovFunc;
00016         double initialSigmaNoise;
00017 
00018         CovFuncND covFunc;
00019         double sigmaNoise;
00020 
00021         TVector<TDoubleVector> dataPoints;
00022         TVector<double> targetPoints;
00023         GPReg<TDoubleVector> GP;
00024         double mean,var;
00025 
00026         SingleGP(CovFuncND initialCovFunc,double initialSigmaNoise);
00027         ~SingleGP();
00028         void Reset();
00029         void SetData(TVector<TDoubleVector> &dataPoints,TVector<double> &targetPoints);
00030         void BuildGP();
00031         void OptimizeGP();
00032         void Evaluate(TDoubleVector data, double &targetMean, double &targetVar);
00033         double GetDataLikelihood();
00034 };
00035 
00036 }