get_covariance_matrix: Get the Covariance Matrix for a Kernel

In mattdneal/gaussianProcess: Gaussian Process Fitting and Prediction

Description

Get the Covariance Matrix for a Kernel

Usage

get_covariance_matrix(kernel, x, sigma.n, hyper.params, cache = NULL, ...)

Arguments

kernel	A Kernel object
x	A matrix of data to find the covariance matrix of
sigma.n	The standard deviation of the noise to add to the kernel - used to regularise the resulting covariance matrix
hyper.params	The hyperparameters of kernel
additional.params	Any additional parameters of kernel (internal use only)

Value

A covariance matrix

mattdneal/gaussianProcess documentation built on May 21, 2019, 12:58 p.m.