kernel_cov {convoSPAT}

Calculate a kernel covariance matrix.

Description

kernel_cov calculates a 2 x 2 matrix based on the eigendecomposition components (two eigenvalues and angle of rotation).

Usage

kernel_cov(params)

Arguments

params

A vector of three parameters, corresponding to (lam1, lam2, eta). The eigenvalues (lam1 and lam2) must be positive.

Value

A 2 x 2 kernel covariance matrix.

Examples

kernel_cov(c(1, 2, pi/3))