autocovmat: Autocovariance matrix

In citiususc/voila: Variational Inference for Langevin Equations

Description

Computes the autocovariance matrix of the input vectors represented with a matrix (in which each row represents an input vector).

Usage

autocovmat(kernel, x)

Arguments

kernel	An object representing a gaussian process' kernel, e.g. a sde_kernel object.
x	A matrix in which each row represents an input vector. Note that if the inputs are univariate, a matrix with just one column should be used.

citiususc/voila documentation built on May 13, 2019, 7:30 p.m.