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function [covp, covf] = gpcovarp(net, x1, x2)
%GPCOVARP Calculate the prior covariance for a Gaussian Process.
%
% Description
%
% COVP = GPCOVARP(NET, X1, X2) takes a Gaussian Process data structure
% NET together with two matrices X1 and X2 of input vectors, and
% computes the matrix of the prior covariance. This is the function
% component of the covariance plus the exponential of the bias term.
%
% [COVP, COVF] = GPCOVARP(NET, X1, X2) also returns the function
% component of the covariance.
%
% See also
% GP, GPCOVAR, GPCOVARF, GPERR, GPGRAD
%
% Copyright (c) Ian T Nabney (1996-2001)
errstring = consist(net, 'gp', x1);
if ~isempty(errstring);
error(errstring);
end
if size(x1, 2) ~= size(x2, 2)
error('Number of variables in x1 and x2 must be the same');
end
covf = gpcovarf(net, x1, x2);
covp = covf + exp(net.bias);
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