bebi103.gp.matern_kernel

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

Matern kernel.

Parameters

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

• x2 (float or array) – 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 of the kernel

Returns

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

Return type

float