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• W3167953459 abstract "Gaussian processes (GPs) are well-known tools for modeling dependent data with applications in spatial statistics, time series analysis, or econometrics. In this article, we present the R package varycoef that implements estimation, prediction, and variable selection of linear models with spatially varying coefficients (SVC) defined by GPs, so called GP-based SVC models. Such models offer a high degree of flexibility while being relatively easy to interpret. Using varycoef, we show versatile applications of (spatially) varying coefficient models on spatial and time series data. This includes model and coefficient estimation with predictions and variable selection. The package uses state-of-the-art computational statistics techniques like parallelization, model-based optimization, and covariance tapering. This allows the user to work with (S)VC models in a computationally efficient manner, i.e., model estimation on large data sets is possible in a feasible amount of time." @default.
• W3167953459 created "2021-06-22" @default.
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• W3167953459 date "2021-06-04" @default.
• W3167953459 modified "2023-09-27" @default.
• W3167953459 title "varycoef: An R Package for Gaussian Process-based Spatially Varying Coefficient Models" @default.
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