statsmodels.regression.process_regression.GaussianCovariance.get_cov

GaussianCovariance.get_cov(time, sc, sm)

Returns the covariance matrix for given time values.

Parameters:

• time (array_like) – The time points for the observations. If len(time) = p, a pxp covariance matrix is returned.

• sc (array_like) – The scaling parameters for the observations.

• sm (array_like) – The smoothness parameters for the observation. See class docstring for details.