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hetGP (version 1.1.2)

compareGP: Likelihood-based comparison of models

Description

Compare two models based on the log-likelihood for hetGP and homGP models

Usage

compareGP(model1, model2)

Arguments

model1, model2

hetGP or homGP models

Value

Best model based on the likelihood, first one in case of a tie

References

M. Binois, Robert B. Gramacy, M. Ludkovski (2017+), Practical heteroskedastic Gaussian process modeling for large simulation experiments, arXiv preprint arXiv:1611.05902.