Stan Math Library
4.9.0
Automatic Differentiation
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Returns a squared exponential kernel.
This function is for the cross covariance matrix needed to compute posterior predictive density.
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 |
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 |
Definition at line 83 of file gp_exp_quad_cov.hpp.