Make it possible to predict/simulate any model component
jbect opened this issue · 0 comments
jbect commented
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 #4),
- partial derivative,
- ...
(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/63/)