covf = new(covf_mat25)
This is the standard Matern covariance function which has form
$$c(x_1,x_2) = (1+ |h| + h^2/3) \exp(-|h|) $$
where \(h = (x_1-x_2)/\rho\) and \(\rho\)=exp(2*hyp[0])
.
See also
base class: covf
covf = new(covf_mat25)
This is the standard Matern covariance function which has form
$$c(x_1,x_2) = (1+ |h| + h^2/3) \exp(-|h|) $$
where \(h = (x_1-x_2)/\rho\) and \(\rho\)=exp(2*hyp[0])
.
base class: covf