STK_RBF_EXPONENTIAL computes the exponential correlation function CALL: K = stk_rbf_exponential (H) computes the value of the exponential correlation function at distance H: K = exp (- sqrt(2) |H|). Note that this correlation function is a special of the Matern correlation function (NU = 1/2). CALL: K = stk_rbf_exponential (H, DIFF) computes the derivative of the exponential correlation function with respect the H if DIFF is equal to 1, and simply returns the value of the exponential correlation function if DIFF <= 0 (in which case it is equivalent to K = stk_rbf_exponential (H)). ADMISSIBILITY The exponential correlation is a valid correlation function for all dimensions. REMARK The constant sqrt (2) is consistent with the definition of the Matern correlation function in STK. Other references may use different constants. See also: stk_rbf_matern, stk_rbf_matern32, stk_rbf_matern52
Package: stk