Open StevenGolovkine opened 6 months ago
Simulate data from Gaussian processes.
Create different covariance functions (exponential, Matern, periodic, ...). Simulations can then be based as realisations of Gaussian processes with given covariance.
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Motivation
Simulate data from Gaussian processes.
Desired functionality
Create different covariance functions (exponential, Matern, periodic, ...). Simulations can then be based as realisations of Gaussian processes with given covariance.
Alternatives
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Additional context
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