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