statsmodels.regression.process_regression.GaussianCovariance.jac#
- GaussianCovariance.jac(time, sc, sm)[source]#
The Jacobian of the covariance with respect to the parameters
- 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:
- 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.