MATLAB: Gaussian Process Regression:I can plot the graphs using “fitrgp”, but can I get the mean μ(x) and standard deviation sigma�(x)

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I can plot the graphs using "fitrgp", but can I get the mean μ(x) and standard deviation sigma(x)?

Best Answer

Yes. The first output argument of "resubPredict" is the mean and the second is the sigma. If you want to draw them, use errorbar.
% create samples
n = 10;
x = linspace(0.5,2.5,n)';
y = sin(10*pi.*x) ./ (2.*x)+(x-1).^4 + 1.5*rand(n,1);
% Gaussian Process Regression
gprMdl = fitrgp(x,y);
[ypred,ysd,yint] = resubPredict(gprMdl,'Alpha',0.01);
% draw samples and mean&variance
figure;
plot(x, y, 'o');
hold on;
errorbar(x, ypred,ysd)
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