class="math inline">\(\alpha^2 = 1\)</span>, <span class="math inline">\(\rho^2 = 1\)</span>,
and <span class="math inline">\(\sigma^2 = 0.1\)</span>, and the mean function <span class="math inline">\(m\)</span> is defined to always
return the zero vector, <span class="math inline">\(m(x) = {\bf 0}\)</span>. Consider the following
implementation of a Gaussian process simulator.</p>
<pre><code>data {
  int&lt;lower=1&gt; N;
  real x[N];
}
transformed data {
  matrix[N, N] K;
  vector[N] mu = rep_vector(0, N)