To launch the Gaussian Process platform, choose Analyze > Modeling > Gaussian Process from the main menu bar. Here, we illustrate the platform with 2D Gaussian Process data set, found in the sample data folder.
Gaussian Process Launch Dialog
Gaussian restricts the correlation between two points to always be non-zero, no matter the distance between the points.
Cubic lets the correlation between two points to be zero for points far enough appart. This method can be considered a generalization of a cubic spline.
In this example, we are interested in finding the explanatory power of the two x-variables (X1 and X2) on Y. A plot of X1 and X2 shows their even dispersal in the factor space.