/usr/lib/python2.7/dist-packages/pymc/examples/gp/observation.py is in python-pymc 2.2+ds-1.1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 | # Import the mean and covariance
from .mean import M
from .cov import C
from pymc.gp import *
from numpy import *
# Impose observations on the GP
o = array([-.5,.5])
V = array([.002,.002])
data = array([3.1, 2.9])
observe(M, C, obs_mesh=o, obs_V = V, obs_vals = data)
# Generate realizations
f_list=[Realization(M, C) for i in range(3)]
x=arange(-1.,1.,.01)
#### - Plot - ####
if __name__ == '__main__':
from pylab import *
x=arange(-1.,1.,.01)
clf()
plot_envelope(M, C, mesh=x)
for f in f_list:
plot(x, f(x))
xlabel('x')
ylabel('f(x)')
title('Three realizations of the observed GP')
axis('tight')
# show()
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