Hi list. I'm looking to fit a spatiotemporal log-Gaussian Cox Process (LGCP) with a nonseparable covariance function. Before I do the implementation from scratch (actually I'm thinking about using Stan), does anyone know of a package or code in any language (R/WinBugs/matlab/C++) that does something similar? I've looked at INLA and Benjamin Taylor's lgcp package in R. I've also looked at GPML and GPStuff. The latter two come the closest; I think for those I'd just need to implement the nonseparable covariance.
And while I'm writing, I'm curious if there's some other model class / method that comes to mind--the problem I'm tackling is one where I'm specifically interested in comparing a model with a separable covariance function (i.e. space and time decompose multiplicatively or additively) to a model with a nonseparable covariance function, also known as "space/time" interaction. I know about space/time interaction tests like Knox and Mantel, and I know there are some tests (Fuentes has one) for nonseparability, but I want something model based. Thanks, Seth _______________________________________________ R-sig-Geo mailing list R-sig-Geo@r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo
