bebi103.gp.d1_d2_se_kernel

bebi103.gp.d1_d2_se_kernel(x1, x2, alpha, rho)

Mixed second derivative of 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