Description Usage Arguments Value Note References See Also Examples
Predicts the reponse(s), associated prediction uncertainties, and gradient(s) of the GP model fitted by Fit
.
1 |
XF |
Matrix containing the locations (settings) where the predictions are desired. The rows and columns of |
Model |
The GP model fitted by |
MSE_on |
Flag (a scalar) indicating whether the uncertainty (i.e., mean squared error |
YgF_on |
Flag (a scalar) indicating whether the gradient(s) of the response(s) are desired. Set to a non-zero value to calculate the gradient(s). See |
grad_dim |
A binary vector of length |
Output A list containing the following components:
YF
A matrix with n
rows (the number of prediction points) and dy
columns (the number of responses).
MSE
A matrix with n
rows and dy
columns where each element represents the prediction uncertainty (i.e., the expected value of the squared difference between the prediction and the true response) associated with the corresponding element in YF
.
YgF
An array of size n
by sum{grad_dim}
by dx
.
The gradient(s) can be calculated if CorrType='G'
or CorrType='LBG'
. If CorrType='PE'
or CorrType='LB'
, the gradient(s) can only be calculated if Power = 2
and Gamma = 1
, respectively.
For efficiency, make sure the inputs are vecotrized and then passed to Predict
. Avoid passing inputs individually in a for
loop.
Bostanabad, R., Kearney, T., Tao, S., Apley, D. W. & Chen, W. (2018) Leveraging the nugget parameter for efficient Gaussian process modeling. Int J Numer Meth Eng, 114, 501-516.
Plumlee, M. & Apley, D. W. (2017) Lifted Brownian kriging models. Technometrics, 59, 165-177.
Fit
to see how a GP model can be fitted to a training dataset.
Draw
to plot the response via the fitted model.
1 | # See the examples in the fitting function.
|
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