gp_exponential_cov() [3/6]

template<typename T_x , typename T_s , typename T_l >

Eigen::Matrix< return_type_t< T_x, T_s, T_l >, Eigen::Dynamic, Eigen::Dynamic > stan::math::gp_exponential_cov ( const std::vector< T_x > &  x, const T_s &  sigma, const T_l &  length_scale  )

inline

Returns a Matern exponential covariance Matrix.

\[ k(x, x') = \sigma^2 exp(-\frac{d(x, x')^2}{2l^2}) \]

where d(x, x') is the Euclidean distance.

Template Parameters

T_x	type for each scalar
T_s	type of parameter sigma
T_l	type of parameter length scale

Parameters

x	std::vector of scalars that can be used in stan::math::distance
sigma	standard deviation or magnitude
length_scale	length scale

Exceptions

std::domain

error if sigma <= 0, l <= 0, or x is nan or inf

Definition at line 38 of file gp_exponential_cov.hpp.