leaveOneOutFun: Leave-one-out least square criterion of a km object
In DiceKriging: Kriging Methods for Computer Experiments
Description
Usage
Arguments
Value
Note
Author(s)
References
See Also
Description
Returns the mean of the squared leave-one-out errors, computed with Dubrule's formula.
Usage
1
leaveOneOutFun(param, model, envir = NULL)
Arguments
param
a vector containing the optimization variables.
model
an object of class km.
envir
an optional environment specifying where to assign intermediate values for future gradient calculations. Default is NULL.
Value
The mean of the squared leave-one-out errors.
Note
At this stage, only the standard case has been implemented: no nugget effect, no observation noise.
Author(s)
O. Roustant, Ecole des Mines de St-Etienne
References
F. Bachoc (2013), Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification. Computational Statistics and Data Analysis, 66, 55-69. http://www.lpma.math.upmc.fr/pageperso/bachoc/publications.html
O. Dubrule (1983), Cross validation of Kriging in a unique neighborhood. Mathematical Geology, 15, 687-699.
See Also
leaveOneOut.km, leaveOneOutGrad
DiceKriging documentation built on Feb. 24, 2021, 1:07 a.m.
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Description Usage Arguments Value Note Author(s) References See Also
Description
Returns the mean of the squared leave-one-out errors, computed with Dubrule's formula.
Usage
1 | leaveOneOutFun(param, model, envir = NULL)
|
Arguments
param |
a vector containing the optimization variables. |
model |
an object of class |
envir |
an optional environment specifying where to assign intermediate values for future gradient calculations. Default is NULL. |
Value
The mean of the squared leave-one-out errors.
Note
At this stage, only the standard case has been implemented: no nugget effect, no observation noise.
Author(s)
O. Roustant, Ecole des Mines de St-Etienne
References
F. Bachoc (2013), Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification. Computational Statistics and Data Analysis, 66, 55-69. http://www.lpma.math.upmc.fr/pageperso/bachoc/publications.html
O. Dubrule (1983), Cross validation of Kriging in a unique neighborhood. Mathematical Geology, 15, 687-699.
See Also
leaveOneOut.km, leaveOneOutGrad
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