STK_MATERNCOV32_ISO computes the isotropic Matern covariance with nu=3/2
CALL: K = stk_materncov32_iso (PARAM, X, Y)
computes the covariance matrix K between the sets of locations X and
Y, using the isotropic Matern covariance function with nu=3/2 and
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_materncov32_iso (PARAM, X, Y, DIFF)
computes the derivative of the covariance matrix with respect to
PARAM(DIFF) if DIFF~= -1, or the covariance matrix itself if DIFF is
equal to -1 (in which case this is equivalent to stk_materncov_iso
(PARAM, X, Y)).
CALL: K = stk_materncov32_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.