bebi103.gp.cov_periodic

bebi103.gp.cov_periodic(X1, X2=None, alpha=1.0, rho=1.0, T=1.0)

Return covariance matrix for a perdioic kernel.

Parameters

• X1 (1D, shape (n,) or 2D array, shape (n, d)) – Array of n points to compute kernel. If a 1D array, assume the points are one-dimensional. If a 2D array, assume the points are d-dimensional.

• X2 (1D, shape (m, ) or 2D array, shape (m, d) or None) – Array of m points to compute kernel. If a 1D array, assume the points are one-dimensional. If a 2D array, assume the points are d-dimensional. If None, assume m = 0 in output.

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

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

• T (float) – Period of the kernel.

Returns

output

Return type

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