LVGP_predict {LVGP} | R Documentation |
The Prediction Function of LVGP
Package
Description
Predicts the output and associated uncertainties of the GP model fitted by LVGP_fit
.
Usage
LVGP_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 LVGP model fitted by |
MSE_on |
A scalar indicating whether the uncertainty (i.e., mean squared error |
Value
A prediction list containing the following components:
Y_hat
A vector containing the mean prediction valuesMSE
A vector containing the prediction uncertainty (i.e., the covariance or covariance matrix for the output(s) at prediction location(s))
References
"A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors", Yichi Zhang, Siyu Tao, Wei Chen, and Daniel W. Apley (arXiv)
See Also
LVGP_fit
to fit LVGP model to the datasets.
LVGP_plot
to plot the features of the fitted model.
Examples
# see the examples in the documentation of the function LVGP_fit.