#NEWLINE# def _build_R( self , lvl , theta ) : #NEWLINE# #INDENT# '\n        Builds the correlation matrix with given theta for the specified level.\n        ' #NEWLINE# D = self . D [ lvl ] #NEWLINE# n_samples = self . n_samples [ lvl ] #NEWLINE# R = ( np . eye ( n_samples ) * ( 1.0 + NUGGET ) ) #NEWLINE# corr = squareform ( self . corr ( theta , D ) ) #NEWLINE# R = ( R + corr ) #NEWLINE# return R