Applies the Gaussian correlation function to a list of distance matrices using corresponding length-scale parameters.
gaussian_cor(Ms, thetas)
a list with as many elements as inputs. Each element of the list must be a n times n matrix of differences between the observation coordinates, with n the number of input coordinates.
an array with the length-scale parameters corresponding to the inputs for which the distance matrices were provided.
A correlation matrix of dimension n times n computed from the Gaussian correlation function.