Multiply covariance kernels

The covariance matrices generated by all supplied kernels are multiplied element-wise.

Usage

product_kernel(...)

Arguments

...

Two or more Gaussian-process kernel specifications.

Value

A composite kernel specification.

Stability

Stable: from version 1.0.0 this interface changes incompatibly only in a major release, after a deprecation period. Results and options that concern an experimental model class, kernel, or argument follow that interface's tier. See gaussianprocesses-package for the policy.

Examples

# A locally periodic kernel: a periodic pattern whose shape drifts slowly.
kernel <- product_kernel(
  periodic_kernel(period = 12),
  rbf_kernel(length_scale = 24)
)
evaluate_kernel(kernel, c(0, 12, 48))[1, ]
#> [1] 1.0000000 0.8824969 0.1353353