Add public interface for adding new transforms

stheno/model/measure.py

@@ -122,6 +122,26 @@ def _update(self, p, mean, kernel, left_rule, right_rule=None):
 
         return p
 
+    def add_gp(self, mean, kernel, left_rule, right_rule=None):
+        """Add a new GP to the graph with a given mean function and kernel.
+
+        Args:
+            mean (:class:`mlkernels.Mean`): Mean function.
+            kernel (:class:`mlkernels.Kernel`): Kernel.
+            left_rule (function): Function that takes in another process `i`
+                and which return the covariance between the new process (left argument)
+                and process `i` (right argument). This function can make use of
+                means and kernels available in the property :attr:`.Measure.means`
+                and :attr:`.Measure.kernels`.
+            right_rule (function, optional): Like `left_rule`, but the other way around.
+
+        Returns:
+            :class:`.gp.GP`: New GP.
+        """
+        p = GP()
+        self._update(p, mean, kernel, left_rule, right_rule=None)
+        return p
+
     @_dispatch
     def __call__(self, p: GP):
         # Make a new GP with `self` as the prior.

tests/model/test_model.py

@@ -408,6 +408,28 @@ def test_logpdf(PseudoObs):
     approx(m.logpdf(obs), p3(x3, 1).logpdf(y3))
 
 
+def test_manual_new_gp():
+    m = Measure()
+    p1 = GP(EQ(), measure=m)
+    p2 = GP(EQ(), measure=m)
+    p_sum = p1 + p2
+
+    p1_equivalent = m.add_gp(
+        m.means[p_sum] - m.means[p2],
+        (
+            m.kernels[p_sum]
+            + m.kernels[p2]
+            - m.kernels[p_sum, p2]
+            - m.kernels[p2, p_sum]
+        ),
+        lambda j: m.kernels[p_sum, j] - m.kernels[p2, j],
+    )
+
+    x = B.linspace(0, 10, 5)
+    s1, s2 = m.sample(p1(x), p1_equivalent(x))
+    approx(s1, s2, rtol=1e-5)
+
+
 def test_stretching():
     # Test construction:
     p = GP(TensorProductMean(lambda x: x**2), EQ())