spleaf.term.ExponentialKernel

class spleaf.term.ExponentialKernel(a, la)

Exponential decay kernel.

This kernel follows:

\[k(\Delta t) = a \mathrm{e}^{-\lambda \Delta t}\]

Parameters:

afloat

Amplitude (variance).

lafloat

Decay rate.

Methods

eval(dt[, series_id])	Evaluate the kernel at lag dt.
set_conditional_coef(*args, **kwargs)	Set the coefficients used for the conditional computations.