statsmodels.regression.process_regression.GaussianCovariance.get_cov#
- GaussianCovariance.get_cov(time, sc, sm)[source]#
Returns the covariance matrix for given time values
- Parameters:
- timearray_like
The time points for the observations. If len(time) = p, a pxp covariance matrix is returned.
- scarray_like
The scaling parameters for the observations.
- smarray_like
The smoothness parameters for the observation. See class docstring for details.
- Returns:
ndarrayThe pxp covariance matrix for the given time values.