matern

Purpose

Computes the Matern kernel

Synopsis

k = matern(nu, sigma, d);

Description

k = matern(nu, sigma, d) computes the value of the Matern kernel of order nu and scales the output with factor sigma.

The inputs nu and sigma have to be scalars and the output has the dimensionality of the third input argument. The implementation uses the scaled version of besselk which has a more stable behaviour for large orders of the Bessel function.

See Also

cov_matern, covgrad_matern, demogp_matern


Pages: Index

Copyright (c) Lehel Csató (2001-2004)