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stk-kriging
The STK is a (not so) Small Toolbox for Kriging. Its primary focus is on the interpolation/regression technique known as kriging, which is very closely related to Splines and Radial Basis Functions, a...
This is a meta-issue to keep track of ongoing work on the development of sampling criterion classes. _(ref of original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/42/)_ Here are some facts about the...
Add the possibility to re-evaluate covariance parameters during a Leave-One-Out cross-validation. _(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/39/)_
Experimental support for parametric heteroscedastic models has been introduced in STK 2.6.0: * the `stk_gaussiannoise_het0` class provides a simple example of heteroscedactic noise model, derived from the base class `stk_gaussiannoise_`,...
There currently two failing tests under Matlab (tested with R2016b) when `fminsearch` is used as last recourse for box-constrained problems. The first one is in `stk_optim_testmin_box.m` and simply indicates that...
There are numerical instabilities in the evaluation of the restricted likelihood for the attached dataset in a certain region of the parameter space, for large values of the range parameter:...
It would be nice to have fast update methods for posterior GP models. _(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/7/)_
`stk_param_relik` uses a combination of "filtering matrix" (obtained using QR) and a Cholesky factorizations of the filtered covariance matrix. This computational approach could/should be encapsulated in a class similar to...
A "native" support for complex-valued GPs in STK could be useful. Some references : * [Boloix-Tortosa et al (2018)](https://arxiv.org/abs/1511.05710) * [Boloix-Tortosa et al (2017)](https://arxiv.org/abs/1610.09915) * [Darwish, Lataire & Tóth (2017)](https://doi.org/10.1016/j.ifacol.2017.08.845)...
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The STK is a (not so) Small Toolbox for Kriging. Its primary focus is on the interpolation/regression technique known as kriging, which is very closely related to Splines and Radial Basis Functions, a...