def covar(hyp, x, xp): return cv.period(hyp[0:3], x, xp) * cv.period([hyp[3], 1, hyp[4]], x, xp)
def covar(hyp,x,xp): #covar is this time a sum of two other covariance functions return cv.SE(hyp[:2],x,xp) + cv.period(hyp[2:],x,xp)
def covar(hyp, x, xp): return cv.period(hyp[0:3], x, xp) * cv.SE([1, hyp[3]], x, xp)