Description Usage Arguments Details Value Examples
Create a Centered Gaussian Process
1 |
cov |
a function handle that defines covariance function; see details. |
The parameter cov
shall take two arguments arg1 and arg2 as input, both are vectors, and cov(arg1,arg2)
returns a matrix R
such that R(i,j)
is the value of the covariance function at (arg1[i],arg2[j])
.
a function hanlde in the form of X(tObs,n)
which generates n
independent trajectories observed at tObs
.
1 2 | X <- gaussian.process()
X(regular.grid(50),25)
|
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