Computes the second derivative of the Matern correlation function with respect to \(\phi\).
Usage
matern.hessian.phi(U, phi, kappa)
Arguments
- U
A vector of distances between pairs of data locations.
- phi
The scale parameter \(\phi\).
- kappa
The smoothness parameter \(\kappa\).
Value
A matrix with the values of the second derivative of the Matern function with respect to \(\phi\) for the given distances.