Estimate the temporal kernel — time_kernel • weave

Builds a temporal covariance matrix by combining periodic and long-term RBF components with a nugget term for numerical stability.

Usage

time_kernel(
  times,
  periodic_scale,
  long_term_scale,
  nugget = 1e-09,
  period = 52
)

Arguments

times: A numeric vector of time indices.
periodic_scale: A positive numeric scalar controlling the periodic variation.
long_term_scale: A positive numeric scalar for the long-term length scale.
nugget: A non-negative numeric scalar added to the diagonal for numerical stability.
period: A positive numeric scalar giving the period of the seasonal component.

Value

A positive-definite matrix representing temporal covariance.