statsmodels.regression.process_regression.GaussianCovariance.jac¶
-
GaussianCovariance.
jac
(time, sc, sm)[source]¶ The Jacobian of the covariance with respect to the parameters.
See get_cov for parameters.
- Returns
jsc : list-like
jsc[i] is the derivative of the covariance matrix with respect to the i^th scaling parameter.
jsm : list-like
jsm[i] is the derivative of the covariance matrix with respect to the i^th smoothness parameter.