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.
leaveOneOutFun(param, model, envir = NULL)
param |
a vector containing the optimization variables. |
model |
an object of class |
envir |
an optional environment specifying where to assign intermediate values for future gradient calculations. Default is NULL. |
The mean of the squared leave-one-out errors.
At this stage, only the standard case has been implemented: no nugget effect, no observation noise.
O. Roustant, Ecole des Mines de St-Etienne
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.
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