Implementation of Gaussian Process Regression

Regression with Gaussian process.

This script essentially takes in the input  ( X, y ) (input is in matrix format), then 

1. It calculates a covariance matrix,  K
2. and a predictive mean and variance of a test point x_star (it is a single point).
3. a log marginal likelihood

Algorithm : taken from gaussian processes for machine learning by Williams & Rasmussen (page 19)