Calculate exponential correlation
.cor_exp(x, c, gamma = 1/2, nugget = 0)Correlations of the same dimension as x.
A numeric vector, matrix, or array.
Smooth parameter, \(c>0\).
Scale parameter, \(\gamma\in(0, 1/2]\). Default is 1/2.
The nugget effect \(\in[0, 1]\).
The exponential correlation function with scale parameter \(c\) and smooth parameter \(\gamma\) has the form $$C(x)=(1-\text{nugget})\exp(-c|x|^{2\gamma})+\text{nugget}\cdot \delta_{x=0},$$ where \(\delta_{x=0}\) is 1 when \(x=0\) and 0 otherwise.
Diggle, P. J., Tawn, J. A., & Moyeed, R. A. (1998). Model-Based Geostatistics. Journal of the Royal Statistical Society. Series C (Applied Statistics), 47(3), 299–350.