RobustGaSP (version 0.6.1)

leave_one_out_rgasp: leave-one-out fitted values and standard deviation for robust GaSP model

Description

A function to calculate leave-one-out fitted values and the standard deviation of the prediction on robust GaSP models after the robust GaSP model has been constructed.

Usage

leave_one_out_rgasp(object)

Arguments

object

an object of class rgasp.

Value

A list of 2 elements with

mean

leave one out fitted values.

sd

standard deviation of each prediction.

References

Mengyang Gu. (2016). Robust Uncertainty Quantification and Scalable Computation for Computer Models with Massive Output. Ph.D. thesis. Duke University.

See Also

rgasp

Examples

# NOT RUN {
library(RobustGaSP)
 #------------------------
  # a 3 dimensional example
  #------------------------
  # dimensional of the inputs
  dim_inputs <- 3    
  # number of the inputs
  num_obs <- 30       
  # uniform samples of design
  input <- matrix(runif(num_obs*dim_inputs), num_obs,dim_inputs) 
  
  # Following codes use maximin Latin Hypercube Design, which is typically better than uniform
  # library(lhs)
  # input <- maximinLHS(n=num_obs, k=dim_inputs)  ##maximin lhd sample
  
  ####
  # outputs from the 3 dim dettepepel.3.data function
  
  output = matrix(0,num_obs,1)
  for(i in 1:num_obs){
    output[i]<-dettepepel.3.data (input[i,])
  }
  
  # use constant mean basis, with no constraint on optimization
  m1<- rgasp(design = input, response = output, lower_bound=FALSE)
  
  ##leave one out predict
  leave_one_out_m1=leave_one_out_rgasp(m1)
  
  ##predictive mean 
  leave_one_out_m1$mean
  ##standard deviation
  leave_one_out_m1$sd
  ##standardized error
  (leave_one_out_m1$mean-output)/leave_one_out_m1$sd

  
# }