Computing the Matern covariance function for a scalar distance,
adapted from geoR.
single_exp(d, sigsq, phi)single_matern3(d, sigsq, phi)
single_matern5(d, sigsq, phi)
single_matern(d, sigsq, phi, nu)
single_gauss(d, sigsq, phi)
a scalar representing the (matern) covariance between two
observations d apart of each other.
a scalar representing the distance on which it is desired to evaluate the covariance function.
the \(\sigma^2\) parameter from the Matern covariance function.
the \(\phi\) parameter from the Matern covariance function, controls the range of the spatial dependence.
the \(\nu\) parameter from the Matern covariance function, controls the differentiability of the process.
single_matern3 and single_matern5 are optimized for
when \(\nu\) is 1.5 or 2.5, respectively. Similarly, single_exp
and single_gauss represent the cases where \(\nu = 0.5\) or
\(\nu \to \infty\). In other words, they are the exponential and
Gaussian covariance functions.
single_matern3, single_matern5
single_exp, mat_cov