GP-GEN:  Generate GP hyperparameters randomly from the prior, or fix them.

Gp-gen writes a series of independently-generated values for the
hyperparameters of a Gaussian process model to a log file.


    gp-gen log-file [ max-index ] [ "fix" [ scale-value relevance-value ] ]

Records of hyperparameters with indexes from zero up to the indicated
index are generated (the default is max-index of zero).  If the log
file already contains records with some of these indexes, only records
with indexes greater than the last existing record are generated.

If just max-index is specified, the hyperparameters are generated
randomly from the prior, using the random number seed taken from the
log file (eg, as specified by rand-seed).

The "fix" option is useful for initializing iterative programs.  If it
is given, the hyperparameters are not generated at random, but are
instead set to fixed values.  These values are the top-level widths
for each hyperparameter if no values follow "fix".  If values do
follow "fix", they specify the scale and relevance hyperparameters of
exponential parts of the covariance.  The hyperparameters for the
linear part are set to the product of these two values.  The
hyperparameter for the constant part is set to the scale value given.

No data model is required to use gp-gen, but if a model is specified,
the hyperparameters associated with it are generated as well.

            Copyright (c) 1995-2003 by Radford M. Neal