R package convoSPAT: Convolution-Based Nonstationary Spatial Modeling. Fits convolution-based nonstationary Gaussian process models to point-referenced spatial data. The nonstationary covariance function allows the user to specify the underlying correlation structure and which spatial dependence parameters should be allowed to vary over space: the anisotropy, nugget variance, and process variance. The parameters are estimated via maximum likelihood, using a local likelihood approach. Also provided are functions to fit stationary spatial models for comparison, calculate the kriging predictor and standard errors, and create various plots to visualize nonstationarity.
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References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
- Evandro Konzen, Yafeng Cheng, Jian Qing Shi: Gaussian Process for Functional Data Analysis: The GPFDA Package for R (2021) arXiv
- Castro-Camilo, Daniela; Huser, Raphaël: Local likelihood estimation of complex tail dependence structures, applied to U.S. precipitation extremes (2020)
- Monterrubio-Gómez, Karla; Roininen, Lassi; Wade, Sara; Damoulas, Theodoros; Girolami, Mark: Posterior inference for sparse hierarchical non-stationary models (2020)
- Daniel Turek, Mark Risser: Bayesian nonstationary Gaussian process modeling: the BayesNSGP package for R (2019) arXiv
- Mark D. Risser, Catherine A. Calder: Local likelihood estimation for covariance functions with spatially-varying parameters: the convoSPAT package for R (2015) arXiv