Automatic Differentiation
 
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◆ 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_x1type of first std::vector of scalars
T_x2type of second std::vector of scalars This function assumes each element of x1 and x2 are the same size.
T_sigmatype of sigma
T_ltype of of length scale
Parameters
x1std::vector of elements that can be used in square distance
x2std::vector of elements that can be used in square distance
sigma_sqsquare root of the marginal standard deviation or magnitude
neg_half_inv_l_sqThe half negative inverse of the length scale
Returns
squared distance

Definition at line 83 of file gp_exp_quad_cov.hpp.