cocons - Covariate-Based Covariance Functions for Nonstationary Spatial Modeling
Estimation, prediction, and simulation of nonstationary Gaussian process with modular covariate-based covariance functions. Sources of nonstationarity, such as spatial mean, variance, geometric anisotropy, smoothness, and nugget, can be considered based on spatial characteristics. An induced compact-supported nonstationary covariance function is provided, enabling fast and memory-efficient computations when handling densely sampled domains.
Last updated 2 months ago
covariance-matrixcppestimationgaussian-processeslarge-datasetnonstationarityoptimizationpredictioncpp
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