STK_MATERNCOV_ISO computes the isotropic Matern covariance CALL: K = stk_materncov_iso (PARAM, X, Y) computes the covariance matrix K between the sets of locations X and Y, using the isotropic 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 three elements: * PARAM(1) = log (SIGMA ^ 2), where SIGMA is the standard deviation, * PARAM(2) = log(NU), where NU is the regularity parameter, * PARAM(3) = - log (RHO), where RHO is the range parameter. CALL: dK = stk_materncov_iso (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_iso (PARAM, X, Y)). CALL: K = stk_materncov_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.
Package: stk