Modified Matern Covariance Function (varying roughness parameter)

Modified Matern Covariance Function (varying roughness parameter)

Usage

covf_nonst_matern(x1, x2, params = c(3/2, 1/2, 1))

Arguments

x1

First argument of cov(x1,x2). Caution: It is assumed that 0<=x1<=1.

x2

Second argument of cov(x1,x2). Caution: It is assumed that 0<=x2<=1.

params

Covariance function parameters: params=c(nu1, nu2, sigma).