bebi103.gp.cov_d1_matern

bebi103.gp.cov_d1_matern(x1, x2=None, alpha=1.0, rho=1.0, nu=2.5)

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

Parameters

• x1 (array shape (n,)) – Array of n points to compute kernel.

• x2 (array shape (m,) or None) – Array of m points to compute kernel. If None, assume m = 0 in output.

• 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)