mcgf - Markov Chain Gaussian Fields Simulation and Parameter Estimation
Simulating and estimating (regime-switching) Markov chain
Gaussian fields with spatio-temporal covariance functions of
the Gneiting class (Gneiting 2002)
<doi:10.1198/016214502760047113>, including the
regime-switching framework of Jia and Sezer (2025)
<doi:10.1063/5.0285012>. It supports parameter estimation by
weighted least squares and approximate conditional maximum
likelihood methods, and produces Kriging forecasts and
intervals for existing and new locations.
