exp_covariance: Exponential covariance function

In MetricGraph: Random Fields on Metric Graphs

Exponential covariance function

Description

Evaluates the exponential covariance function

C(h) = \sigma^2 \exp\{-kappa h\}

Usage

exp_covariance(h, theta)

Arguments

h	Distances to evaluate the covariance function at.
theta	A vector c(sigma, kappa), where sigma is the standard deviation and kappa is a range-like parameter.

Value

A vector with the values of the covariance function.

MetricGraph documentation built on April 3, 2025, 10:34 p.m.