synfd (version 0.1.3)

gaussian.process: Create a Centered Gaussian Process

Description

Create a Centered Gaussian Process

Usage

gaussian.process(cov = matern)

Arguments

cov

a function handle that defines covariance function; see details.

Value

a function hanlde in the form of X(tObs,n) which generates n independent trajectories observed at tObs.

Details

The parameter cov shall take two arguments arg1 and arg2 as input, both are vectors, and cov(arg1,arg2) returns a matrix R such that R(i,j) is the value of the covariance function at (arg1[i],arg2[j]).

Examples

# NOT RUN {
X <- gaussian.process()
X(regular.grid(50),25)
# }