estimate_noise_nn: Estimate the standard deviation (noise) of the nugget term in...
In GPCERF: Gaussian Processes for Estimating Causal Exposure Response Curves

estimate_noise_nn

R Documentation

Estimate the standard deviation (noise) of the nugget term in nnGP

Estimates the standard deviations of the nugget term (noise) in nnGP by calculating the standard deviations of the residuals.

estimate_noise_nn(
  hyperparam,
  w_obs,
  GPS_obs,
  y_obs,
  n_neighbor,
  nthread,
  kernel_fn = function(x) exp(-x^2)
)

`hyperparam`	A vector of hyper-parameter values.
`w_obs`	A vector of observed exposure levels.
`GPS_obs`	A vector of estimated GPS evaluated at the observed exposure levels.
`y_obs`	A vector of observed outcomes.
`n_neighbor`	A number of nearest neighbors on one side.
`nthread`	A number of cores used in the estimation.
`kernel_fn`	The covariance function of the GP.