binaryGP: Fit and Predict a Gaussian Process Model with (Time-Series)
Binary Response
Allows the estimation and prediction for binary Gaussian process model. The mean function can be assumed to have time-series structure. The estimation methods for the unknown parameters are based on penalized quasi-likelihood/penalized quasi-partial likelihood and restricted maximum likelihood. The predicted probability and its confidence interval are computed by Metropolis-Hastings algorithm. More details can be seen in Sung et al (2017) <doi:10.48550/arXiv.1705.02511>.
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