STOR-i / GaussianProcesses.jl

A Julia package for Gaussian Processes
https://stor-i.github.io/GaussianProcesses.jl/latest/
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There ought to be unit tests for `predict_obs` #147

Open maximerischard opened 4 years ago

maximerischard commented 4 years ago

In src/likelihoods/likelihoods.jl the predict_obs uses Gaussian quadrature to find the mean and variance of predictions when the likelihood is not normal. There really should be tests for this function (and the Gaussian and Bernoulli cases), which looks quite fiddly to me.