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lab:projects:01bayesian_differential_equations:index

Bayesian differential equation

Manuscripts

  1. Version 1.

References

References

On Kalman filter

On Gaussian Process

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Scripts/codes

Discussion

Johnny Zhang, 2010/09/09 21:59

R codes to generate Gaussian process

## Generate Gaussian process
library(mvtnorm)

x<-seq(-5,5,.1)

n<-length(x)

covf<-exp(-.5*(matrix(x,n,n)-matrix(x,n,n,byrow=T))^2)

y1<-rmvnorm(1, rep(0,n), covf)



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