doc: kernel_se
Squared exponential covariance function
Syntax
K = kernel_se(X,'diag',s,ells) K = kernel_se(X,Y,s,ells)
Arguments
- X matrix (nx, d) where nx is the number of data points and d is the dimension
- Y matrix (ny, d) or 'diag' for diagonal self covariance
- s scalar (1,1) for covariance scale
- ell vector (1,d) for covariance length-scales
Outputs
- K matrix (nx, ny) or diagonal (nx, 1)