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Implementing correlation model kernels #3138

@worldveil

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@worldveil

As seen here:
http://scikit-learn.org/stable/modules/gaussian_process.html#correlation-models

the Matern kernel is not implemented (as marked by TODO). What is the best route for one to take to add this kernel to scikit's library so the GP can use it?

Definition of Matern kernel:
http://en.wikipedia.org/wiki/Mat%C3%A9rn_covariance_function

Perhaps a good starting point:
http://gptools.readthedocs.org/en/latest/_modules/gptools/kernel/matern.html

EDIT: To clarify, it is something I'd like to add, and I'm wondering the best way to start such that it would be accepted.

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