• Corpus ID: 235352817

varycoef: An R Package for Gaussian Process-based Spatially Varying Coefficient Models

@inproceedings{Dambon2021varycoefAR,
  title={varycoef: An R Package for Gaussian Process-based Spatially Varying Coefficient Models},
  author={Jakob A. Dambon and Fabio Sigrist and Reinhard Furrer},
  year={2021}
}
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… 
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