Build the temporal correlation matrix

Builds a temporal correlation 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 how sharply correlation falls within each seasonal cycle: smaller values allow sharp seasonal peaks; larger values give a gentler, smoother cycle.

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, in the same units as times.

Value

A positive-definite matrix representing temporal correlation.