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:
jsclist-like

jsc[i] is the derivative of the covariance matrix with respect to the i^th scaling parameter.

jsmlist-like

jsm[i] is the derivative of the covariance matrix with respect to the i^th smoothness parameter.


Last update: Jun 14, 2024