bebi103.gp.cov_d1_d2_matern

bebi103.gp.cov_d1_d2_matern(x, alpha=1.0, rho=1.0, nu=2.5)

Return covariance matrix for Matérn kernel differentiated once by the first variable and once by the second.

Parameters

• x (array shape (n,)) – Array of n points to compute kernel.

• alpha (float) – Marginalized standard deviation of the Matérn kernel.

• rho (float) – Length scale of the Matérn kernel.

• nu (float) – Roughness parameter of the Matérn kernel

Returns

output

Return type

array, shape(n + m, n + m)