cov_double_time_trend

pyoptex.doe.fixed_structure.cov.cov_double_time_trend(ntime_outer, ntime_inner, nruns)[source]

Covariance function to account for a double time trend. This is defined by a global time trend divided in ntime_outer sections, where each section has its own time trend consisting of ntime_inner sections.

Parameters

ntime_outerint

The total number of global time sections.

ntime_innerint

The total number of time sections per outer section, i.e., the number of nested sections.

nrunsint

The total number of runs in the design.

Returns

covfunc(Y, X)

The covariance function.