statsmodels.regression.process_regression.GaussianCovariance.get_cov¶
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GaussianCovariance.
get_cov
(time, sc, sm)[source]¶ Returns the covariance matrix for given time values.
Parameters: time : array_like
The time points for the observations. If len(time) = p, a pxp covariance matrix is returned.
sc : array_like
The scaling parameters for the observations.
sm : array_like
The smoothness parameters for the observation. See class docstring for details.