gammy.formulae.ExpSineSquared1d

ExpSineSquared1d

ExpSineSquared1d(grid, corrlen, sigma, period, prior=None, mu_basis=None, mu_hyper=None, energy=0.99) → gammy.formulae.Formula

Squared sine exponential kernel formula for periodic terms

Parameters

gridnp.ndarray

Discretization grid

corrlenfloat

Correlation length

sigmafloat

Variance

periodfloat

Period

priorTuple[np.ndarray]

Prior mean and precision matrix

mu_basisList[Callable]

Basis for estimating the mean hyperparameter

mu_hyperTuple[np.ndarray]

Hyperprior mean and precision matrix

energyfloat

Eigenvalue-weighted proportion of eigenvectors to consider in truncation