Gaussian processes in the browser
gp.js
contains the meat
plot.js
contains the seasoning (visualization)
How to instantiate a GP, covariance kernel, and evaluate a covariance matrix.
//Instantiate a new Gaussian process using a 'squared exponential' kernel gp = new george.GaussianProcess(george.kernels.exp_squared(1.0, 1.0))
//create a data array usingthe numeric.js library x = numeric.linspace(-5, 5, 50)
//use the kernel to create a covariance matrix var K_matrix = gp.get_kernel_matrix(x)
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How to plot a line: