leaveOneOutFun

Compute the leave-One-Out error of a model given in <code>object</code>,
at a different value of the parameters.

Interface to 'libKriging' 'C++' library <https://github.com/libKriging> that should
provide most standard Kriging / Gaussian process regression features
(like in 'DiceKriging', 'kergp' or 'RobustGaSP' packages).
'libKriging' relies on Armadillo linear algebra library (Apache 2 license) by Conrad Sanderson,
and 'lbfgsb_cpp' is a 'C++' wrapper by Colin Fang around 'lbfgsb' library (BSD-3 license) by
Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales used for hyperparameters optimization.

Yann Richet

rlibkriging

Kriging Models using the 'libKriging' Library

Pascal Havé

Yves Deville

Conrad Sanderson

Colin Fang

Ciyou Zhu

Richard Byrd

Jorge Nocedal

Jose Luis Morales

leaveOneOutFun function

<dl><dt>object</dt>
<dd>An object representing a fitted model.</dd>
<dt>...</dt>
<dd>Further arguments of function (eg. range).</dd></dl>

Arguments

Leave-One-Out function — leaveOneOutFun

<dl>

<dt>object</dt>
<dd>An object representing a fitted model.</dd>


<dt>...</dt>
<dd>Further arguments of function (eg. range).</dd>

</dl>

Leave-One-Out function

leaveOneOutFun: Leave-One-Out function

Description

Usage

Value

Arguments