File	Date	Author	Commit
inst	2011-11-03	carandraug	[ea58d7] removal of deprecated functions: loadimage, spd...
src	2012-06-12	i7tiol	[d52a5a] More compatible passing of linker flags to mkoc...
.hgignore	2016-02-29	Carnë Draug	[53d441] maint: add hgignore file.
COPYING	2011-06-24	carandraug	[06e76d] Updated FSF address
ChangeLog	2009-08-06	highegg	[9b903c] OctGPR 1.2.0
DESCRIPTION	2012-06-12	i7tiol	[bad52c] Add missing NEWS entrys for fixing Makefiles fo...
INDEX	2010-07-28	highegg	[97836b] update INDEX
Makefile	2010-01-07	thomas-weber	[ec4e95] Add Makefile, so that the package creation proc...
NEWS	2012-06-12	i7tiol	[bad52c] Add missing NEWS entrys for fixing Makefiles fo...
README	2008-02-07	highegg	[4808d1] Initial commit of the OctGPR package.
TODO	2008-04-18	highegg	[44882d] demo correction & cosmetic changes

Read Me

OctGPR
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OctGPR is a package for using Gaussian Process Regression (GPR) in Octave.
GPR is a Bayesian statistical method of inference of unknown spatial data
from known samples. It is also know as Kriging in geostatistics field.

The method assumes that the known sample data are a result of a uniform spatial
Gaussian Process, with a constant or linear mean and constant variance.
Several models for the correlation function may be selected - gaussian,
exponential or inverse multiquadrics (more might be added in the future). 

The mean (mu) and variance (var) parameters are ML-estimated analytically,
while the inverse spatial scales (theta) and white noise (nu) are ML-estimated
using a custom mixed-norm trust-region optimization algorithm. Derivatives
w.r.t. theta and *two* derivatives w.r.t. nu are calculated analytically,
hoping for a rapid convergence (as nu is typically the most sensitive
parameter).

In the future, the package will be extended with RBF models trained via GCV.