Description Usage Arguments Value See Also Examples
Calculate variance-covariance matrix between two vectors, based on squared exponential kernal.
1 2 |
X1 |
first vector of x values |
X2 |
second vector of x values |
cov.method |
either |
range |
parameter for Matern function. Default is 10. |
smoothness |
parameter for Matern function. Default is 2. |
l |
the length scale parameter. Determines the 'wigglyness' of the fluctuations for squared exponential. |
tau |
the amplitude parameter. Determines the magnitude of fluctuations over time. |
A data frame of observation points (x) and y-values
1 | calcSigma(1:5, 1:5, cov.method = "sqexp", l = 1, tau = 1)
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