示例#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)
示例#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)
示例#3
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文件： tides.py 项目： rajikalk/Scripts 
 def covar(hyp, x, xp):
     return cv.period(hyp[0:3], x, xp) * cv.SE([1, hyp[3]], x, xp)