Пример #1
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 def covar(hyp, x, xp):
     return cv.period(hyp[0:3], x, xp) * cv.period(
         [hyp[3], 1, hyp[4]], x, xp) * cv.SE([1, hyp[5]], x, xp)
Пример #2
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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)
Пример #3
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 def covar(hyp, x, xp):
     return cv.period(hyp[0:3], x, xp) * cv.SE([1, hyp[3:]], x, xp)