bebi103.gp.d2_matern_kernel

bebi103.gp.d2_matern_kernel(x1, x2, alpha, rho, nu)

Derivative of the Matern kernel with respect to the second parameter.

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.

• nu (float) – Roughness parameter.

Returns

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

Return type

float