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bgp
2012 Sep 24
0
Estimated covariance matrix with tgp package
Hello everyone,
at the moment I'm using the tgp package for modelling a nonstationary
data set on a two dimensional area D and I'm interested in the
prediction and the estimated covariance matrix. For this purpose I'm
using the function btgp. As far as I understand, btgp uses a MCMC
algorithm to split up D along lines parallel to the coordinate axes and
estimates independent Gaussian processes on each resulting region,
conditional on the predefined class of covariance functions (like the
Matern class) and returns a tgp class object...