STK_MATERNCOV52_ANISO computes the anisotropic Matern covariance with nu=5/2 CALL: K = stk_materncov52_aniso (PARAM, X, Y) computes the covariance matrix K between the sets of locations X and Y, using the anisotropic Matern covariance function with nu=5/2 and 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 DIM + 1 elements, where DIM is the common number of columns of X and Y: * PARAM(1) = log (SIGMA ^ 2), where SIGMA is the standard deviation, * PARAM(1+i) = - log (RHO(i)), where RHO(i) is the range parameter for the i-th dimension. CALL: dK = stk_materncov52_aniso (PARAM, X, Y, DIFF) computes the derivative of the covariance matrix with respect to PARAM(DIFF) if DIFF~= -1, or the covariance matrix itself if DIFF is equal to -1 (in which case this is equivalent to stk_materncov_aniso (PARAM, X, Y)). CALL: K = stk_materncov52_aniso (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.
Package: stk