Compute an exponential quadratic covariance matrix, also known as a squared exponential

Compute an exponential quadratic covariance matrix, also known as a squared exponential

Usage

cov_exp_quad_cpp(xa, xb, sigma, l)

Arguments

xa

NumericVector of values

xb

NumericVector of values

sigma

double denoting the variance

l

double denoting the lengthscale

Value

NumericMatrix of covariance

Author

Trent Henderson

Examples

x1 <- seq(from = -2, to = 2, length.out = 100)
cov_exp_quad_cpp(x1, x1, 0.05, 1)
#> Error in cov_exp_quad_cpp(x1, x1, 0.05, 1): could not find function "cov_exp_quad_cpp"