statsmodels.regression.process_regression.GaussianCovariance.get_cov¶

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

Returns the covariance matrix for given time values.

Parameters:¶

time : array_like¶

The time points for the observations. If len(time) = p, a pxp covariance matrix is returned.

sc : array_like¶

The scaling parameters for the observations.

sm : array_like¶

The smoothness parameters for the observation. See class docstring for details.