gp_exp_quad_cov() [2/2]

template<typename T_x1 , typename T_x2 , typename T_sigma , typename T_l >

Eigen::Matrix< return_type_t< T_x1, T_x2, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > stan::math::internal::gp_exp_quad_cov ( const std::vector< T_x1 > &  x1, const std::vector< T_x2 > &  x2, const T_sigma &  sigma_sq, const T_l &  neg_half_inv_l_sq  )

inline

Returns a squared exponential kernel.

This function is for the cross covariance matrix needed to compute posterior predictive density.

Template Parameters

T_x1	type of first std::vector of scalars
T_x2	type of second std::vector of scalars This function assumes each element of x1 and x2 are the same size.
T_sigma	type of sigma
T_l	type of of length scale

Parameters

x1	std::vector of elements that can be used in square distance
x2	std::vector of elements that can be used in square distance
sigma_sq	square root of the marginal standard deviation or magnitude
neg_half_inv_l_sq	The half negative inverse of the length scale

Returns

squared distance

Definition at line 83 of file gp_exp_quad_cov.hpp.