statsmodels.regression.process_regression.GaussianCovariance.get_cov¶
-
GaussianCovariance.
get_cov
(time, sc, sm)[source]¶ 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.