leaveOneOutFun.Kriging: Leave-One-Out Method for the S3 class '"Kriging"'

View source: R/KrigingClass.R

leaveOneOutFun.KrigingR Documentation

Leave-One-Out Method for the S3 class "Kriging"

Description

Compute Leave-One-Out (LOO) error for an object with S3 class "Kriging" representing a kriging model.

Usage

## S3 method for class 'Kriging'
leaveOneOutFun(object, theta, grad = FALSE, ...)

Arguments

object

A Kriging object.

theta

A numeric vector of range parameters at which the LOO will be evaluated.

grad

Logical. Should the gradient (w.r.t. theta) be returned?

...

Not used.

Details

The returned value is the sum of squares ∑_{i=1}^n [y_i - \hat{y}_{i,(-i)}]^2 where \hat{y}_{i,(-i)} is the prediction of y[i] based on the the observations y[j] with j != i.

Value

The leave-One-Out value computed for the given vector θ of correlation ranges.

Author(s)

Yann Richet yann.richet@irsn.fr

Examples

f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X)

k <- Kriging(y, X, kernel = "matern3_2", objective = "LOO", optim="BFGS")
print(k)

loo <-  function(theta) leaveOneOutFun(k, theta)$leaveOneOut
t <-  seq(from = 0.001, to = 2, length.out = 101)
plot(t, loo(t), type = "l")
abline(v = k$theta(), col = "blue")

rlibkriging documentation built on Sept. 22, 2022, 5:07 p.m.