gp_periodic_cov.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/rev/meta.hpp>
#include <stan/math/rev/core.hpp>
#include <stan/math/rev/fun/adjoint_of.hpp>
#include <stan/math/rev/fun/exp.hpp>
#include <stan/math/rev/fun/sin.hpp>
#include <stan/math/rev/fun/square.hpp>
#include <stan/math/rev/fun/squared_distance.hpp>
#include <stan/math/rev/fun/value_of.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/constants.hpp>
#include <stan/math/prim/fun/gp_exp_quad_cov.hpp>
#include <cmath>
#include <type_traits>
#include <vector>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
template<typename T_x , typename T_sigma , require_st_arithmetic< T_x > * = nullptr, require_stan_scalar_t< T_sigma > * = nullptr>
Eigen::Matrix< var, Eigen::Dynamic, Eigen::Dynamic >	stan::math::gp_periodic_cov (const std::vector< T_x > &x, const T_sigma sigma, const var l, const var p)
	Returns a periodic covariance matrix \( \mathbf{K} \) using the input \( \mathbf{X} \).