leaveOneOutGrad

0th

Percentile

Leave-one-out least square criterion - Analytical gradient

Returns the analytical gradient of leaveOneOutFun.

Keywords
models, htest
Usage
leaveOneOutGrad(param, model, envir)
Arguments
param

a vector containing the optimization variables.

model

an object of class km.

envir

an environment specifying where to get intermediate values calculated in leaveOneOutFun.

Value

the gradient of leaveOneOutFun at param.

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

leaveOneOutFun

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

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