matern_acf {SuperGauss}

Matern autocorrelation function.

Description

Matern autocorrelation function.

Usage

matern_acf(tseq, lambda, nu)

Arguments

tseq

Vector of N time points at which the autocorrelation is to be calculated.

lambda

Timescale parameter.

nu

Smoothness parameter.

Details

The Matern autocorrelation is given by

\mathrm{\scriptsize ACF}(t) = \frac{2^{1-\nu}}{\Gamma(\nu)} \left(\sqrt{2\nu}\frac{t}{\lambda}\right)^\nu K_\nu\left(\sqrt{2\nu} \frac{t}{\lambda}\right),

where K_\nu(x) is the modified Bessel function of second kind.

Value

An autocorrelation vector of length N.

Examples

matern_acf(tseq = 1:10, lambda = 1, nu = 3/2)