STK_GAUSSCOV_ISO computes the isotropic Gaussian covariance function

 CALL: K = stk_gausscov_iso (PARAM, X, Y)

   computes  the covariance matrix K  between  the sets of locations  X  and Y,
   using the isotropic Gaussian covariance function with parameters PARAM.  The
   output matrix K has size NX x NY, where NX is the number of rows in X and NY
   the number of rows in Y. The vector of parameters must have two elements:

     * PARAM(1) = log (SIGMA ^ 2), where SIGMA is the standard deviation,

     * PARAM(2) = - log (RHO), where RHO is the range parameter.

 CALL: dK = stk_gausscov_iso (PARAM, X, Y, DIFF)

   computes the derivative of the covariance matrix with respect to PARAM(DIFF)
   if DIFF is equal to 1 or 2, or the covariance matrix itself if DIFF is equal
   to -1 (in which case this is equivalent to stk_gausscov_iso (PARAM, X, Y)).

 CALL: K = stk_gausscov_iso (PARAM, X, Y, DIFF, PAIRWISE)

   computes the covariance vector  (or a derivative of it if DIFF > 0)  between
   the sets of locations X and Y.  The output K is a vector of length N,  where
   N is the common number of rows of X and Y.

 See also: stk_rbf_gauss, stk_gausscov_aniso

Package: stk