compareGP | R Documentation |
Compare two models based on the log-likelihood for hetGP
and homGP
models
compareGP(model1, model2)
model1, model2 |
|
Best model based on the likelihood, first one in case of a tie
If comparing homoskedastic and heteroskedastic models, the un-penalised likelihood is used for the later, see e.g., (Binois et al. 2017+).
M. Binois, Robert B. Gramacy, M. Ludkovski (2018), Practical heteroskedastic Gaussian process modeling for large simulation experiments,
Journal of Computational and Graphical Statistics, 27(4), 808–821.
Preprint available on arXiv:1611.05902.
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