summary.CGP {CGP} | R Documentation |
CGP model summary information
Description
Print a summary of a “CGP
” object.
Usage
## S3 method for class 'CGP'
summary(object, ...)
Arguments
object |
An object of class " |
... |
For compatibility with generic method |
Details
This function prints a summary of a “CGP
” object.
Value
This function prints the results of:
lambda |
Estimated nugget value |
theta |
Estimated correlation parameters |
alpha |
Estimated correlation parameters |
bandwidth |
Estimated bandwidth parameter |
rmscv |
Root mean squared (leave-one-out) cross validation error |
mu |
Estimated mean value |
tau2 |
Estimated variance |
beststart |
Best starting value found for optimizing the log-likelihood |
objval |
Optimal objective value for the negative log-likelihood (up to a constant) |
Author(s)
Shan Ba <shanbatr@gmail.com> and V. Roshan Joseph <roshan@isye.gatech.edu>
References
Ba, S. and V. Roshan Joseph (2012) “Composite Gaussian Process Models for Emulating Expensive Functions”. Annals of Applied Statistics, 6, 1838-1860.
See Also
Examples
x1<-c(0,.02,.075,.08,.14,.15,.155,.156,.18,.22,.29,.32,.36,
.37,.42,.5,.57,.63,.72,.785,.8,.84,.925,1)
x2<-c(.29,.02,.12,.58,.38,.87,.01,.12,.22,.08,.34,.185,.64,
.02,.93,.15,.42,.71,1,0,.21,.5,.785,.21)
X<-cbind(x1,x2)
yobs<-sin(1/((x1*0.7+0.3)*(x2*0.7+0.3)))
## Not run:
#Fit the CGP model
mod<-CGP(X,yobs)
summary(mod)
## End(Not run)