ajdmom.mdl_1fsv.cov.cov_yy

ajdmom.mdl_1fsv.cov.cov_yy(l1, l2)

Covariance \(cov(y_n^{l_1},y_{n+1}^{l_2})\) in equation (8)

Parameters:

• l1 (int) – l1 in \(cov(y_n^{l_1},y_{n+1}^{l_2})\).

• l2 (int) – l2 in \(cov(y_n^{l_1},y_{n+1}^{l_2})\).

Returns:

poly with attribute keyfor = (‘e^{-kh}’,’h’,’k^{-}’,’mu’,’theta’,’sigma_v’,’rho’,’sqrt(1-rho^2)’).

Return type:

Poly