Description Usage Arguments Examples
Computes pointwise uncertainty
1 | pointwise.uncertainty(X, f.X, K.hat, x)
|
X |
a matrix whose rows are points where f is observed |
f.X |
a vector whose values are f evaluated at each row of X |
K.hat |
the empirical Lipschitz constant of f |
x |
the point for which to compute pointwise uncertainty |
1 2 3 4 5 | X <- expand.grid(1:9, 1:9) / 10
f <- function(x) sin(x[1]) + cos(x[2])
f.X <- apply(X, 1, f)
K.hat <- find.K.hat(X, f.X)
pointwise.uncertainty(X, f.X, K.hat, c(.55,.33))
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