STK_GAUSSCOV_ISO computes the isotropic Gaussian covariance function
CALL: K = stk_gausscov_iso (PARAM, X, Y)
computes the covariance matrix K between the sets of locations X and Y,
using the isotropic 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 two elements:
* PARAM(1) = log (SIGMA ^ 2), where SIGMA is the standard deviation,
* PARAM(2) = - log (RHO), where RHO is the range parameter.
CALL: dK = stk_gausscov_iso (PARAM, X, Y, DIFF)
computes the derivative of the covariance matrix with respect to PARAM(DIFF)
if DIFF is equal to 1 or 2, or the covariance matrix itself if DIFF is equal
to -1 (in which case this is equivalent to stk_gausscov_iso (PARAM, X, Y)).
CALL: K = stk_gausscov_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.
See also: stk_rbf_gauss, stk_gausscov_aniso