statsmodels.regression.process_regression.GaussianCovariance.jac¶
- GaussianCovariance.jac(time, sc, sm)[source]¶
The Jacobian of the covariance with respect to the parameters.
See get_cov for parameters.
- Returns:¶
- jsclist-like
jsc[i] is the derivative of the covariance matrix with respect to the i^th scaling parameter.
- jsmlist-like
jsm[i] is the derivative of the covariance matrix with respect to the i^th smoothness parameter.
Last update:
Oct 29, 2024