/// <summary>
/// Creates a sparse GP point mass - i.e. all the mass is at a given function
/// </summary>
/// <param name="sgpf"></param>
/// <param name="value"></param>
/// <returns></returns>
public static SparseGP PointMass(SparseGPFixed sgpf, IFunction value)
{
SparseGP sgp = new SparseGP(sgpf, false);
sgp.Point = value;
return(sgp);
}
public SparseGP(SparseGPFixed spgf, bool includePrior, VectorGaussian InducingDist, IFunction pointFunc)
{
fixedParameters = spgf;
IncludePrior = includePrior;
this.InducingDist = VectorGaussian.Copy(InducingDist);
this.pointFunc = pointFunc;
}
/// <summary>
/// Sets one sparse GP to another. Everything is copied
/// except the FixedParameters and the lsit of rank 1 potentials
/// which are referenced.
/// </summary>
/// <param name="that">The sparse GP to copy</param>
public void SetTo(SparseGP that)
{
fixedParameters = that.FixedParameters;
InducingDist.SetTo(that.InducingDist);
IncludePrior = that.IncludePrior;
pointFunc = that.pointFunc;
if (that.alpha != null)
{
alpha = Vector.Copy(that.alpha);
}
else
{
alpha = null;
}
if (that.beta != null)
{
beta = new PositiveDefiniteMatrix(that.beta as Matrix);
}
else
{
beta = null;
}
if (that.meanB != null)
{
meanB = Vector.Copy(that.meanB);
}
else
{
meanB = null;
}
if (that.varBB != null)
{
varBB = new PositiveDefiniteMatrix(that.varBB as Matrix);
}
else
{
varBB = null;
}
}
/// <summary>
/// Creates a uniform sparse GP
/// </summary>
/// <param name="sgpf"></param>
/// <returns></returns>
public static SparseGP Uniform(SparseGPFixed sgpf)
{
return(new SparseGP(sgpf, false));
}
/// <summary>
///
/// </summary>
/// <param name="spgf">Fixed parameters</param>
/// <param name="includePrior">Whether this instance includes the prior</param>
public SparseGP(SparseGPFixed spgf, bool includePrior)
{
fixedParameters = spgf;
InducingDist = new VectorGaussian(spgf.NumberBasisPoints);
IncludePrior = includePrior;
}
/// <summary>
/// Constructs sparse GP, given basis etc
/// </summary>
/// <param name="spgf">The fixed parameters</param>
public SparseGP(SparseGPFixed spgf) : this(spgf, true)
{
}