Modified periodic kernel with long-term decay

Period kernel refs https://tinyurl.com/52mzsrhh, https://tinyurl.com/yc4dtm68

Usage

periodic_kernel(t, t_prime, periodic_scale, long_term_scale, period)

Arguments

t

A scalar representing the time point(s) for the first input

t_prime

A scalar or vector representing the time point(s) for the second input

periodic_scale

The length scale parameter for the periodic kernel (in time units)

long_term_scale

The length scale parameter for the long term kernel (in time units)

period

The period of the data, representing the time interval over which periodic behavior repeats (in time units)