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Markov Chain Gaussian Fields Simulation and Parameter Estimation

Tianxia Jia

Last update: 19 February 2024

Copyright license: MIT license, File License

Software version identifier: 1.0.0, 1.0.1

Simulating and estimating (regime-switching) Markov chain Gaussian fields with covariance functions of the Gneiting class. It supports parameter estimation by weighted least squares and maximum likelihood methods, and produces Kriging forecasts and intervals (Cressie 1993) <doi:10.1002/9781119115151>.





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