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Publication date: 06/21/2023

Statistical Details for Variance Formula Parameterization

In the Gaussian Process platform, the saved variance formula uses the previously defined parameterization of R, except when the model includes categorical predictors. When the Gaussian Process model includes categorical predictors, the saved variance formula uses the following parameterization of R:

Equation shown here

where Equation shown here and all other variables are as previously defined.

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