statsmodels.regression.process_regression.GaussianCovariance.get_cov

method

GaussianCovariance.get_cov(time, sc, sm)

Returns the covariance matrix for given time values.

Parameters

timearray-like

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

scarray-like

The scaling parameters for the observations.

smarray-like

The smoothness parameters for the observation. See class docstring for details.