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It was discovered by André-Louis Cholesky for real matrices.

When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.

Under the null hypothesis that the added variables have no additional explanatory power, the sample size times the unadjusted R-squared from this regression is distributed as chi-square with degrees of freedom equal to the number of added regressors. The option is specific to two-stage least squares: it specifies that the new variables should be added both to the list of regressors and the list of instruments, the default in this case being to add to the regressors only.

Menu path: Model window, /Tests/Add variables command with regular time series data.

Permission is granted to copy and distribute modified versions of this manual under the conditions for verbatim copying, provided that the entire resulting derived work is distributed under the terms of a permission notice identical to this one.

Maechler Copyright © 1999–2014 R Core Team Permission is granted to make and distribute verbatim copies of this manual provided the copyright notice and this permission notice are preserved on all copies.

우리는 이러한 방법으로 수정된 노트를 재배포할 수 있도록 허락해주고, 오래 전부터 R을 지원해 온 빌 베네블스(Bill Venables)와 데이비드 스미스(David Smith)에게 깊은 감사의 뜻을 전하고자 합니다.

Statistical Interpolation of Spatial Data: Some Theory for Kriging, Michael L. Statistics for Spatial Data (revised edition), Noel A. Cressie, Wiley, 1993 Spline Models for Observational Data, Grace Wahba, SIAM, 1990 The Bayesian Research Kitchen at The Wordsworth Hotel, Grasmere, Ambleside, Lake District, United Kingdom 05 - 07 September 2008.

A tutorial entitled Advances in Gaussian Processes on Dec. The Gaussian Processes in Practice workshop at Bletchley Park, U. The Open Problems in Gaussian Processes for Machine Learning workshop at nips*05 in Whistler, December 10th, 2005. The ai-geostats web site for spatial statistics and geostatistics.

The Gaussian Process Round Table meeting in Sheffield, June 9-10, 2005. The Bibliography of Gaussian Process Models in Dynamic Systems Modelling web site maintained by Juš Kocijan.

Andreas Geiger has written a simple Gaussian process regression Java applet, illustrating the behaviour of covariance functions and hyperparameters.

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