gp_exp_quad_cov() [4/7]

template<typename T_x , typename T_sigma , typename T_l >

Eigen::Matrix< return_type_t< T_x, T_sigma, T_l >, Eigen::Dynamic, Eigen::Dynamic > stan::math::gp_exp_quad_cov ( const std::vector< Eigen::Matrix< T_x, -1, 1 > > &  x, const T_sigma &  sigma, const std::vector< T_l > &  length_scale  )

inline

Returns a squared exponential kernel.

Template Parameters

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

Parameters

x	std::vector of Eigen vectors of scalars.
sigma	marginal standard deviation or magnitude
length_scale	std::vector length scale

Returns

squared distance

Exceptions

std::domain_error

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

Definition at line 166 of file gp_exp_quad_cov.hpp.