HasGP Gaussian Process Library. This module contains assorted functions that support GP calculations but are more general-purpose than GP-specific.

Copyright (C) 2011 Sean Holden. sbh11@cl.cam.ac.uk.

# Documentation

generalSigmoid :: Double -> Double -> DoubleSource

General sigmoid function with variable slope.

phiIntegral :: Double -> DoubleSource

Integral of Gaussian density of mean 0 and variance 1 from -infinity to x

nOverPhi :: Double -> DoubleSource

DANGER! You can't compute the ratio (n x) / (phiIntegral x) directly, as although it has sensible values for negative x the denominator gets small so fast that you quickly get Infinity turning up. GSL has the inverse Mill's function/hazard function for the Gaussian distribution, and the ratio is equal to hazard(-x).