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Bayesian Triple Collocation

Python implementation of Bayesian Triple Collocation for estimating complex, non-constant error structures

Example

This script contains a basic example of a time-constant error structure

Requirements

Python >= 3.5 with pyMC3.1 and compatible versions of Theano, NumPy, Scipy; dill

Contact

Simon Zwieback

Feedback, ideas and contributions are greatly appreciated.

License

This project is licensed under the ECL-2.0 license - see the LICENSE.md file for details