leaveOneOutFun

0th

Percentile

Leave-one-out least square criterion of a km object

Returns the mean of the squared leave-one-out errors, computed with Dubrule's formula.

Keywords
models, htest
Usage
leaveOneOutFun(param, model, envir = NULL)
Arguments
param

a vector containing the optimization variables.

model

an object of class km.

envir

an optional environment specifying where to assign intermediate values for future gradient calculations. Default is NULL.

Value

The mean of the squared leave-one-out errors.

Note

At this stage, only the standard case has been implemented: no nugget effect, no observation noise.

References

F. Bachoc (2013), Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification. Computational Statistics and Data Analysis, 66, 55-69. http://www.lpma.math.upmc.fr/pageperso/bachoc/publications.html

O. Dubrule (1983), Cross validation of Kriging in a unique neighborhood. Mathematical Geology, 15, 687-699.

See Also

leaveOneOut.km, leaveOneOutGrad

Aliases
  • leaveOneOutFun
Documentation reproduced from package DiceKriging, version 1.5.6, License: GPL-2 | GPL-3

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