STK_GAUSSCOV_ANISO computes the anisotropic Gaussian covariance function

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

   computes  the covariance matrix K  between  the sets of locations  X  and Y,
   using  the anisotropic Gaussian 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:END) = - log (RHO), where RHO is the vector of range parameters.

 CALL: dK = stk_gausscov_aniso (PARAM, X, Y, DIFF)

   computes the derivative of the covariance matrix with respect to PARAM(DIFF)
   if DIFF is between 1 and DIM + 1, or the covariance matrix itself if DIFF is
   equal to -1  (in which case this is equivalent to stk_gausscov_aniso (PARAM,
   X, Y)).

 CALL: K = stk_gausscov_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.

 See also: stk_rbf_gauss, stk_gausscov_iso