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);endif size(x1, 2) ~= size(x2, 2)  error('Number of variables in x1 and x2 must be the same');endcovf = gpcovarf(net, x1, x2);covp = covf + exp(net.bias);