gp_exponential_cov.hpp File Reference

#include <stan/math/prim/meta.hpp>
#include <stan/math/prim/err.hpp>
#include <stan/math/prim/fun/distance.hpp>
#include <stan/math/prim/fun/divide_columns.hpp>
#include <stan/math/prim/fun/Eigen.hpp>
#include <stan/math/prim/fun/exp.hpp>
#include <stan/math/prim/fun/size.hpp>
#include <stan/math/prim/fun/square.hpp>
#include <cmath>
#include <vector>

Go to the source code of this file.

Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.

Functions
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)
	Returns a Matern exponential covariance Matrix.
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< Eigen::Matrix< T_x, -1, 1 > > &x, const T_s &sigma, const std::vector< T_l > &length_scale)
	Returns a Matern exponential covariance matrix.
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_exponential_cov (const std::vector< T_x1 > &x1, const std::vector< T_x2 > &x2, const T_s &sigma, const T_l &length_scale)
	Returns a Matern exponential cross covariance matrix.
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_exponential_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)
	Returns a Matern exponential cross covariance matrix.