probnum.randprocs.covfuncs

Covariance functions.

Covariance functions describe the spatial or temporal variation of a random process. If evaluated at two sets of points, a covariance function computes the covariance of the values of the random process at these locations.

Covariance functions support basic algebraic operations, including scaling, addition and multiplication.

Classes

CovarianceFunction(*[, input_shape_0, ...])	(Cross-)covariance function.
IsotropicMixin()	Mixin for isotropic covariance functions.
WhiteNoise(input_shape[, sigma_sq])	White noise covariance function.
Linear(input_shape[, constant])	Linear covariance function.
Polynomial(input_shape[, constant, exponent])	Polynomial covariance function.
ExpQuad(input_shape, *[, lengthscales])	Exponentiated quadratic covariance function.
RatQuad(input_shape[, lengthscale, alpha])	Rational quadratic covariance function.
Matern(input_shape[, nu, lengthscales])	Matérn covariance function.
ProductMatern(input_shape, lengthscales, nus)	Tensor product of one-dimensional Matérn covariance functions.

Class Inheritance Diagram