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Add Matérn covariance function #256

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kkmann opened this issue Mar 26, 2023 · 2 comments
Open

Add Matérn covariance function #256

kkmann opened this issue Mar 26, 2023 · 2 comments
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blocked enhancement New feature or request

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@kkmann
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kkmann commented Mar 26, 2023

Summary

'mmrm' already supports 'spatial' covariance structures. These are essentially covariance functions and allow fitting Gaussian process models.
GP models are particularly useful when considering many observations per group and if it is plausible that there is a temporally decaying correlation between observations. The 'spatial exponential' covariance function is not particularly flexible. In the literature on Gaussian processes, the Matérn class of covariance functions is often used. It can accomodate both smooth and non-smooth sample paths. (see additional information below)

Additional Information

https://andrewcharlesjones.github.io/journal/matern-kernels.html

@kkmann kkmann added the enhancement New feature or request label Mar 26, 2023
@kkmann kkmann self-assigned this Mar 26, 2023
@danielinteractive
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Thanks @kkmann ! So you started working on this already? Just wondering if it would be good to first accomplish the other methods tasks? :-)

@kkmann
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kkmann commented Mar 28, 2023

I think we should put this on hold until the covariance structure implementation is clarified, see #254

@kkmann kkmann removed their assignment Mar 28, 2023
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