CGGP_internal_calcMSEde: Calculate MSE over blocks

In CollinErickson/CGGP: Composite Grid Gaussian Processes

Calculate MSE over blocks

Description

Delta of adding block is product over i=1..d of IMSE(i,j-1) - IMSE(i,j)

Usage

CGGP_internal_calcMSEde(valsinds, MSE_MAP)

Arguments

valsinds	Block levels to calculate MSEs for
MSE_MAP	Matrix of MSE values

Value

All MSE values

Examples

SG <- CGGPcreate(d=3, batchsize=100)
y <- apply(SG$design, 1, function(x){x[1]+x[2]^2})
SG <- CGGPfit(SG, Y=y)
MSE_MAP <- outer(1:SG$d, 1:8, 
     Vectorize(function(dimlcv, lcv1) {
        CGGP_internal_calcMSE(SG$xb[1:SG$sizest[dimlcv]],
        theta=SG$thetaMAP[(dimlcv-1)*SG$numpara+1:SG$numpara],
        CorrMat=SG$CorrMat)
 }))
CGGP_internal_calcMSEde(SG$po[1:SG$poCOUNT, ], MSE_MAP)

CollinErickson/CGGP documentation built on Feb. 6, 2024, 2:24 a.m.