bebi103.gp.d1_d2_exp_quad_kernel

bebi103.gp.d1_d2_exp_quad_kernel(x1, x2, alpha, rho)

Mixed second derivative of exponentiated quadratic (a.k.a. squared exponential) kernel.

Parameters

• x1 (float) – Point in the space of covariates.

• x2 (float) – Point in the space of covariates.

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

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

Returns

output – Value of returned by kernel evaluated at x1, x2.

Return type

float

Notes