statsmodels.regression.process_regression.GaussianCovariance.jac¶

GaussianCovariance.jac(time, sc, sm)[source]¶

The Jacobian of the covariance with respect to the parameters.

See get_cov for parameters.

Returns:¶

• jsc (list-like) – jsc[i] is the derivative of the covariance matrix with respect to the i^th scaling parameter.

• jsm (list-like) – jsm[i] is the derivative of the covariance matrix with respect to the i^th smoothness parameter.