Given the fitted stage 2 model, predict the full parameter vector and its covariance at new spatial locations. Then extract the target components (default: first source's params, e.g. 1-3 for NOAA) and their marginal covariance.
Value
A list with components:
- pred_mean
Matrix (n_new x p) of predicted parameter means.
- pred_cov
List of n_new pxp predictive covariance matrices.
- noaa_mean
Matrix (n_new x length(predict_params)) of predicted target GEV parameters (mu, log_sigma, xi).
- noaa_cov
List of n_new marginal covariances for target params.