pymc.gp.cov.RatQuad.power_spectral_density

RatQuad.power_spectral_density(omega)

Power spectral density for the Rational Quadratic kernel.

\[S(\boldsymbol\omega) = \frac{2 (2\pi\alpha)^{D/2} \prod_{i=1}^D \ell_i}{\Gamma(\alpha)} \left(\frac{z}{2}\right)^{\nu} K_{\nu}(z)\]

where \(z = \sqrt{2\alpha} \sqrt{\sum \ell_i^2 \omega_i^2}\) and \(\nu = \alpha - D/2\).