Xval: Cross-validation
In italo-goncalves/geomod3D: Implicit 3D Geological Modeling and Geostatistics

Performs cross-validation and calculates a number of performance metrics

Xval(object, ...)

## S4 method for signature 'SPGP'
Xval(object)

object

A SPGP object.

The method performs leave-one-out cross-validation through rank-one downdates to a covariance matrix.

A list with the following elements:

mean: The predictive mean for each data point.
var: The predictive variance.
RMSE: Root Mean Square Error of prediction, taking only the mean in consideration
NRMSE: Normalized RMSE: the squared difference is divided by the predictive variance.
LPD: Log Predictive Density.
PLPD: Penalized LPD: includes a penalty based on how well the full covariance is approximated at each data point.