PER: Periodic kernel

In kimberlyroche/ROL: What the package does (short line)

Description

Periodic kernel

Usage

PER(X, sigma = 1, rho = 1, period = 24, jitter = 0)

Arguments

X	covariate (dimension Q x N; i.e., covariates x samples)
sigma	scalar parameter
rho	scalar bandwidth parameter
period	period length (in days)
jitter	small scalar to add to off-diagonal of gram matrix (for numerical underflow issues)

Value

Gram Matrix (N x N) (e.g., the Kernel evaluated at each pair of points)

kimberlyroche/ROL documentation built on Dec. 10, 2020, 2:18 a.m.