a value which indicates the scale parameter, $\phi$
k
a value which indicates the shape parameter, $\kappa$
Value
A value of the correlation.
Details
The function is $\; \;\rho (u)= [2^{\kappa-1}\tau(\kappa)]^{-1} (-u/\phi)^\kappa K_\kappa(-u/\phi) \; \;$
where $K_\kappa(\cdot)$ denotes a modified Bessel function of order $\kappa$.