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goldingn / gpe

Gaussian process everything - an R package to reimplement and combine common statistical models using GPs

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Extract linear model parameters from fitted linear gp

goldingn opened this issue · comments

commented

issues:

  • how to extract linear kernel from compositional kernel?
  • write a function to spot additive bits and look at sub-kernels?
  • then get all the ANOVA components for models, and write anova function for post-hoc analysis?
commented

similarly, extract variance component and predicted levels from iid and intercept kernels - use kernel-specific projection for these (or set other data to be the same)