Vector of N time points at which the autocorrelation is to be calculated.
lambda
Timescale parameter.
nu
Smoothness parameter.
Value
An autocorrelation vector of length N.
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.