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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...