Description Usage Arguments Value References See Also Examples
This function evaluates the leave-one-out cross validation errors of a TAG or TAAG process.
1 |
object |
object of class inheriting from "TAG" or "TAAG". |
TAAG.indicator |
logical. If TRUE, the object is from TAAG; otherwise, from TAG. |
The values returned from the function is a list containing:
CV |
Leave-one-out cross validation errors in the original scale of y. |
TCV |
Leave-one-out cross validation errors in the transformed scale. |
Lin, L.-H. and Joseph, V. R. (2020) "Transformation and Additivity in Gaussian Processes",Technometrics, 62, 525-535. DOI:10.1080/00401706.2019.1665592.
TAG
and TAAG
for the estimates of the parameters in the TAG and TAAG, respectively.
1 2 3 4 5 6 7 8 9 10 | n <- 20
p <- 2
library(randtoolbox)
X <- sobol(n, dim = p, init = TRUE, scrambling = 2, seed = 20, normal = FALSE)
y <- exp(2*sin(0.5*pi*X[,1]) + 0.5*cos(2.5*pi*X[,2]))
ini.TAG <- initial.TAG(y, X)
par.TAG <- TAG(ini.TAG)
cv.scores <- cv.TAAG(par.TAG)
(CV.TAG <- cv.scores$CV)
(TCV.TAG <- cv.scores$TCV)
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