logp_g

Purpose

Computes the log-predictive probability for Gaussian likelihood

[allLog] = logp_g(likpar,y,mX,sigX2);

[allLog] = logp_g(likpar,y,mX,sigX2) - returns the average log-predictive probabilities of the inputs -- assuming additive Gaussian noise.

It assumes that the test samples are independent, thus ignoring any possible non-diagonal part in the joint posterior distribution.

Parameters:

likpar

- the current likelihood parameters.

y

- desired output.

mx

- mean of the GP marginal at the new input.

allLog

- the average error.