covp = gpcovarp(net, x1, x2) [covp, covf] = gpcovarp(net, x1, x2)
covp = gpcovarp(net, x1, x2) takes
a Gaussian Process data structure net together with
two matrices x1 and x2 of input vectors,
and computes the matrix of the prior covariance. This is
the function component of the covariance plus the exponential of the bias
term.
[covp, covf] = gpcovarp(net, x1, x2) also returns the function
component of the covariance.
gp, gpcovar, gpcovarf, gperr, gpgradCopyright (c) Ian T Nabney (1996-9)