STK_MATERNCOV_ANISO computes the anisotropic Matern covariance

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

   computes the covariance matrix K between the sets of locations X and Y,
   using the anisotropic Matern 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
   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(2) = log(NU), where NU is the regularity parameter,

    * PARAM(2+i) = - log (RHO(i)), where RHO(i) is the range parameter for
      the ith dimension.

 CALL: dK = stk_materncov_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_materncov_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