stat_gp: Simulate a Gaussian Process using Spectral decomposition

Description Usage Arguments Value

View source: R/GaussianProcess.R

Description

Simulate a Gaussian Process using Spectral decomposition

Usage

1
stat_gp(cov.fn, l, dt.GP = 0.8, steps = 1000)

Arguments

cov.fn

The covariance function

l

the length scale

dt.GP

The step size

steps

Number of steps required

Value

A draw from the Gaussian process


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