STK_RBF_GAUSS computes the Gaussian correlation function

 CALL: K = stk_rbf_gauss (H)

    computes the value of the Gaussian correlation function at distance H.

 CALL: K = stk_rbf_gauss (H, DIFF)

    computes the derivative  of the Gaussian correlation function  with respect
    to the distance H  if DIFF is equal to 1.  If DIFF is equal to -1,  this is
    the same as K = stk_rbf_gauss (H).

 NOTES:

  * This correlation function is also known as the "squared exponential" corre-
    lation function, or the "Gaussian RBF" (Radial Basis Function).

  * The Gaussian correlation function is  a valid correlation function  for all
    dimensions.

  * The Gaussian correlation function  is  the limit of  the Matern correlation
    function when the regularity parameters tends to infinity.

 See also: stk_rbf_matern, stk_rbf_matern52

Package: stk