gp_exp_quad_cov() [6/7]

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

Eigen::Matrix< return_type_t< T_x1, T_x2, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > stan::math::gp_exp_quad_cov ( const std::vector< Eigen::Matrix< T_x1, -1, 1 > > &  x1, const std::vector< Eigen::Matrix< T_x2, -1, 1 > > &  x2, const T_s &  sigma, const std::vector< T_l > &  length_scale  )

inline

Returns a squared exponential kernel.

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

Template Parameters

T_x1	type of first std::vector of elements
T_x2	type of second std::vector of elements
T_s	type of sigma
T_l	type of length scale

Parameters

x1	std::vector of Eigen vectors of scalars.
x2	std::vector of Eigen vectors of scalars.
sigma	standard deviation
length_scale	std::vector of length scale

Returns

squared distance

Exceptions

std::domain_error

if sigma <= 0, l <= 0, or x is nan or infinite

Definition at line 258 of file gp_exp_quad_cov.hpp.