leaveOneOutGrad: Leave-one-out least square criterion - Analytical gradient
In DiceKriging: Kriging Methods for Computer Experiments
Description
Usage
Arguments
Value
Author(s)
References
See Also
Description
Returns the analytical gradient of leaveOneOutFun.
Usage
1
leaveOneOutGrad(param, model, envir)
Arguments
param
a vector containing the optimization variables.
model
an object of class km.
envir
an environment specifying where to get intermediate values calculated in leaveOneOutFun.
Value
the gradient of leaveOneOutFun at param.
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
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Description Usage Arguments Value Author(s) References See Also
Description
Returns the analytical gradient of leaveOneOutFun.
Usage
1 | leaveOneOutGrad(param, model, envir)
|
Arguments
param |
a vector containing the optimization variables. |
model |
an object of class |
envir |
an environment specifying where to get intermediate values calculated in |
Value
the gradient of leaveOneOutFun at param.
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
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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