covmat: Covariance matrix

In citiususc/voila: Variational Inference for Langevin Equations

Description

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

Usage

covmat(kernel, x, y)

Arguments

kernel	An object representing a gaussian process' kernel, e.g. a sde_kernel object.
x, y	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.