Computes the Matern kernel
k = matern(nu, sigma, d);
k = matern(nu, sigma, d)
computes the value of the Matern kernel of
order nu
and scales the output with factor sigma
.
The inputs nu
and sigma
have to be scalars and the output has
the dimensionality of the third input argument. The implementation uses
the scaled version of besselk
which has a more stable behaviour for
large orders of the Bessel function.
cov_matern
, covgrad_matern
, demogp_matern
Copyright (c) Lehel Csató (2001-2004)