GetSigma: Function that returns the covariance matrix Sigma.

Description Usage Arguments Value

View source: R/GaussianProcess.R

Description

Function that returns the covariance matrix Sigma.

Usage

1
GetSigma(tStop, l, sigma_f2, sigma_v2, steps)

Arguments

tStop

end time

l

length scale

sigma_f2

signal variance

sigma_v2

noise variance

steps

steps

Value

Covariance matrix


JPNotts/Package documentation built on Oct. 5, 2021, 2:04 p.m.