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Add example of replicate draws from the posterior? #25

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cboettig opened this issue Mar 21, 2013 · 2 comments
Open

Add example of replicate draws from the posterior? #25

cboettig opened this issue Mar 21, 2013 · 2 comments

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@cboettig
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To illustrate the point that the GP posterior contains a family of possible curves, might be useful to include a few example draws from the posterior rather than just the mean path and variance.

Need to reconstruct the covariance kernel from bgp first...

@cboettig
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set zcov=TRUE, and the *.s2 and, instead of being vectors, the outputs will be matrices containing the posterior mean covariance matrices at the X and XX locations respectively. It is, unfortunately, not possible to obtain samples from the posterior covariance matrix directly from tgp

@cboettig
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This is now done for Figure 1b, the "goodness-of-fit", e.g.:

Could be done on Figure 1a (state-space) but less interesting, and already cluttered.

  • Consider doing in Figure 1a context in which prior on L is not quite so long?
  • Consider doing in Figure 1b over a range of points outside the observed data

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