Major architectural changes: - New interface; now accepts a covariance function and derivatives wrt hyperparameters. - We now use TAPERED kernels. max.dist used in tapering (calculating this each time would otherwise be expensive). - ucminf used instead of optimx due to empirically better performance - Derivatives not used in HP optimizaion - Now using LDL decompositions due to being able to deal with more ill conditioned matrices (because of not requiring square roots of the smallest eigenvalues)
Major architectural changes:
- New interface; now accepts a covariance function and derivatives wrt hyperparameters.
- We now use TAPERED kernels. max.dist used in tapering (calculating this each time would otherwise be expensive).
- ucminf used instead of optimx due to empirically better performance
- Derivatives not used in HP optimizaion
- Now using LDL decompositions due to being able to deal with more ill conditioned matrices (because of not requiring square roots of the smallest eigenvalues)

JimSkinner/prior-component-analysis,JimSkinner/prior-component-analysis