LogLooPredProb: Leave-one-out predictive probability density Faster than...

View source: R/GPSR-LOOCV-PDF.R

LogLooPredProbR Documentation

Leave-one-out predictive probability density Faster than using LogDetLooCov() and LogDetCrossBox().

Description

Leave-one-out predictive probability density Faster than using LogDetLooCov() and LogDetCrossBox().

Usage

LogLooPredProb(i, Kinv, logdetbreveBox, logdetcrossBoxi)

Arguments

i

index of left out parameter point

Kinv

inverse of correlation matrix

logdetbreveBox

log det of breveBox

logdetcrossBoxi

log det of crossBox_i, computed from LogDetCrossBox().

Note

Require global (XtX)


rudazhang/gpsr documentation built on March 11, 2023, 5:49 p.m.