Description Usage Arguments Details Value Author(s) References See Also Examples
Print a summary of a “CGP
” object.
1 2 |
object |
An object of class " |
... |
For compatibility with generic method |
This function prints a summary of a “CGP
” object.
This function prints the results of:
lambda |
Estimated nugget value (λ) |
theta |
Estimated correlation parameters (θ) in the global GP |
alpha |
Estimated correlation parameters (α) in the local GP |
bandwidth |
Estimated bandwidth parameter (b) in the variance model |
rmscv |
Root mean squared (leave-one-out) cross validation error |
mu |
Estimated mean value (μ) for global trend |
tau2 |
Estimated variance (τ^2) for global trend |
beststart |
Best starting value found for optimizing the log-likelihood |
objval |
Optimal objective value for the negative log-likelihood (up to a constant) |
Shan Ba <shanbatr@gmail.com> and V. Roshan Joseph <roshan@isye.gatech.edu>
Ba, S. and V. Roshan Joseph (2012) “Composite Gaussian Process Models for Emulating Expensive Functions”. Annals of Applied Statistics, 6, 1838-1860.
1 2 3 4 5 6 7 8 9 10 11 12 | x1<-c(0,.02,.075,.08,.14,.15,.155,.156,.18,.22,.29,.32,.36,
.37,.42,.5,.57,.63,.72,.785,.8,.84,.925,1)
x2<-c(.29,.02,.12,.58,.38,.87,.01,.12,.22,.08,.34,.185,.64,
.02,.93,.15,.42,.71,1,0,.21,.5,.785,.21)
X<-cbind(x1,x2)
yobs<-sin(1/((x1*0.7+0.3)*(x2*0.7+0.3)))
## Not run:
#Fit the CGP model
mod<-CGP(X,yobs)
summary(mod)
## End(Not run)
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