predict.hetTP: Student-t process predictions using a heterogeneous noise TP...

In hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication

Student-t process predictions using a heterogeneous noise TP object (of class hetTP)

Description

Student-t process predictions using a heterogeneous noise TP object (of class hetTP)

Usage

## S3 method for class 'hetTP'
predict(object, x, noise.var = FALSE, xprime = NULL, nugs.only = FALSE, ...)

Arguments

object	an object of class hetTP; e.g., as returned by mleHetTP
x	matrix of designs locations to predict at
noise.var	should the variance of the latent variance process be returned?
xprime	optional second matrix of predictive locations to obtain the predictive covariance matrix between x and xprime
nugs.only	if TRUE, only return noise variance prediction
...	no other argument for this method.

Details

The full predictive variance corresponds to the sum of sd2 and nugs.

Value

list with elements

• mean: kriging mean;

• sd2: kriging variance (filtered, e.g. without the nugget values)

• nugs: noise variance

• sd2_var: (optional) kriging variance of the noise process (i.e., on log-variances if logN = TRUE)

• cov: (optional) predictive covariance matrix between x and xprime

hetGP documentation built on Sept. 11, 2024, 6:56 p.m.