Vector of time points at which the autocorrelation is to be calculated.
lambda
Timescale parameter.
nu
Smoothness parameter.
Value
An autocorrelation vector of length N.
Details
The Matern autocorrelation is given by
$$
\mathrm{\scriptsize ACF}(t) = \frac{2^{1-\nu}}{\Gamma(\nu)} \left(\sqrt{2\nu}\frac{t}{\lambda}\right)^\nu K_\nu\left(\sqrt{2\nu} \frac{t}{\lambda}\right),
$$
where \(K_\nu(x)\) is the modified Bessel function of second kind.
