Compute a linear covariance matrix

Compute a linear covariance matrix

Usage

cov_linear_cpp(xa, xb, sigma_b, sigma_v, c)

Arguments

xa

NumericVector of values

xb

NumericVector of values

sigma_b

double denoting the constant variance

sigma_v

double denoting the variance

c

double denoting the offset

Value

NumericMatrix of covariance

Author

Trent Henderson

Examples

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