EzGP_predict {EzGP}

The Prediction Function of EzGP Model

Description

Predicts the output of the EzGP model fitted by EzGP_fit.

Usage

EzGP_predict(X_new, model, MSE_on = 0)

Arguments

X_new

Matrix or vector containing the input(s) where the predictions are to be made. Each row is an input vector.

model

The EzGP model fitted by EzGP_fit.

MSE_on

A scalar indicating whether the uncertainty (i.e., mean squared error MSE) is calculated. Set to a non-zero value to calculate MSE.

Value

A prediction list containing the following components:

• Y_hat A vector containing the prediction values

• MSE A vector containing the prediction uncertainty (i.e., the covariance or covariance matrix for the output(s) at prediction location(s))

References

1. "EzGP: Easy-to-Interpret Gaussian Process Models for Computer Experiments with Both Quantitative and Qualitative Factors", Qian Xiao, Abhyuday Mandal, C. Devon Lin, and Xinwei Deng (doi:10.1137/19M1288462)

See Also

EzGP_fit to fit EzGP model for the datasets.

Examples

# see the examples in the documentation of the function EzGP_fit.