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Make it possible to predict/simulate any model component

Open jbect opened this issue 5 years ago • 0 comments

Long term goal: make it possible to predict/simulate any model "component".

For instance, in the case of a standard (noisy) STK model:

  • future noisy observations,
  • latent process,
  • lm component of the latent process,
  • zero-mean-GP component of the latent process.

Other examples:

  • components of a process defined as a sum,
  • real / imaginary parts of a complex-valued GP (see https://github.com/stk-kriging/stk/issues/4),
  • partial derivative,
  • ...

(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/63/)

jbect avatar Aug 27 '20 19:08 jbect