pred.TAG {TAG}

Prediction from the TAG process

Description

This function provides predictions from a TAG process.

Usage

pred.TAG(object, newX)

Arguments

object

object of class inheriting from "TAG".

newX

matrix of new x values at which predictions are needed.

Value

The values returned from the function are the predictions at newX.

References

Lin, L.-H. and Joseph, V. R. (2020) "Transformation and Additivity in Gaussian Processes",Technometrics, 62, 525-535. DOI:10.1080/00401706.2019.1665592.

See Also

TAG for the estimates of the parameters in the TAG.

Examples

n <- 20
p <- 2
library(randtoolbox)
X <-  sobol(n, dim = p, init = TRUE, scrambling = 2, seed = 20, normal = FALSE)
y <- exp(2*sin(0.5*pi*X[,1]) + 0.5*cos(2.5*pi*X[,2]))
ini.TAG <- initial.TAG(y, X)
par.TAG <- TAG(ini.TAG)
N <- 1000
X.test <- sobol(N, dim = p, init = TRUE, scrambling = 2, seed = 5, normal = FALSE)
ytrue  <- exp(2*sin(0.5*pi*X.test[,1]) + 0.5*cos(2.5*pi*X.test[,2]))
pre.TAG <- pred.TAG(par.TAG, X.test)