Covariance functions#

This module contains several common covariance functions of Gaussian processes. These functions can be used as covariances in make_gaussian_process().

skfda.misc.covariances.Brownian(*[, ...])

Brownian covariance function.

skfda.misc.covariances.Covariance()

Abstract class for covariance functions.

skfda.misc.covariances.Exponential(*[, ...])

Exponential covariance function.

skfda.misc.covariances.Gaussian(*[, ...])

Gaussian covariance function.

skfda.misc.covariances.Linear(*[, variance, ...])

Linear covariance function.

skfda.misc.covariances.Polynomial(*[, ...])

Polynomial covariance function.

skfda.misc.covariances.Matern(*[, variance, ...])

Matérn covariance function.

skfda.misc.covariances.WhiteNoise(*[, variance])

Gaussian covariance function.