wehub-resource-sync
32 lines
833 B
Matlab
Executable File
32 lines
833 B
Matlab
Executable File
function [y, sigma, p] = linRegPred(model, X, t)
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% Compute linear regression model reponse y = w'*X+w0 and likelihood
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% Input:
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% model: trained model structure
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% X: d x n testing data
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% t (optional): 1 x n testing response
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% Output:
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% y: 1 x n prediction
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% sigma: variance
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% p: 1 x n likelihood of t
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% Written by Mo Chen (sth4nth@gmail.com).
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w = model.w;
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w0 = model.w0;
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y = w'*X+w0;
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%% probability prediction
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if nargout > 1
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beta = model.beta;
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if isfield(model,'U')
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U = model.U; % 3.54
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Xo = bsxfun(@minus,X,model.xbar);
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XU = U'\Xo;
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sigma = sqrt((1+dot(XU,XU,1))/beta); % 3.59
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else
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sigma = sqrt(1/beta)*ones(1,size(X,2));
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end
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end
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if nargin == 3 && nargout == 3
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p = exp(-0.5*(((t-y)./sigma).^2+log(2*pi))-log(sigma));
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end
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