statsmodels.regression.process_regression.GaussianCovariance.get_cov

GaussianCovariance.get_cov(time, sc, sm)[source]

Returns the covariance matrix for given time values.

Parameters:
timenumpy:array_like

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

scnumpy:array_like

The scaling parameters for the observations.

smnumpy:array_like

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