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v1.7.0

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@fabsig fabsig released this 11 Jul 06:54
· 130 commits to master since this release
  • add sample weights support via ‘weight’ parameter of GPModel()
  • option to initialize regression coefficients and aux_pars from iid model for linear regression models via ‘init_coef_aux_pars_from_iid_model’ parameter (true by default)
  • enforce lower bound on error (nugget) variance for gaussian likelihoods to avoid numerical issues
  • support calculation of standard errors for covariance and auxiliary parameters for non-Gaussian likelihoods
  • fix bug for GPBoost algorithm with offset
  • add ‘gaussian_heteroscedastic’ likelihood with fixed effects on variance, log(error variance) = fixed_effects_2 and mean = random_effects + fixed_effects_1