gp

A Gaussian Process Regression and several covariance functions

The script is a function that contains the stochastic prognosis algorithm "GAUSSIAN PROCESS REGRESSION". It contain as well some covariance functions:
- 1: Matern 3/2
- 2: Matern 5/2
- 3: Neural network
- 4: Periodic
- 5: Squared Exponential.
- 6: Matern + Squared exponential
- 7: Matern 3/2 + Neural Network
The Gaussian Process Regression prior knowledge is U, the observations F, the covariance (the number) COV, the evaluated variable X, the hyperparameters of the selected covariance function O_cov and the noise factor Oy.