varycoef

MaRDI QIDQ54467swMATHCRANFDO

Authors Jakob A. Dambon

Last update 4 May 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 0.3.4, PACKAGES.rds, 0.2.9, 0.2.10, 0.2.11, 0.2.12, 0.3.0, 0.3.1, 0.3.2, 0.3.3, 0.3.5, 0.3.6

Official website https://cran.r-project.org/web/packages/varycoef/index.html

Source code repository https://github.com/cran/varycoef

Description

Implements a maximum likelihood estimation (MLE) method for estimation and prediction of Gaussian process-based spatially varying coefficient (SVC) models (Dambon et al. (2021a) <doi:10.1016/j.spasta.2020.100470>). Covariance tapering (Furrer et al. (2006) <doi:10.1198/106186006X132178>) can be applied such that the method scales to large data. Further, it implements a joint variable selection of the fixed and random effects (Dambon et al. (2021b) <doi:10.1080/13658816.2022.2097684>). The package and its capabilities are described in (Dambon et al. (2021c) <doi:10.48550/arXiv.2106.02364>).

Cites work

• Covariance Tapering for Interpolation of Large Spatial Datasets
• Joint variable selection of both fixed and random effects for Gaussian process-based spatially varying coefficient models
• Maximum likelihood estimation of spatially varying coefficient models for large data with an application to real estate price prediction

This page was built for software: varycoef