exp,exponential
Exponential covariance:
$$\sigma^2 \exp(-d/\rho)$$
exp2,exponential2,gaussian
Gaussian/double
exponential covariance: $$\sigma^2
\exp(-(d/\rho)^2)$$
cubic
Cubic covariance: $$\sigma^2 (1 -
7 (d/\rho)^2 + 8.75 (d/\rho)^3 - 3.5 (d/\rho)^5 + 0.75
(d/\rho)^7)$$ if
\(d<\rho\).
spherical
Spherical
covariance: $$\sigma ^2(1 - 1.5(d/\rho) + 0.5
(d/\rho)^3)$$ if \(d<\rho\).
matern
Matern covariance:
$$\frac{\sigma^2}{\Gamma(\nu) 2^{\nu-1}}
\left(\frac{d\sqrt{8\nu}}{\rho}\right)^\nu
K_\nu\left(\frac{d\sqrt{8\nu}}{\rho}\right)$$
cauchy
Cauchy covariance: $$
\frac{\sigma^2}{(1 + (d/\rho)^2)^{\nu}}$$
iid
IID
covariance, i.e. zero matrix since nugget is added
afterwards. $$0$$