Adjust for nugget effect for correlations
add_nugget(x, nugget)set_nugget(x, nugget, set_to)
Correlations of the same dimension as x.
A correlation matrix or 3-d array.
A scalar nugget effect.
A correlation matrix or 3-d array of the same dimension as x.
To adjust spatial nugget effect, enery entry of x is first multipled by
by \((1-\text{nugget})\); Then add_nugget adds nugget to the diagonals
(or the diagonals of each matrix slice) of x, and set_nugget set the
diagonals (or the diagonals of each matrix slice) to the corresponding
diagonals of set_to.