Compute a rational quadratic covariance matrix

Compute a rational quadratic covariance matrix

Usage

cov_rat_quad_cpp(xa, xb, sigma, alpha, l)

Arguments

xa

NumericVector of values

xb

NumericVector of values

sigma

double denoting the variance

alpha

double greater than 0 denoting the mixing coefficient

l

double denoting the lengthscale

Value

NumericMatrix of covariance

Author

Trent Henderson

Examples

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