Simulating from a Gaussian Process Posterior distribution using MCMC and Fast Bayesian Inference
This package is currently under developement.
The package provides the means for sampling from Posterior Distributions of Gaussian Processes that use the Gaussian Correlation function. This package also provides a function for computing the Fisher approximation to the covariance of this posterior likelihood distribution.
Currently tests are implemented for checking all working MCMC sampling function. MCMC_mvrnorm_2 will currently not provide adequate results, and therefore the "mvrnorm2" option for methods in the master gpMCMC function will also provide false results.
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