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Make it possible to predict/simulate any model component #11

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jbect opened this issue Aug 27, 2020 · 0 comments

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jbect commented Aug 27, 2020

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 Support for complex-valued GPs #4),
partial derivative,
...

(ref original ticket on Sourceforge: https://sourceforge.net/p/kriging/tickets/63/)

jbect added the enhancement label

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