pymc.gp.cov.Matern52

class pymc.gp.cov.Matern52(input_dim, ls=None, ls_inv=None, active_dims=None)

The Matern kernel with nu = 5/2.

\[k(x, x') = \left(1 + \frac{\sqrt{5(x - x')^2}}{\ell} + \frac{5(x-x')^2}{3\ell^2}\right) \mathrm{exp}\left[ - \frac{\sqrt{5(x - x')^2}}{\ell} \right]\]

Methods

Matern52.__init__(input_dim[, ls, ls_inv, ...])
Matern52.diag(X)
Matern52.euclidean_dist(X, Xs)
Matern52.full(X[, Xs])
Matern52.full_from_distance(dist[, squared])
Matern52.power_spectral_density(omega)	The power spectral density for the Matern52 kernel is:
Matern52.square_dist(X, Xs)

Attributes

n_dims

The dimensionality of the input, as taken from the active_dims.