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